ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
99.150 |
98.805 |
-0.345 |
-0.3% |
97.915 |
High |
99.375 |
98.865 |
-0.510 |
-0.5% |
99.405 |
Low |
98.815 |
98.405 |
-0.410 |
-0.4% |
97.335 |
Close |
98.826 |
98.459 |
-0.367 |
-0.4% |
98.826 |
Range |
0.560 |
0.460 |
-0.100 |
-17.9% |
2.070 |
ATR |
0.746 |
0.726 |
-0.020 |
-2.7% |
0.000 |
Volume |
129 |
80 |
-49 |
-38.0% |
640 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.956 |
99.668 |
98.712 |
|
R3 |
99.496 |
99.208 |
98.586 |
|
R2 |
99.036 |
99.036 |
98.543 |
|
R1 |
98.748 |
98.748 |
98.501 |
98.662 |
PP |
98.576 |
98.576 |
98.576 |
98.534 |
S1 |
98.288 |
98.288 |
98.417 |
98.202 |
S2 |
98.116 |
98.116 |
98.375 |
|
S3 |
97.656 |
97.828 |
98.333 |
|
S4 |
97.196 |
97.368 |
98.206 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.732 |
103.849 |
99.965 |
|
R3 |
102.662 |
101.779 |
99.395 |
|
R2 |
100.592 |
100.592 |
99.206 |
|
R1 |
99.709 |
99.709 |
99.016 |
100.151 |
PP |
98.522 |
98.522 |
98.522 |
98.743 |
S1 |
97.639 |
97.639 |
98.636 |
98.081 |
S2 |
96.452 |
96.452 |
98.447 |
|
S3 |
94.382 |
95.569 |
98.257 |
|
S4 |
92.312 |
93.499 |
97.688 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.405 |
97.335 |
2.070 |
2.1% |
0.733 |
0.7% |
54% |
False |
False |
130 |
10 |
99.405 |
97.335 |
2.070 |
2.1% |
0.687 |
0.7% |
54% |
False |
False |
131 |
20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.685 |
0.7% |
33% |
False |
False |
110 |
40 |
100.700 |
97.185 |
3.515 |
3.6% |
0.530 |
0.5% |
36% |
False |
False |
64 |
60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.453 |
0.5% |
65% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.820 |
2.618 |
100.069 |
1.618 |
99.609 |
1.000 |
99.325 |
0.618 |
99.149 |
HIGH |
98.865 |
0.618 |
98.689 |
0.500 |
98.635 |
0.382 |
98.581 |
LOW |
98.405 |
0.618 |
98.121 |
1.000 |
97.945 |
1.618 |
97.661 |
2.618 |
97.201 |
4.250 |
96.450 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.635 |
98.905 |
PP |
98.576 |
98.756 |
S1 |
98.518 |
98.608 |
|