ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.600 |
99.465 |
-0.135 |
-0.1% |
98.020 |
High |
99.810 |
99.480 |
-0.330 |
-0.3% |
98.885 |
Low |
99.285 |
98.360 |
-0.925 |
-0.9% |
97.950 |
Close |
99.364 |
98.365 |
-0.999 |
-1.0% |
98.840 |
Range |
0.525 |
1.120 |
0.595 |
113.3% |
0.935 |
ATR |
0.639 |
0.673 |
0.034 |
5.4% |
0.000 |
Volume |
132 |
239 |
107 |
81.1% |
708 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.095 |
101.350 |
98.981 |
|
R3 |
100.975 |
100.230 |
98.673 |
|
R2 |
99.855 |
99.855 |
98.570 |
|
R1 |
99.110 |
99.110 |
98.468 |
98.923 |
PP |
98.735 |
98.735 |
98.735 |
98.641 |
S1 |
97.990 |
97.990 |
98.262 |
97.803 |
S2 |
97.615 |
97.615 |
98.160 |
|
S3 |
96.495 |
96.870 |
98.057 |
|
S4 |
95.375 |
95.750 |
97.749 |
|
|
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 |
98.240 |
1.595 |
1.6% |
0.821 |
0.8% |
8% |
False |
False |
243 |
10 |
99.835 |
97.950 |
1.885 |
1.9% |
0.583 |
0.6% |
22% |
False |
False |
168 |
20 |
99.835 |
97.335 |
2.500 |
2.5% |
0.644 |
0.7% |
41% |
False |
False |
155 |
40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.587 |
0.6% |
31% |
False |
False |
108 |
60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.511 |
0.5% |
63% |
False |
False |
74 |
80 |
100.700 |
94.317 |
6.383 |
6.5% |
0.459 |
0.5% |
63% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.240 |
2.618 |
102.412 |
1.618 |
101.292 |
1.000 |
100.600 |
0.618 |
100.172 |
HIGH |
99.480 |
0.618 |
99.052 |
0.500 |
98.920 |
0.382 |
98.788 |
LOW |
98.360 |
0.618 |
97.668 |
1.000 |
97.240 |
1.618 |
96.548 |
2.618 |
95.428 |
4.250 |
93.600 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
98.920 |
99.098 |
PP |
98.735 |
98.853 |
S1 |
98.550 |
98.609 |
|