ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
96.040 |
95.715 |
-0.325 |
-0.3% |
99.800 |
High |
96.830 |
95.990 |
-0.840 |
-0.9% |
99.800 |
Low |
95.900 |
95.405 |
-0.495 |
-0.5% |
96.255 |
Close |
96.026 |
95.714 |
-0.312 |
-0.3% |
97.149 |
Range |
0.930 |
0.585 |
-0.345 |
-37.1% |
3.545 |
ATR |
0.824 |
0.810 |
-0.015 |
-1.8% |
0.000 |
Volume |
479 |
531 |
52 |
10.9% |
3,402 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.458 |
97.171 |
96.036 |
|
R3 |
96.873 |
96.586 |
95.875 |
|
R2 |
96.288 |
96.288 |
95.821 |
|
R1 |
96.001 |
96.001 |
95.768 |
95.852 |
PP |
95.703 |
95.703 |
95.703 |
95.629 |
S1 |
95.416 |
95.416 |
95.660 |
95.267 |
S2 |
95.118 |
95.118 |
95.607 |
|
S3 |
94.533 |
94.831 |
95.553 |
|
S4 |
93.948 |
94.246 |
95.392 |
|
|
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 |
95.405 |
2.170 |
2.3% |
0.930 |
1.0% |
14% |
False |
True |
656 |
10 |
99.955 |
95.405 |
4.550 |
4.8% |
1.007 |
1.1% |
7% |
False |
True |
676 |
20 |
99.985 |
95.405 |
4.580 |
4.8% |
0.762 |
0.8% |
7% |
False |
True |
505 |
40 |
99.985 |
95.405 |
4.580 |
4.8% |
0.691 |
0.7% |
7% |
False |
True |
342 |
60 |
100.700 |
95.405 |
5.295 |
5.5% |
0.676 |
0.7% |
6% |
False |
True |
259 |
80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.599 |
0.6% |
6% |
False |
True |
196 |
100 |
100.700 |
94.317 |
6.383 |
6.7% |
0.532 |
0.6% |
22% |
False |
False |
158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.476 |
2.618 |
97.522 |
1.618 |
96.937 |
1.000 |
96.575 |
0.618 |
96.352 |
HIGH |
95.990 |
0.618 |
95.767 |
0.500 |
95.698 |
0.382 |
95.628 |
LOW |
95.405 |
0.618 |
95.043 |
1.000 |
94.820 |
1.618 |
94.458 |
2.618 |
93.873 |
4.250 |
92.919 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
95.709 |
96.158 |
PP |
95.703 |
96.010 |
S1 |
95.698 |
95.862 |
|