ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
99.065 |
98.930 |
-0.135 |
-0.1% |
99.725 |
High |
99.190 |
99.000 |
-0.190 |
-0.2% |
99.955 |
Low |
98.900 |
96.990 |
-1.910 |
-1.9% |
98.555 |
Close |
98.991 |
97.406 |
-1.585 |
-1.6% |
99.737 |
Range |
0.290 |
2.010 |
1.720 |
593.1% |
1.400 |
ATR |
0.631 |
0.729 |
0.099 |
15.6% |
0.000 |
Volume |
193 |
1,112 |
919 |
476.2% |
2,366 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.829 |
102.627 |
98.511 |
|
R3 |
101.819 |
100.617 |
97.959 |
|
R2 |
99.809 |
99.809 |
97.774 |
|
R1 |
98.607 |
98.607 |
97.590 |
98.203 |
PP |
97.799 |
97.799 |
97.799 |
97.597 |
S1 |
96.597 |
96.597 |
97.222 |
96.193 |
S2 |
95.789 |
95.789 |
97.038 |
|
S3 |
93.779 |
94.587 |
96.853 |
|
S4 |
91.769 |
92.577 |
96.301 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.616 |
103.076 |
100.507 |
|
R3 |
102.216 |
101.676 |
100.122 |
|
R2 |
100.816 |
100.816 |
99.994 |
|
R1 |
100.276 |
100.276 |
99.865 |
100.546 |
PP |
99.416 |
99.416 |
99.416 |
99.551 |
S1 |
98.876 |
98.876 |
99.609 |
99.146 |
S2 |
98.016 |
98.016 |
99.480 |
|
S3 |
96.616 |
97.476 |
99.352 |
|
S4 |
95.216 |
96.076 |
98.967 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.955 |
96.990 |
2.965 |
3.0% |
0.989 |
1.0% |
14% |
False |
True |
624 |
10 |
99.985 |
96.990 |
2.995 |
3.1% |
0.742 |
0.8% |
14% |
False |
True |
532 |
20 |
99.985 |
96.990 |
2.995 |
3.1% |
0.701 |
0.7% |
14% |
False |
True |
377 |
40 |
99.985 |
96.990 |
2.995 |
3.1% |
0.652 |
0.7% |
14% |
False |
True |
261 |
60 |
100.700 |
96.990 |
3.710 |
3.8% |
0.610 |
0.6% |
11% |
False |
True |
194 |
80 |
100.700 |
94.317 |
6.383 |
6.6% |
0.546 |
0.6% |
48% |
False |
False |
147 |
100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.496 |
0.5% |
48% |
False |
False |
118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.542 |
2.618 |
104.262 |
1.618 |
102.252 |
1.000 |
101.010 |
0.618 |
100.242 |
HIGH |
99.000 |
0.618 |
98.232 |
0.500 |
97.995 |
0.382 |
97.758 |
LOW |
96.990 |
0.618 |
95.748 |
1.000 |
94.980 |
1.618 |
93.738 |
2.618 |
91.728 |
4.250 |
88.448 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
97.995 |
98.395 |
PP |
97.799 |
98.065 |
S1 |
97.602 |
97.736 |
|