ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.400 |
95.565 |
0.165 |
0.2% |
95.600 |
High |
95.580 |
95.640 |
0.060 |
0.1% |
95.905 |
Low |
95.150 |
93.860 |
-1.290 |
-1.4% |
93.860 |
Close |
95.566 |
94.028 |
-1.538 |
-1.6% |
94.028 |
Range |
0.430 |
1.780 |
1.350 |
314.0% |
2.045 |
ATR |
0.537 |
0.626 |
0.089 |
16.5% |
0.000 |
Volume |
17,539 |
34,592 |
17,053 |
97.2% |
89,360 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.849 |
98.719 |
95.007 |
|
R3 |
98.069 |
96.939 |
94.518 |
|
R2 |
96.289 |
96.289 |
94.354 |
|
R1 |
95.159 |
95.159 |
94.191 |
94.834 |
PP |
94.509 |
94.509 |
94.509 |
94.347 |
S1 |
93.379 |
93.379 |
93.865 |
93.054 |
S2 |
92.729 |
92.729 |
93.702 |
|
S3 |
90.949 |
91.599 |
93.539 |
|
S4 |
89.169 |
89.819 |
93.049 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.733 |
99.425 |
95.153 |
|
R3 |
98.688 |
97.380 |
94.590 |
|
R2 |
96.643 |
96.643 |
94.403 |
|
R1 |
95.335 |
95.335 |
94.215 |
94.967 |
PP |
94.598 |
94.598 |
94.598 |
94.413 |
S1 |
93.290 |
93.290 |
93.841 |
92.922 |
S2 |
92.553 |
92.553 |
93.653 |
|
S3 |
90.508 |
91.245 |
93.466 |
|
S4 |
88.463 |
89.200 |
92.903 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.905 |
93.860 |
2.045 |
2.2% |
0.781 |
0.8% |
8% |
False |
True |
21,558 |
10 |
95.905 |
93.860 |
2.045 |
2.2% |
0.585 |
0.6% |
8% |
False |
True |
17,402 |
20 |
95.905 |
93.085 |
2.820 |
3.0% |
0.548 |
0.6% |
33% |
False |
False |
17,779 |
40 |
95.905 |
91.880 |
4.025 |
4.3% |
0.614 |
0.7% |
53% |
False |
False |
20,649 |
60 |
98.500 |
91.880 |
6.620 |
7.0% |
0.672 |
0.7% |
32% |
False |
False |
21,825 |
80 |
98.700 |
91.880 |
6.820 |
7.3% |
0.663 |
0.7% |
31% |
False |
False |
17,005 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.683 |
0.7% |
27% |
False |
False |
13,705 |
120 |
99.985 |
91.880 |
8.105 |
8.6% |
0.676 |
0.7% |
27% |
False |
False |
11,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.205 |
2.618 |
100.300 |
1.618 |
98.520 |
1.000 |
97.420 |
0.618 |
96.740 |
HIGH |
95.640 |
0.618 |
94.960 |
0.500 |
94.750 |
0.382 |
94.540 |
LOW |
93.860 |
0.618 |
92.760 |
1.000 |
92.080 |
1.618 |
90.980 |
2.618 |
89.200 |
4.250 |
86.295 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.750 |
94.883 |
PP |
94.509 |
94.598 |
S1 |
94.269 |
94.313 |
|