ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 02-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.800 |
95.400 |
-0.400 |
-0.4% |
95.310 |
High |
95.905 |
95.580 |
-0.325 |
-0.3% |
95.770 |
Low |
95.340 |
95.150 |
-0.190 |
-0.2% |
94.925 |
Close |
95.456 |
95.566 |
0.110 |
0.1% |
95.500 |
Range |
0.565 |
0.430 |
-0.135 |
-23.9% |
0.845 |
ATR |
0.545 |
0.537 |
-0.008 |
-1.5% |
0.000 |
Volume |
19,508 |
17,539 |
-1,969 |
-10.1% |
73,738 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.722 |
96.574 |
95.803 |
|
R3 |
96.292 |
96.144 |
95.684 |
|
R2 |
95.862 |
95.862 |
95.645 |
|
R1 |
95.714 |
95.714 |
95.605 |
95.788 |
PP |
95.432 |
95.432 |
95.432 |
95.469 |
S1 |
95.284 |
95.284 |
95.527 |
95.358 |
S2 |
95.002 |
95.002 |
95.487 |
|
S3 |
94.572 |
94.854 |
95.448 |
|
S4 |
94.142 |
94.424 |
95.330 |
|
|
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% |
0.522 |
0.5% |
65% |
False |
False |
18,355 |
10 |
95.905 |
94.925 |
0.980 |
1.0% |
0.446 |
0.5% |
65% |
False |
False |
16,212 |
20 |
95.905 |
93.085 |
2.820 |
3.0% |
0.493 |
0.5% |
88% |
False |
False |
16,960 |
40 |
95.905 |
91.880 |
4.025 |
4.2% |
0.585 |
0.6% |
92% |
False |
False |
20,440 |
60 |
98.500 |
91.880 |
6.620 |
6.9% |
0.653 |
0.7% |
56% |
False |
False |
21,580 |
80 |
98.700 |
91.880 |
6.820 |
7.1% |
0.652 |
0.7% |
54% |
False |
False |
16,578 |
100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.670 |
0.7% |
45% |
False |
False |
13,361 |
120 |
99.985 |
91.880 |
8.105 |
8.5% |
0.666 |
0.7% |
45% |
False |
False |
11,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.408 |
2.618 |
96.706 |
1.618 |
96.276 |
1.000 |
96.010 |
0.618 |
95.846 |
HIGH |
95.580 |
0.618 |
95.416 |
0.500 |
95.365 |
0.382 |
95.314 |
LOW |
95.150 |
0.618 |
94.884 |
1.000 |
94.720 |
1.618 |
94.454 |
2.618 |
94.024 |
4.250 |
93.323 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.499 |
95.553 |
PP |
95.432 |
95.540 |
S1 |
95.365 |
95.528 |
|