ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
95.590 |
95.630 |
0.040 |
0.0% |
97.460 |
| High |
95.725 |
95.785 |
0.060 |
0.1% |
97.610 |
| Low |
95.520 |
94.925 |
-0.595 |
-0.6% |
95.310 |
| Close |
95.647 |
94.958 |
-0.689 |
-0.7% |
95.461 |
| Range |
0.205 |
0.860 |
0.655 |
319.5% |
2.300 |
| ATR |
0.635 |
0.651 |
0.016 |
2.5% |
0.000 |
| Volume |
160 |
766 |
606 |
378.8% |
3,117 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.803 |
97.240 |
95.431 |
|
| R3 |
96.943 |
96.380 |
95.195 |
|
| R2 |
96.083 |
96.083 |
95.116 |
|
| R1 |
95.520 |
95.520 |
95.037 |
95.372 |
| PP |
95.223 |
95.223 |
95.223 |
95.148 |
| S1 |
94.660 |
94.660 |
94.879 |
94.512 |
| S2 |
94.363 |
94.363 |
94.800 |
|
| S3 |
93.503 |
93.800 |
94.722 |
|
| S4 |
92.643 |
92.940 |
94.485 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.027 |
101.544 |
96.726 |
|
| R3 |
100.727 |
99.244 |
96.094 |
|
| R2 |
98.427 |
98.427 |
95.883 |
|
| R1 |
96.944 |
96.944 |
95.672 |
96.536 |
| PP |
96.127 |
96.127 |
96.127 |
95.923 |
| S1 |
94.644 |
94.644 |
95.250 |
94.236 |
| S2 |
93.827 |
93.827 |
95.039 |
|
| S3 |
91.527 |
92.344 |
94.829 |
|
| S4 |
89.227 |
90.044 |
94.196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.420 |
94.925 |
2.495 |
2.6% |
0.687 |
0.7% |
1% |
False |
True |
697 |
| 10 |
97.610 |
94.925 |
2.685 |
2.8% |
0.559 |
0.6% |
1% |
False |
True |
538 |
| 20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.549 |
0.6% |
1% |
False |
True |
451 |
| 40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.652 |
0.7% |
41% |
False |
False |
450 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.578 |
0.6% |
41% |
False |
False |
345 |
| 80 |
97.610 |
92.095 |
5.515 |
5.8% |
0.546 |
0.6% |
52% |
False |
False |
269 |
| 100 |
97.610 |
92.095 |
5.515 |
5.8% |
0.536 |
0.6% |
52% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.440 |
|
2.618 |
98.036 |
|
1.618 |
97.176 |
|
1.000 |
96.645 |
|
0.618 |
96.316 |
|
HIGH |
95.785 |
|
0.618 |
95.456 |
|
0.500 |
95.355 |
|
0.382 |
95.254 |
|
LOW |
94.925 |
|
0.618 |
94.394 |
|
1.000 |
94.065 |
|
1.618 |
93.534 |
|
2.618 |
92.674 |
|
4.250 |
91.270 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.355 |
95.725 |
| PP |
95.223 |
95.469 |
| S1 |
95.090 |
95.214 |
|