ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.870 |
93.530 |
-0.340 |
-0.4% |
95.600 |
High |
93.870 |
94.105 |
0.235 |
0.3% |
95.905 |
Low |
93.410 |
93.435 |
0.025 |
0.0% |
93.860 |
Close |
93.580 |
93.952 |
0.372 |
0.4% |
94.028 |
Range |
0.460 |
0.670 |
0.210 |
45.7% |
2.045 |
ATR |
0.588 |
0.594 |
0.006 |
1.0% |
0.000 |
Volume |
35,801 |
22,649 |
-13,152 |
-36.7% |
89,360 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.841 |
95.566 |
94.321 |
|
R3 |
95.171 |
94.896 |
94.136 |
|
R2 |
94.501 |
94.501 |
94.075 |
|
R1 |
94.226 |
94.226 |
94.013 |
94.364 |
PP |
93.831 |
93.831 |
93.831 |
93.899 |
S1 |
93.556 |
93.556 |
93.891 |
93.694 |
S2 |
93.161 |
93.161 |
93.829 |
|
S3 |
92.491 |
92.886 |
93.768 |
|
S4 |
91.821 |
92.216 |
93.584 |
|
|
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% |
0.753 |
0.8% |
24% |
False |
False |
28,759 |
10 |
95.905 |
93.410 |
2.495 |
2.7% |
0.638 |
0.7% |
22% |
False |
False |
23,557 |
20 |
95.905 |
93.410 |
2.495 |
2.7% |
0.540 |
0.6% |
22% |
False |
False |
19,853 |
40 |
95.905 |
91.880 |
4.025 |
4.3% |
0.593 |
0.6% |
51% |
False |
False |
21,129 |
60 |
97.090 |
91.880 |
5.210 |
5.5% |
0.633 |
0.7% |
40% |
False |
False |
21,418 |
80 |
98.700 |
91.880 |
6.820 |
7.3% |
0.653 |
0.7% |
30% |
False |
False |
18,346 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.682 |
0.7% |
26% |
False |
False |
14,785 |
120 |
99.985 |
91.880 |
8.105 |
8.6% |
0.666 |
0.7% |
26% |
False |
False |
12,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.953 |
2.618 |
95.859 |
1.618 |
95.189 |
1.000 |
94.775 |
0.618 |
94.519 |
HIGH |
94.105 |
0.618 |
93.849 |
0.500 |
93.770 |
0.382 |
93.691 |
LOW |
93.435 |
0.618 |
93.021 |
1.000 |
92.765 |
1.618 |
92.351 |
2.618 |
91.681 |
4.250 |
90.588 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.891 |
93.887 |
PP |
93.831 |
93.822 |
S1 |
93.770 |
93.758 |
|