ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.560 |
98.370 |
-0.190 |
-0.2% |
97.915 |
High |
98.585 |
98.715 |
0.130 |
0.1% |
99.405 |
Low |
98.095 |
98.370 |
0.275 |
0.3% |
97.335 |
Close |
98.334 |
98.457 |
0.123 |
0.1% |
98.826 |
Range |
0.490 |
0.345 |
-0.145 |
-29.6% |
2.070 |
ATR |
0.709 |
0.685 |
-0.023 |
-3.3% |
0.000 |
Volume |
149 |
52 |
-97 |
-65.1% |
640 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.549 |
99.348 |
98.647 |
|
R3 |
99.204 |
99.003 |
98.552 |
|
R2 |
98.859 |
98.859 |
98.520 |
|
R1 |
98.658 |
98.658 |
98.489 |
98.759 |
PP |
98.514 |
98.514 |
98.514 |
98.564 |
S1 |
98.313 |
98.313 |
98.425 |
98.414 |
S2 |
98.169 |
98.169 |
98.394 |
|
S3 |
97.824 |
97.968 |
98.362 |
|
S4 |
97.479 |
97.623 |
98.267 |
|
|
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 |
98.095 |
1.310 |
1.3% |
0.502 |
0.5% |
28% |
False |
False |
111 |
10 |
99.405 |
97.335 |
2.070 |
2.1% |
0.627 |
0.6% |
54% |
False |
False |
134 |
20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.676 |
0.7% |
33% |
False |
False |
116 |
40 |
100.700 |
97.185 |
3.515 |
3.6% |
0.551 |
0.6% |
36% |
False |
False |
69 |
60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.461 |
0.5% |
65% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.181 |
2.618 |
99.618 |
1.618 |
99.273 |
1.000 |
99.060 |
0.618 |
98.928 |
HIGH |
98.715 |
0.618 |
98.583 |
0.500 |
98.543 |
0.382 |
98.502 |
LOW |
98.370 |
0.618 |
98.157 |
1.000 |
98.025 |
1.618 |
97.812 |
2.618 |
97.467 |
4.250 |
96.904 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.543 |
98.480 |
PP |
98.514 |
98.472 |
S1 |
98.486 |
98.465 |
|