ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
96.685 |
97.150 |
0.465 |
0.5% |
99.800 |
High |
97.400 |
97.575 |
0.175 |
0.2% |
99.800 |
Low |
96.255 |
96.675 |
0.420 |
0.4% |
96.255 |
Close |
97.149 |
96.676 |
-0.473 |
-0.5% |
97.149 |
Range |
1.145 |
0.900 |
-0.245 |
-21.4% |
3.545 |
ATR |
0.787 |
0.795 |
0.008 |
1.0% |
0.000 |
Volume |
1,031 |
781 |
-250 |
-24.2% |
3,402 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.675 |
99.076 |
97.171 |
|
R3 |
98.775 |
98.176 |
96.924 |
|
R2 |
97.875 |
97.875 |
96.841 |
|
R1 |
97.276 |
97.276 |
96.759 |
97.126 |
PP |
96.975 |
96.975 |
96.975 |
96.900 |
S1 |
96.376 |
96.376 |
96.594 |
96.226 |
S2 |
96.075 |
96.075 |
96.511 |
|
S3 |
95.175 |
95.476 |
96.429 |
|
S4 |
94.275 |
94.576 |
96.181 |
|
|
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 |
99.190 |
96.255 |
2.935 |
3.0% |
1.099 |
1.1% |
14% |
False |
False |
768 |
10 |
99.955 |
96.255 |
3.700 |
3.8% |
0.895 |
0.9% |
11% |
False |
False |
625 |
20 |
99.985 |
96.255 |
3.730 |
3.9% |
0.722 |
0.7% |
11% |
False |
False |
478 |
40 |
99.985 |
96.255 |
3.730 |
3.9% |
0.683 |
0.7% |
11% |
False |
False |
312 |
60 |
100.700 |
96.255 |
4.445 |
4.6% |
0.650 |
0.7% |
9% |
False |
False |
235 |
80 |
100.700 |
94.959 |
5.741 |
5.9% |
0.570 |
0.6% |
30% |
False |
False |
178 |
100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.521 |
0.5% |
37% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.400 |
2.618 |
99.931 |
1.618 |
99.031 |
1.000 |
98.475 |
0.618 |
98.131 |
HIGH |
97.575 |
0.618 |
97.231 |
0.500 |
97.125 |
0.382 |
97.019 |
LOW |
96.675 |
0.618 |
96.119 |
1.000 |
95.775 |
1.618 |
95.219 |
2.618 |
94.319 |
4.250 |
92.850 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
97.125 |
96.915 |
PP |
96.975 |
96.835 |
S1 |
96.826 |
96.756 |
|