ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
96.540 |
96.550 |
0.010 |
0.0% |
96.410 |
| High |
96.625 |
97.145 |
0.520 |
0.5% |
96.845 |
| Low |
96.455 |
96.550 |
0.095 |
0.1% |
95.880 |
| Close |
96.567 |
97.088 |
0.521 |
0.5% |
96.558 |
| Range |
0.170 |
0.595 |
0.425 |
250.0% |
0.965 |
| ATR |
0.655 |
0.651 |
-0.004 |
-0.7% |
0.000 |
| Volume |
163 |
505 |
342 |
209.8% |
1,624 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.713 |
98.495 |
97.415 |
|
| R3 |
98.118 |
97.900 |
97.252 |
|
| R2 |
97.523 |
97.523 |
97.197 |
|
| R1 |
97.305 |
97.305 |
97.143 |
97.414 |
| PP |
96.928 |
96.928 |
96.928 |
96.982 |
| S1 |
96.710 |
96.710 |
97.033 |
96.819 |
| S2 |
96.333 |
96.333 |
96.979 |
|
| S3 |
95.738 |
96.115 |
96.924 |
|
| S4 |
95.143 |
95.520 |
96.761 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.323 |
98.905 |
97.089 |
|
| R3 |
98.358 |
97.940 |
96.823 |
|
| R2 |
97.393 |
97.393 |
96.735 |
|
| R1 |
96.975 |
96.975 |
96.646 |
97.184 |
| PP |
96.428 |
96.428 |
96.428 |
96.532 |
| S1 |
96.010 |
96.010 |
96.470 |
96.219 |
| S2 |
95.463 |
95.463 |
96.381 |
|
| S3 |
94.498 |
95.045 |
96.293 |
|
| S4 |
93.533 |
94.080 |
96.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.145 |
95.880 |
1.265 |
1.3% |
0.517 |
0.5% |
95% |
True |
False |
367 |
| 10 |
97.145 |
95.865 |
1.280 |
1.3% |
0.539 |
0.6% |
96% |
True |
False |
364 |
| 20 |
97.145 |
93.100 |
4.045 |
4.2% |
0.706 |
0.7% |
99% |
True |
False |
517 |
| 40 |
97.145 |
93.100 |
4.045 |
4.2% |
0.642 |
0.7% |
99% |
True |
False |
357 |
| 60 |
97.145 |
92.095 |
5.050 |
5.2% |
0.558 |
0.6% |
99% |
True |
False |
264 |
| 80 |
97.145 |
92.095 |
5.050 |
5.2% |
0.537 |
0.6% |
99% |
True |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.674 |
|
2.618 |
98.703 |
|
1.618 |
98.108 |
|
1.000 |
97.740 |
|
0.618 |
97.513 |
|
HIGH |
97.145 |
|
0.618 |
96.918 |
|
0.500 |
96.848 |
|
0.382 |
96.777 |
|
LOW |
96.550 |
|
0.618 |
96.182 |
|
1.000 |
95.955 |
|
1.618 |
95.587 |
|
2.618 |
94.992 |
|
4.250 |
94.021 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.008 |
96.908 |
| PP |
96.928 |
96.728 |
| S1 |
96.848 |
96.548 |
|