ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.300 |
96.685 |
-0.615 |
-0.6% |
99.800 |
High |
97.555 |
97.400 |
-0.155 |
-0.2% |
99.800 |
Low |
96.405 |
96.255 |
-0.150 |
-0.2% |
96.255 |
Close |
96.590 |
97.149 |
0.559 |
0.6% |
97.149 |
Range |
1.150 |
1.145 |
-0.005 |
-0.4% |
3.545 |
ATR |
0.759 |
0.787 |
0.028 |
3.6% |
0.000 |
Volume |
727 |
1,031 |
304 |
41.8% |
3,402 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.370 |
99.904 |
97.779 |
|
R3 |
99.225 |
98.759 |
97.464 |
|
R2 |
98.080 |
98.080 |
97.359 |
|
R1 |
97.614 |
97.614 |
97.254 |
97.847 |
PP |
96.935 |
96.935 |
96.935 |
97.051 |
S1 |
96.469 |
96.469 |
97.044 |
96.702 |
S2 |
95.790 |
95.790 |
96.939 |
|
S3 |
94.645 |
95.324 |
96.834 |
|
S4 |
93.500 |
94.179 |
96.519 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.370 |
106.304 |
99.099 |
|
R3 |
104.825 |
102.759 |
98.124 |
|
R2 |
101.280 |
101.280 |
97.799 |
|
R1 |
99.214 |
99.214 |
97.474 |
98.475 |
PP |
97.735 |
97.735 |
97.735 |
97.365 |
S1 |
95.669 |
95.669 |
96.824 |
94.930 |
S2 |
94.190 |
94.190 |
96.499 |
|
S3 |
90.645 |
92.124 |
96.174 |
|
S4 |
87.100 |
88.579 |
95.199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.800 |
96.255 |
3.545 |
3.6% |
1.065 |
1.1% |
25% |
False |
True |
680 |
10 |
99.955 |
96.255 |
3.700 |
3.8% |
0.838 |
0.9% |
24% |
False |
True |
576 |
20 |
99.985 |
96.255 |
3.730 |
3.8% |
0.716 |
0.7% |
24% |
False |
True |
443 |
40 |
99.985 |
96.255 |
3.730 |
3.8% |
0.674 |
0.7% |
24% |
False |
True |
301 |
60 |
100.700 |
96.255 |
4.445 |
4.6% |
0.642 |
0.7% |
20% |
False |
True |
223 |
80 |
100.700 |
94.500 |
6.200 |
6.4% |
0.564 |
0.6% |
43% |
False |
False |
169 |
100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.519 |
0.5% |
44% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.266 |
2.618 |
100.398 |
1.618 |
99.253 |
1.000 |
98.545 |
0.618 |
98.108 |
HIGH |
97.400 |
0.618 |
96.963 |
0.500 |
96.828 |
0.382 |
96.692 |
LOW |
96.255 |
0.618 |
95.547 |
1.000 |
95.110 |
1.618 |
94.402 |
2.618 |
93.257 |
4.250 |
91.389 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
97.042 |
97.628 |
PP |
96.935 |
97.468 |
S1 |
96.828 |
97.309 |
|