ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 02-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.810 |
95.400 |
-0.410 |
-0.4% |
95.385 |
High |
95.910 |
95.575 |
-0.335 |
-0.3% |
95.770 |
Low |
95.360 |
95.180 |
-0.180 |
-0.2% |
94.955 |
Close |
95.471 |
95.571 |
0.100 |
0.1% |
95.505 |
Range |
0.550 |
0.395 |
-0.155 |
-28.2% |
0.815 |
ATR |
0.508 |
0.500 |
-0.008 |
-1.6% |
0.000 |
Volume |
1,955 |
2,247 |
292 |
14.9% |
4,840 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.627 |
96.494 |
95.788 |
|
R3 |
96.232 |
96.099 |
95.680 |
|
R2 |
95.837 |
95.837 |
95.643 |
|
R1 |
95.704 |
95.704 |
95.607 |
95.771 |
PP |
95.442 |
95.442 |
95.442 |
95.475 |
S1 |
95.309 |
95.309 |
95.535 |
95.376 |
S2 |
95.047 |
95.047 |
95.499 |
|
S3 |
94.652 |
94.914 |
95.462 |
|
S4 |
94.257 |
94.519 |
95.354 |
|
|
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% |
0.480 |
0.5% |
65% |
False |
False |
1,600 |
10 |
95.910 |
94.955 |
0.955 |
1.0% |
0.412 |
0.4% |
65% |
False |
False |
1,133 |
20 |
95.910 |
93.200 |
2.710 |
2.8% |
0.455 |
0.5% |
87% |
False |
False |
816 |
40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.548 |
0.6% |
91% |
False |
False |
621 |
60 |
98.500 |
92.000 |
6.500 |
6.8% |
0.593 |
0.6% |
55% |
False |
False |
469 |
80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.529 |
0.6% |
53% |
False |
False |
362 |
100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.516 |
0.5% |
44% |
False |
False |
294 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.499 |
0.5% |
44% |
False |
False |
247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.254 |
2.618 |
96.609 |
1.618 |
96.214 |
1.000 |
95.970 |
0.618 |
95.819 |
HIGH |
95.575 |
0.618 |
95.424 |
0.500 |
95.378 |
0.382 |
95.331 |
LOW |
95.180 |
0.618 |
94.936 |
1.000 |
94.785 |
1.618 |
94.541 |
2.618 |
94.146 |
4.250 |
93.501 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.507 |
95.562 |
PP |
95.442 |
95.554 |
S1 |
95.378 |
95.545 |
|