ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
95.690 |
96.235 |
0.545 |
0.6% |
95.590 |
| High |
96.450 |
96.375 |
-0.075 |
-0.1% |
96.450 |
| Low |
95.485 |
96.075 |
0.590 |
0.6% |
94.925 |
| Close |
96.101 |
96.310 |
0.209 |
0.2% |
96.101 |
| Range |
0.965 |
0.300 |
-0.665 |
-68.9% |
1.525 |
| ATR |
0.652 |
0.627 |
-0.025 |
-3.9% |
0.000 |
| Volume |
994 |
205 |
-789 |
-79.4% |
2,830 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.153 |
97.032 |
96.475 |
|
| R3 |
96.853 |
96.732 |
96.393 |
|
| R2 |
96.553 |
96.553 |
96.365 |
|
| R1 |
96.432 |
96.432 |
96.338 |
96.493 |
| PP |
96.253 |
96.253 |
96.253 |
96.284 |
| S1 |
96.132 |
96.132 |
96.283 |
96.193 |
| S2 |
95.953 |
95.953 |
96.255 |
|
| S3 |
95.653 |
95.832 |
96.228 |
|
| S4 |
95.353 |
95.532 |
96.145 |
|
|
| 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% |
0.598 |
0.6% |
91% |
False |
False |
575 |
| 10 |
97.420 |
94.925 |
2.495 |
2.6% |
0.590 |
0.6% |
56% |
False |
False |
595 |
| 20 |
97.610 |
94.925 |
2.685 |
2.8% |
0.541 |
0.6% |
52% |
False |
False |
478 |
| 40 |
97.610 |
93.100 |
4.510 |
4.7% |
0.653 |
0.7% |
71% |
False |
False |
486 |
| 60 |
97.610 |
93.100 |
4.510 |
4.7% |
0.589 |
0.6% |
71% |
False |
False |
379 |
| 80 |
97.610 |
92.095 |
5.515 |
5.7% |
0.555 |
0.6% |
76% |
False |
False |
294 |
| 100 |
97.610 |
92.095 |
5.515 |
5.7% |
0.529 |
0.5% |
76% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.650 |
|
2.618 |
97.160 |
|
1.618 |
96.860 |
|
1.000 |
96.675 |
|
0.618 |
96.560 |
|
HIGH |
96.375 |
|
0.618 |
96.260 |
|
0.500 |
96.225 |
|
0.382 |
96.190 |
|
LOW |
96.075 |
|
0.618 |
95.890 |
|
1.000 |
95.775 |
|
1.618 |
95.590 |
|
2.618 |
95.290 |
|
4.250 |
94.800 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.282 |
96.180 |
| PP |
96.253 |
96.050 |
| S1 |
96.225 |
95.920 |
|