ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
98.405 |
99.125 |
0.720 |
0.7% |
98.920 |
High |
99.035 |
99.420 |
0.385 |
0.4% |
99.835 |
Low |
98.250 |
98.755 |
0.505 |
0.5% |
98.240 |
Close |
98.882 |
99.122 |
0.240 |
0.2% |
98.689 |
Range |
0.785 |
0.665 |
-0.120 |
-15.3% |
1.595 |
ATR |
0.703 |
0.700 |
-0.003 |
-0.4% |
0.000 |
Volume |
81 |
167 |
86 |
106.2% |
1,045 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.094 |
100.773 |
99.488 |
|
R3 |
100.429 |
100.108 |
99.305 |
|
R2 |
99.764 |
99.764 |
99.244 |
|
R1 |
99.443 |
99.443 |
99.183 |
99.271 |
PP |
99.099 |
99.099 |
99.099 |
99.013 |
S1 |
98.778 |
98.778 |
99.061 |
98.606 |
S2 |
98.434 |
98.434 |
99.000 |
|
S3 |
97.769 |
98.113 |
98.939 |
|
S4 |
97.104 |
97.448 |
98.756 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.706 |
102.793 |
99.566 |
|
R3 |
102.111 |
101.198 |
99.128 |
|
R2 |
100.516 |
100.516 |
98.981 |
|
R1 |
99.603 |
99.603 |
98.835 |
99.262 |
PP |
98.921 |
98.921 |
98.921 |
98.751 |
S1 |
98.008 |
98.008 |
98.543 |
97.667 |
S2 |
97.326 |
97.326 |
98.397 |
|
S3 |
95.731 |
96.413 |
98.250 |
|
S4 |
94.136 |
94.818 |
97.812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.810 |
98.250 |
1.560 |
1.6% |
0.792 |
0.8% |
56% |
False |
False |
161 |
10 |
99.835 |
97.950 |
1.885 |
1.9% |
0.723 |
0.7% |
62% |
False |
False |
194 |
20 |
99.835 |
97.335 |
2.500 |
2.5% |
0.645 |
0.7% |
71% |
False |
False |
149 |
40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.622 |
0.6% |
53% |
False |
False |
118 |
60 |
100.700 |
95.050 |
5.650 |
5.7% |
0.530 |
0.5% |
72% |
False |
False |
81 |
80 |
100.700 |
94.317 |
6.383 |
6.4% |
0.470 |
0.5% |
75% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.246 |
2.618 |
101.161 |
1.618 |
100.496 |
1.000 |
100.085 |
0.618 |
99.831 |
HIGH |
99.420 |
0.618 |
99.166 |
0.500 |
99.088 |
0.382 |
99.009 |
LOW |
98.755 |
0.618 |
98.344 |
1.000 |
98.090 |
1.618 |
97.679 |
2.618 |
97.014 |
4.250 |
95.929 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.111 |
99.026 |
PP |
99.099 |
98.931 |
S1 |
99.088 |
98.835 |
|