ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
96.670 |
96.040 |
-0.630 |
-0.7% |
99.800 |
High |
96.910 |
96.830 |
-0.080 |
-0.1% |
99.800 |
Low |
95.820 |
95.900 |
0.080 |
0.1% |
96.255 |
Close |
96.189 |
96.026 |
-0.163 |
-0.2% |
97.149 |
Range |
1.090 |
0.930 |
-0.160 |
-14.7% |
3.545 |
ATR |
0.816 |
0.824 |
0.008 |
1.0% |
0.000 |
Volume |
461 |
479 |
18 |
3.9% |
3,402 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.042 |
98.464 |
96.538 |
|
R3 |
98.112 |
97.534 |
96.282 |
|
R2 |
97.182 |
97.182 |
96.197 |
|
R1 |
96.604 |
96.604 |
96.111 |
96.428 |
PP |
96.252 |
96.252 |
96.252 |
96.164 |
S1 |
95.674 |
95.674 |
95.941 |
95.498 |
S2 |
95.322 |
95.322 |
95.856 |
|
S3 |
94.392 |
94.744 |
95.770 |
|
S4 |
93.462 |
93.814 |
95.515 |
|
|
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 |
97.575 |
95.820 |
1.755 |
1.8% |
1.043 |
1.1% |
12% |
False |
False |
695 |
10 |
99.955 |
95.820 |
4.135 |
4.3% |
1.016 |
1.1% |
5% |
False |
False |
660 |
20 |
99.985 |
95.820 |
4.165 |
4.3% |
0.765 |
0.8% |
5% |
False |
False |
507 |
40 |
99.985 |
95.820 |
4.165 |
4.3% |
0.702 |
0.7% |
5% |
False |
False |
331 |
60 |
100.700 |
95.820 |
4.880 |
5.1% |
0.670 |
0.7% |
4% |
False |
False |
250 |
80 |
100.700 |
95.050 |
5.650 |
5.9% |
0.595 |
0.6% |
17% |
False |
False |
190 |
100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.527 |
0.5% |
27% |
False |
False |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.783 |
2.618 |
99.265 |
1.618 |
98.335 |
1.000 |
97.760 |
0.618 |
97.405 |
HIGH |
96.830 |
0.618 |
96.475 |
0.500 |
96.365 |
0.382 |
96.255 |
LOW |
95.900 |
0.618 |
95.325 |
1.000 |
94.970 |
1.618 |
94.395 |
2.618 |
93.465 |
4.250 |
91.948 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.365 |
96.698 |
PP |
96.252 |
96.474 |
S1 |
96.139 |
96.250 |
|