ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 01-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.600 |
95.800 |
0.200 |
0.2% |
95.310 |
High |
95.890 |
95.905 |
0.015 |
0.0% |
95.770 |
Low |
95.455 |
95.340 |
-0.115 |
-0.1% |
94.925 |
Close |
95.878 |
95.456 |
-0.422 |
-0.4% |
95.500 |
Range |
0.435 |
0.565 |
0.130 |
29.9% |
0.845 |
ATR |
0.543 |
0.545 |
0.002 |
0.3% |
0.000 |
Volume |
17,721 |
19,508 |
1,787 |
10.1% |
73,738 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.262 |
96.924 |
95.767 |
|
R3 |
96.697 |
96.359 |
95.611 |
|
R2 |
96.132 |
96.132 |
95.560 |
|
R1 |
95.794 |
95.794 |
95.508 |
95.681 |
PP |
95.567 |
95.567 |
95.567 |
95.510 |
S1 |
95.229 |
95.229 |
95.404 |
95.116 |
S2 |
95.002 |
95.002 |
95.352 |
|
S3 |
94.437 |
94.664 |
95.301 |
|
S4 |
93.872 |
94.099 |
95.145 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.933 |
97.562 |
95.965 |
|
R3 |
97.088 |
96.717 |
95.732 |
|
R2 |
96.243 |
96.243 |
95.655 |
|
R1 |
95.872 |
95.872 |
95.577 |
96.058 |
PP |
95.398 |
95.398 |
95.398 |
95.491 |
S1 |
95.027 |
95.027 |
95.423 |
95.213 |
S2 |
94.553 |
94.553 |
95.345 |
|
S3 |
93.708 |
94.182 |
95.268 |
|
S4 |
92.863 |
93.337 |
95.035 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.905 |
94.925 |
0.980 |
1.0% |
0.505 |
0.5% |
54% |
True |
False |
17,113 |
10 |
95.905 |
94.510 |
1.395 |
1.5% |
0.475 |
0.5% |
68% |
True |
False |
16,884 |
20 |
95.905 |
92.835 |
3.070 |
3.2% |
0.498 |
0.5% |
85% |
True |
False |
17,606 |
40 |
95.905 |
91.880 |
4.025 |
4.2% |
0.595 |
0.6% |
89% |
True |
False |
20,811 |
60 |
98.500 |
91.880 |
6.620 |
6.9% |
0.652 |
0.7% |
54% |
False |
False |
21,395 |
80 |
98.700 |
91.880 |
6.820 |
7.1% |
0.660 |
0.7% |
52% |
False |
False |
16,365 |
100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.673 |
0.7% |
44% |
False |
False |
13,188 |
120 |
99.985 |
91.880 |
8.105 |
8.5% |
0.668 |
0.7% |
44% |
False |
False |
11,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.306 |
2.618 |
97.384 |
1.618 |
96.819 |
1.000 |
96.470 |
0.618 |
96.254 |
HIGH |
95.905 |
0.618 |
95.689 |
0.500 |
95.623 |
0.382 |
95.556 |
LOW |
95.340 |
0.618 |
94.991 |
1.000 |
94.775 |
1.618 |
94.426 |
2.618 |
93.861 |
4.250 |
92.939 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.623 |
95.490 |
PP |
95.567 |
95.479 |
S1 |
95.512 |
95.467 |
|