ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.370 |
98.430 |
0.060 |
0.1% |
97.915 |
High |
98.715 |
98.430 |
-0.285 |
-0.3% |
99.405 |
Low |
98.370 |
98.020 |
-0.350 |
-0.4% |
97.335 |
Close |
98.457 |
98.111 |
-0.346 |
-0.4% |
98.826 |
Range |
0.345 |
0.410 |
0.065 |
18.8% |
2.070 |
ATR |
0.685 |
0.668 |
-0.018 |
-2.6% |
0.000 |
Volume |
52 |
64 |
12 |
23.1% |
640 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.417 |
99.174 |
98.337 |
|
R3 |
99.007 |
98.764 |
98.224 |
|
R2 |
98.597 |
98.597 |
98.186 |
|
R1 |
98.354 |
98.354 |
98.149 |
98.271 |
PP |
98.187 |
98.187 |
98.187 |
98.145 |
S1 |
97.944 |
97.944 |
98.073 |
97.861 |
S2 |
97.777 |
97.777 |
98.036 |
|
S3 |
97.367 |
97.534 |
97.998 |
|
S4 |
96.957 |
97.124 |
97.886 |
|
|
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 |
99.375 |
98.020 |
1.355 |
1.4% |
0.453 |
0.5% |
7% |
False |
True |
94 |
10 |
99.405 |
97.335 |
2.070 |
2.1% |
0.615 |
0.6% |
37% |
False |
False |
108 |
20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.683 |
0.7% |
23% |
False |
False |
114 |
40 |
100.700 |
97.185 |
3.515 |
3.6% |
0.548 |
0.6% |
26% |
False |
False |
70 |
60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.465 |
0.5% |
59% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.173 |
2.618 |
99.503 |
1.618 |
99.093 |
1.000 |
98.840 |
0.618 |
98.683 |
HIGH |
98.430 |
0.618 |
98.273 |
0.500 |
98.225 |
0.382 |
98.177 |
LOW |
98.020 |
0.618 |
97.767 |
1.000 |
97.610 |
1.618 |
97.357 |
2.618 |
96.947 |
4.250 |
96.278 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.225 |
98.368 |
PP |
98.187 |
98.282 |
S1 |
98.149 |
98.197 |
|