ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.530 |
94.135 |
0.605 |
0.6% |
93.945 |
High |
94.105 |
94.725 |
0.620 |
0.7% |
94.725 |
Low |
93.435 |
94.055 |
0.620 |
0.7% |
93.410 |
Close |
93.952 |
94.561 |
0.609 |
0.6% |
94.561 |
Range |
0.670 |
0.670 |
0.000 |
0.0% |
1.315 |
ATR |
0.594 |
0.607 |
0.013 |
2.2% |
0.000 |
Volume |
22,649 |
21,514 |
-1,135 |
-5.0% |
130,717 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.457 |
96.179 |
94.930 |
|
R3 |
95.787 |
95.509 |
94.745 |
|
R2 |
95.117 |
95.117 |
94.684 |
|
R1 |
94.839 |
94.839 |
94.622 |
94.978 |
PP |
94.447 |
94.447 |
94.447 |
94.517 |
S1 |
94.169 |
94.169 |
94.500 |
94.308 |
S2 |
93.777 |
93.777 |
94.438 |
|
S3 |
93.107 |
93.499 |
94.377 |
|
S4 |
92.437 |
92.829 |
94.193 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.177 |
97.684 |
95.284 |
|
R3 |
96.862 |
96.369 |
94.923 |
|
R2 |
95.547 |
95.547 |
94.802 |
|
R1 |
95.054 |
95.054 |
94.682 |
95.301 |
PP |
94.232 |
94.232 |
94.232 |
94.355 |
S1 |
93.739 |
93.739 |
94.440 |
93.986 |
S2 |
92.917 |
92.917 |
94.320 |
|
S3 |
91.602 |
92.424 |
94.199 |
|
S4 |
90.287 |
91.109 |
93.838 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.725 |
93.410 |
1.315 |
1.4% |
0.531 |
0.6% |
88% |
True |
False |
26,143 |
10 |
95.905 |
93.410 |
2.495 |
2.6% |
0.656 |
0.7% |
46% |
False |
False |
23,851 |
20 |
95.905 |
93.410 |
2.495 |
2.6% |
0.554 |
0.6% |
46% |
False |
False |
19,990 |
40 |
95.905 |
91.880 |
4.025 |
4.3% |
0.597 |
0.6% |
67% |
False |
False |
21,086 |
60 |
96.420 |
91.880 |
4.540 |
4.8% |
0.618 |
0.7% |
59% |
False |
False |
21,261 |
80 |
98.700 |
91.880 |
6.820 |
7.2% |
0.656 |
0.7% |
39% |
False |
False |
18,612 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.683 |
0.7% |
33% |
False |
False |
14,999 |
120 |
99.985 |
91.880 |
8.105 |
8.6% |
0.668 |
0.7% |
33% |
False |
False |
12,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.573 |
2.618 |
96.479 |
1.618 |
95.809 |
1.000 |
95.395 |
0.618 |
95.139 |
HIGH |
94.725 |
0.618 |
94.469 |
0.500 |
94.390 |
0.382 |
94.311 |
LOW |
94.055 |
0.618 |
93.641 |
1.000 |
93.385 |
1.618 |
92.971 |
2.618 |
92.301 |
4.250 |
91.208 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.504 |
94.397 |
PP |
94.447 |
94.232 |
S1 |
94.390 |
94.068 |
|