ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.565 |
93.945 |
-1.620 |
-1.7% |
95.600 |
High |
95.640 |
94.265 |
-1.375 |
-1.4% |
95.905 |
Low |
93.860 |
93.740 |
-0.120 |
-0.1% |
93.860 |
Close |
94.028 |
93.890 |
-0.138 |
-0.1% |
94.028 |
Range |
1.780 |
0.525 |
-1.255 |
-70.5% |
2.045 |
ATR |
0.626 |
0.618 |
-0.007 |
-1.1% |
0.000 |
Volume |
34,592 |
30,339 |
-4,253 |
-12.3% |
89,360 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.540 |
95.240 |
94.179 |
|
R3 |
95.015 |
94.715 |
94.034 |
|
R2 |
94.490 |
94.490 |
93.986 |
|
R1 |
94.190 |
94.190 |
93.938 |
94.078 |
PP |
93.965 |
93.965 |
93.965 |
93.909 |
S1 |
93.665 |
93.665 |
93.842 |
93.553 |
S2 |
93.440 |
93.440 |
93.794 |
|
S3 |
92.915 |
93.140 |
93.746 |
|
S4 |
92.390 |
92.615 |
93.601 |
|
|
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 |
93.740 |
2.165 |
2.3% |
0.747 |
0.8% |
7% |
False |
True |
23,939 |
10 |
95.905 |
93.740 |
2.165 |
2.3% |
0.609 |
0.6% |
7% |
False |
True |
19,343 |
20 |
95.905 |
93.650 |
2.255 |
2.4% |
0.531 |
0.6% |
11% |
False |
False |
18,224 |
40 |
95.905 |
91.880 |
4.025 |
4.3% |
0.612 |
0.7% |
50% |
False |
False |
20,926 |
60 |
97.090 |
91.880 |
5.210 |
5.5% |
0.638 |
0.7% |
39% |
False |
False |
21,144 |
80 |
98.700 |
91.880 |
6.820 |
7.3% |
0.662 |
0.7% |
29% |
False |
False |
17,377 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.682 |
0.7% |
25% |
False |
False |
14,003 |
120 |
99.985 |
91.880 |
8.105 |
8.6% |
0.672 |
0.7% |
25% |
False |
False |
11,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.496 |
2.618 |
95.639 |
1.618 |
95.114 |
1.000 |
94.790 |
0.618 |
94.589 |
HIGH |
94.265 |
0.618 |
94.064 |
0.500 |
94.003 |
0.382 |
93.941 |
LOW |
93.740 |
0.618 |
93.416 |
1.000 |
93.215 |
1.618 |
92.891 |
2.618 |
92.366 |
4.250 |
91.509 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.003 |
94.690 |
PP |
93.965 |
94.423 |
S1 |
93.928 |
94.157 |
|