ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
97.125 |
97.100 |
-0.025 |
0.0% |
96.410 |
| High |
97.320 |
97.260 |
-0.060 |
-0.1% |
96.845 |
| Low |
97.010 |
96.790 |
-0.220 |
-0.2% |
95.880 |
| Close |
97.253 |
97.036 |
-0.217 |
-0.2% |
96.558 |
| Range |
0.310 |
0.470 |
0.160 |
51.6% |
0.965 |
| ATR |
0.627 |
0.615 |
-0.011 |
-1.8% |
0.000 |
| Volume |
546 |
450 |
-96 |
-17.6% |
1,624 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.439 |
98.207 |
97.295 |
|
| R3 |
97.969 |
97.737 |
97.165 |
|
| R2 |
97.499 |
97.499 |
97.122 |
|
| R1 |
97.267 |
97.267 |
97.079 |
97.148 |
| PP |
97.029 |
97.029 |
97.029 |
96.969 |
| S1 |
96.797 |
96.797 |
96.993 |
96.678 |
| S2 |
96.559 |
96.559 |
96.950 |
|
| S3 |
96.089 |
96.327 |
96.907 |
|
| S4 |
95.619 |
95.857 |
96.778 |
|
|
| 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 |
97.320 |
95.950 |
1.370 |
1.4% |
0.464 |
0.5% |
79% |
False |
False |
431 |
| 10 |
97.320 |
95.865 |
1.455 |
1.5% |
0.527 |
0.5% |
80% |
False |
False |
375 |
| 20 |
97.320 |
93.820 |
3.500 |
3.6% |
0.689 |
0.7% |
92% |
False |
False |
534 |
| 40 |
97.320 |
93.100 |
4.220 |
4.3% |
0.646 |
0.7% |
93% |
False |
False |
373 |
| 60 |
97.320 |
92.095 |
5.225 |
5.4% |
0.557 |
0.6% |
95% |
False |
False |
280 |
| 80 |
97.320 |
92.095 |
5.225 |
5.4% |
0.534 |
0.5% |
95% |
False |
False |
216 |
| 100 |
98.375 |
92.095 |
6.280 |
6.5% |
0.535 |
0.6% |
79% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.258 |
|
2.618 |
98.490 |
|
1.618 |
98.020 |
|
1.000 |
97.730 |
|
0.618 |
97.550 |
|
HIGH |
97.260 |
|
0.618 |
97.080 |
|
0.500 |
97.025 |
|
0.382 |
96.970 |
|
LOW |
96.790 |
|
0.618 |
96.500 |
|
1.000 |
96.320 |
|
1.618 |
96.030 |
|
2.618 |
95.560 |
|
4.250 |
94.793 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.032 |
97.002 |
| PP |
97.029 |
96.969 |
| S1 |
97.025 |
96.935 |
|