ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
97.230 |
97.075 |
-0.155 |
-0.2% |
96.540 |
| High |
97.230 |
97.420 |
0.190 |
0.2% |
97.565 |
| Low |
96.900 |
96.725 |
-0.175 |
-0.2% |
96.455 |
| Close |
97.143 |
97.012 |
-0.131 |
-0.1% |
97.496 |
| Range |
0.330 |
0.695 |
0.365 |
110.6% |
1.110 |
| ATR |
0.588 |
0.596 |
0.008 |
1.3% |
0.000 |
| Volume |
358 |
400 |
42 |
11.7% |
2,011 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.137 |
98.770 |
97.394 |
|
| R3 |
98.442 |
98.075 |
97.203 |
|
| R2 |
97.747 |
97.747 |
97.139 |
|
| R1 |
97.380 |
97.380 |
97.076 |
97.216 |
| PP |
97.052 |
97.052 |
97.052 |
96.971 |
| S1 |
96.685 |
96.685 |
96.948 |
96.521 |
| S2 |
96.357 |
96.357 |
96.885 |
|
| S3 |
95.662 |
95.990 |
96.821 |
|
| S4 |
94.967 |
95.295 |
96.630 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.502 |
100.109 |
98.107 |
|
| R3 |
99.392 |
98.999 |
97.801 |
|
| R2 |
98.282 |
98.282 |
97.700 |
|
| R1 |
97.889 |
97.889 |
97.598 |
98.086 |
| PP |
97.172 |
97.172 |
97.172 |
97.270 |
| S1 |
96.779 |
96.779 |
97.394 |
96.976 |
| S2 |
96.062 |
96.062 |
97.293 |
|
| S3 |
94.952 |
95.669 |
97.191 |
|
| S4 |
93.842 |
94.559 |
96.886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.610 |
96.725 |
0.885 |
0.9% |
0.508 |
0.5% |
32% |
False |
True |
351 |
| 10 |
97.610 |
95.880 |
1.730 |
1.8% |
0.493 |
0.5% |
65% |
False |
False |
380 |
| 20 |
97.610 |
95.465 |
2.145 |
2.2% |
0.542 |
0.6% |
72% |
False |
False |
382 |
| 40 |
97.610 |
93.100 |
4.510 |
4.6% |
0.651 |
0.7% |
87% |
False |
False |
399 |
| 60 |
97.610 |
93.100 |
4.510 |
4.6% |
0.551 |
0.6% |
87% |
False |
False |
298 |
| 80 |
97.610 |
92.095 |
5.515 |
5.7% |
0.536 |
0.6% |
89% |
False |
False |
232 |
| 100 |
98.375 |
92.095 |
6.280 |
6.5% |
0.540 |
0.6% |
78% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.374 |
|
2.618 |
99.240 |
|
1.618 |
98.545 |
|
1.000 |
98.115 |
|
0.618 |
97.850 |
|
HIGH |
97.420 |
|
0.618 |
97.155 |
|
0.500 |
97.073 |
|
0.382 |
96.990 |
|
LOW |
96.725 |
|
0.618 |
96.295 |
|
1.000 |
96.030 |
|
1.618 |
95.600 |
|
2.618 |
94.905 |
|
4.250 |
93.771 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.073 |
97.168 |
| PP |
97.052 |
97.116 |
| S1 |
97.032 |
97.064 |
|