ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
98.930 |
97.300 |
-1.630 |
-1.6% |
99.725 |
High |
99.000 |
97.555 |
-1.445 |
-1.5% |
99.955 |
Low |
96.990 |
96.405 |
-0.585 |
-0.6% |
98.555 |
Close |
97.406 |
96.590 |
-0.816 |
-0.8% |
99.737 |
Range |
2.010 |
1.150 |
-0.860 |
-42.8% |
1.400 |
ATR |
0.729 |
0.759 |
0.030 |
4.1% |
0.000 |
Volume |
1,112 |
727 |
-385 |
-34.6% |
2,366 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.300 |
99.595 |
97.223 |
|
R3 |
99.150 |
98.445 |
96.906 |
|
R2 |
98.000 |
98.000 |
96.801 |
|
R1 |
97.295 |
97.295 |
96.695 |
97.073 |
PP |
96.850 |
96.850 |
96.850 |
96.739 |
S1 |
96.145 |
96.145 |
96.485 |
95.923 |
S2 |
95.700 |
95.700 |
96.379 |
|
S3 |
94.550 |
94.995 |
96.274 |
|
S4 |
93.400 |
93.845 |
95.958 |
|
|
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 |
96.405 |
3.550 |
3.7% |
1.083 |
1.1% |
5% |
False |
True |
695 |
10 |
99.955 |
96.405 |
3.550 |
3.7% |
0.767 |
0.8% |
5% |
False |
True |
538 |
20 |
99.985 |
96.405 |
3.580 |
3.7% |
0.702 |
0.7% |
5% |
False |
True |
401 |
40 |
99.985 |
96.405 |
3.580 |
3.7% |
0.673 |
0.7% |
5% |
False |
True |
278 |
60 |
100.700 |
96.405 |
4.295 |
4.4% |
0.625 |
0.6% |
4% |
False |
True |
206 |
80 |
100.700 |
94.317 |
6.383 |
6.6% |
0.559 |
0.6% |
36% |
False |
False |
156 |
100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.508 |
0.5% |
36% |
False |
False |
126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.443 |
2.618 |
100.566 |
1.618 |
99.416 |
1.000 |
98.705 |
0.618 |
98.266 |
HIGH |
97.555 |
0.618 |
97.116 |
0.500 |
96.980 |
0.382 |
96.844 |
LOW |
96.405 |
0.618 |
95.694 |
1.000 |
95.255 |
1.618 |
94.544 |
2.618 |
93.394 |
4.250 |
91.518 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.980 |
97.798 |
PP |
96.850 |
97.395 |
S1 |
96.720 |
96.993 |
|