ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
95.435 |
95.690 |
0.255 |
0.3% |
95.590 |
| High |
95.825 |
96.450 |
0.625 |
0.7% |
96.450 |
| Low |
95.390 |
95.485 |
0.095 |
0.1% |
94.925 |
| Close |
95.687 |
96.101 |
0.414 |
0.4% |
96.101 |
| Range |
0.435 |
0.965 |
0.530 |
121.8% |
1.525 |
| ATR |
0.628 |
0.652 |
0.024 |
3.8% |
0.000 |
| Volume |
466 |
994 |
528 |
113.3% |
2,830 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.907 |
98.469 |
96.632 |
|
| R3 |
97.942 |
97.504 |
96.366 |
|
| R2 |
96.977 |
96.977 |
96.278 |
|
| R1 |
96.539 |
96.539 |
96.189 |
96.758 |
| PP |
96.012 |
96.012 |
96.012 |
96.122 |
| S1 |
95.574 |
95.574 |
96.013 |
95.793 |
| S2 |
95.047 |
95.047 |
95.924 |
|
| S3 |
94.082 |
94.609 |
95.836 |
|
| S4 |
93.117 |
93.644 |
95.570 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.400 |
99.776 |
96.940 |
|
| R3 |
98.875 |
98.251 |
96.520 |
|
| R2 |
97.350 |
97.350 |
96.381 |
|
| R1 |
96.726 |
96.726 |
96.241 |
97.038 |
| PP |
95.825 |
95.825 |
95.825 |
95.982 |
| S1 |
95.201 |
95.201 |
95.961 |
95.513 |
| S2 |
94.300 |
94.300 |
95.821 |
|
| S3 |
92.775 |
93.676 |
95.682 |
|
| S4 |
91.250 |
92.151 |
95.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.450 |
94.925 |
1.525 |
1.6% |
0.579 |
0.6% |
77% |
True |
False |
566 |
| 10 |
97.610 |
94.925 |
2.685 |
2.8% |
0.596 |
0.6% |
44% |
False |
False |
594 |
| 20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.551 |
0.6% |
44% |
False |
False |
479 |
| 40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.658 |
0.7% |
67% |
False |
False |
485 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.588 |
0.6% |
67% |
False |
False |
376 |
| 80 |
97.610 |
92.095 |
5.515 |
5.7% |
0.555 |
0.6% |
73% |
False |
False |
292 |
| 100 |
97.610 |
92.095 |
5.515 |
5.7% |
0.531 |
0.6% |
73% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.551 |
|
2.618 |
98.976 |
|
1.618 |
98.011 |
|
1.000 |
97.415 |
|
0.618 |
97.046 |
|
HIGH |
96.450 |
|
0.618 |
96.081 |
|
0.500 |
95.968 |
|
0.382 |
95.854 |
|
LOW |
95.485 |
|
0.618 |
94.889 |
|
1.000 |
94.520 |
|
1.618 |
93.924 |
|
2.618 |
92.959 |
|
4.250 |
91.384 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.057 |
95.987 |
| PP |
96.012 |
95.874 |
| S1 |
95.968 |
95.760 |
|