ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 01-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.605 |
95.810 |
0.205 |
0.2% |
95.385 |
High |
95.895 |
95.910 |
0.015 |
0.0% |
95.770 |
Low |
95.480 |
95.360 |
-0.120 |
-0.1% |
94.955 |
Close |
95.893 |
95.471 |
-0.422 |
-0.4% |
95.505 |
Range |
0.415 |
0.550 |
0.135 |
32.5% |
0.815 |
ATR |
0.505 |
0.508 |
0.003 |
0.6% |
0.000 |
Volume |
1,364 |
1,955 |
591 |
43.3% |
4,840 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.230 |
96.901 |
95.774 |
|
R3 |
96.680 |
96.351 |
95.622 |
|
R2 |
96.130 |
96.130 |
95.572 |
|
R1 |
95.801 |
95.801 |
95.521 |
95.691 |
PP |
95.580 |
95.580 |
95.580 |
95.525 |
S1 |
95.251 |
95.251 |
95.421 |
95.141 |
S2 |
95.030 |
95.030 |
95.370 |
|
S3 |
94.480 |
94.701 |
95.320 |
|
S4 |
93.930 |
94.151 |
95.169 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.855 |
97.495 |
95.953 |
|
R3 |
97.040 |
96.680 |
95.729 |
|
R2 |
96.225 |
96.225 |
95.654 |
|
R1 |
95.865 |
95.865 |
95.580 |
96.045 |
PP |
95.410 |
95.410 |
95.410 |
95.500 |
S1 |
95.050 |
95.050 |
95.430 |
95.230 |
S2 |
94.595 |
94.595 |
95.356 |
|
S3 |
93.780 |
94.235 |
95.281 |
|
S4 |
92.965 |
93.420 |
95.057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.910 |
94.955 |
0.955 |
1.0% |
0.462 |
0.5% |
54% |
True |
False |
1,360 |
10 |
95.910 |
94.620 |
1.290 |
1.4% |
0.440 |
0.5% |
66% |
True |
False |
998 |
20 |
95.910 |
92.960 |
2.950 |
3.1% |
0.460 |
0.5% |
85% |
True |
False |
736 |
40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.557 |
0.6% |
89% |
True |
False |
573 |
60 |
98.500 |
92.000 |
6.500 |
6.8% |
0.590 |
0.6% |
53% |
False |
False |
434 |
80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.532 |
0.6% |
51% |
False |
False |
335 |
100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.514 |
0.5% |
43% |
False |
False |
272 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.500 |
0.5% |
43% |
False |
False |
229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.248 |
2.618 |
97.350 |
1.618 |
96.800 |
1.000 |
96.460 |
0.618 |
96.250 |
HIGH |
95.910 |
0.618 |
95.700 |
0.500 |
95.635 |
0.382 |
95.570 |
LOW |
95.360 |
0.618 |
95.020 |
1.000 |
94.810 |
1.618 |
94.470 |
2.618 |
93.920 |
4.250 |
93.023 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.635 |
95.518 |
PP |
95.580 |
95.502 |
S1 |
95.526 |
95.487 |
|