ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.980 |
93.870 |
-0.110 |
-0.1% |
95.600 |
High |
94.075 |
93.870 |
-0.205 |
-0.2% |
95.905 |
Low |
93.745 |
93.410 |
-0.335 |
-0.4% |
93.860 |
Close |
93.832 |
93.580 |
-0.252 |
-0.3% |
94.028 |
Range |
0.330 |
0.460 |
0.130 |
39.4% |
2.045 |
ATR |
0.598 |
0.588 |
-0.010 |
-1.6% |
0.000 |
Volume |
20,414 |
35,801 |
15,387 |
75.4% |
89,360 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.000 |
94.750 |
93.833 |
|
R3 |
94.540 |
94.290 |
93.707 |
|
R2 |
94.080 |
94.080 |
93.664 |
|
R1 |
93.830 |
93.830 |
93.622 |
93.725 |
PP |
93.620 |
93.620 |
93.620 |
93.568 |
S1 |
93.370 |
93.370 |
93.538 |
93.265 |
S2 |
93.160 |
93.160 |
93.496 |
|
S3 |
92.700 |
92.910 |
93.454 |
|
S4 |
92.240 |
92.450 |
93.327 |
|
|
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 |
95.640 |
93.410 |
2.230 |
2.4% |
0.705 |
0.8% |
8% |
False |
True |
27,737 |
10 |
95.905 |
93.410 |
2.495 |
2.7% |
0.605 |
0.6% |
7% |
False |
True |
22,425 |
20 |
95.905 |
93.410 |
2.495 |
2.7% |
0.534 |
0.6% |
7% |
False |
True |
19,666 |
40 |
95.905 |
91.880 |
4.025 |
4.3% |
0.597 |
0.6% |
42% |
False |
False |
21,214 |
60 |
97.090 |
91.880 |
5.210 |
5.6% |
0.628 |
0.7% |
33% |
False |
False |
21,249 |
80 |
98.700 |
91.880 |
6.820 |
7.3% |
0.652 |
0.7% |
25% |
False |
False |
18,068 |
100 |
99.985 |
91.880 |
8.105 |
8.7% |
0.679 |
0.7% |
21% |
False |
False |
14,560 |
120 |
99.985 |
91.880 |
8.105 |
8.7% |
0.665 |
0.7% |
21% |
False |
False |
12,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.825 |
2.618 |
95.074 |
1.618 |
94.614 |
1.000 |
94.330 |
0.618 |
94.154 |
HIGH |
93.870 |
0.618 |
93.694 |
0.500 |
93.640 |
0.382 |
93.586 |
LOW |
93.410 |
0.618 |
93.126 |
1.000 |
92.950 |
1.618 |
92.666 |
2.618 |
92.206 |
4.250 |
91.455 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.640 |
93.838 |
PP |
93.620 |
93.752 |
S1 |
93.600 |
93.666 |
|