ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
98.920 |
98.975 |
0.055 |
0.1% |
98.020 |
High |
99.360 |
99.835 |
0.475 |
0.5% |
98.885 |
Low |
98.240 |
98.975 |
0.735 |
0.7% |
97.950 |
Close |
99.066 |
99.599 |
0.533 |
0.5% |
98.840 |
Range |
1.120 |
0.860 |
-0.260 |
-23.2% |
0.935 |
ATR |
0.632 |
0.648 |
0.016 |
2.6% |
0.000 |
Volume |
175 |
311 |
136 |
77.7% |
708 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.050 |
101.684 |
100.072 |
|
R3 |
101.190 |
100.824 |
99.836 |
|
R2 |
100.330 |
100.330 |
99.757 |
|
R1 |
99.964 |
99.964 |
99.678 |
100.147 |
PP |
99.470 |
99.470 |
99.470 |
99.561 |
S1 |
99.104 |
99.104 |
99.520 |
99.287 |
S2 |
98.610 |
98.610 |
99.441 |
|
S3 |
97.750 |
98.244 |
99.363 |
|
S4 |
96.890 |
97.384 |
99.126 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.363 |
101.037 |
99.354 |
|
R3 |
100.428 |
100.102 |
99.097 |
|
R2 |
99.493 |
99.493 |
99.011 |
|
R1 |
99.167 |
99.167 |
98.926 |
99.330 |
PP |
98.558 |
98.558 |
98.558 |
98.640 |
S1 |
98.232 |
98.232 |
98.754 |
98.395 |
S2 |
97.623 |
97.623 |
98.669 |
|
S3 |
96.688 |
97.297 |
98.583 |
|
S4 |
95.753 |
96.362 |
98.326 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.835 |
97.950 |
1.885 |
1.9% |
0.653 |
0.7% |
87% |
True |
False |
228 |
10 |
99.835 |
97.950 |
1.885 |
1.9% |
0.514 |
0.5% |
87% |
True |
False |
153 |
20 |
99.835 |
97.335 |
2.500 |
2.5% |
0.601 |
0.6% |
91% |
True |
False |
140 |
40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.563 |
0.6% |
67% |
False |
False |
99 |
60 |
100.700 |
94.317 |
6.383 |
6.4% |
0.488 |
0.5% |
83% |
False |
False |
68 |
80 |
100.700 |
94.317 |
6.383 |
6.4% |
0.446 |
0.4% |
83% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.490 |
2.618 |
102.086 |
1.618 |
101.226 |
1.000 |
100.695 |
0.618 |
100.366 |
HIGH |
99.835 |
0.618 |
99.506 |
0.500 |
99.405 |
0.382 |
99.304 |
LOW |
98.975 |
0.618 |
98.444 |
1.000 |
98.115 |
1.618 |
97.584 |
2.618 |
96.724 |
4.250 |
95.320 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.534 |
99.412 |
PP |
99.470 |
99.225 |
S1 |
99.405 |
99.038 |
|