ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.545 |
93.885 |
-1.660 |
-1.7% |
95.605 |
High |
95.640 |
94.270 |
-1.370 |
-1.4% |
95.910 |
Low |
93.830 |
93.730 |
-0.100 |
-0.1% |
93.830 |
Close |
93.988 |
93.855 |
-0.133 |
-0.1% |
93.988 |
Range |
1.810 |
0.540 |
-1.270 |
-70.2% |
2.080 |
ATR |
0.593 |
0.590 |
-0.004 |
-0.6% |
0.000 |
Volume |
7,394 |
12,100 |
4,706 |
63.6% |
12,960 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.572 |
95.253 |
94.152 |
|
R3 |
95.032 |
94.713 |
94.004 |
|
R2 |
94.492 |
94.492 |
93.954 |
|
R1 |
94.173 |
94.173 |
93.905 |
94.063 |
PP |
93.952 |
93.952 |
93.952 |
93.896 |
S1 |
93.633 |
93.633 |
93.806 |
93.523 |
S2 |
93.412 |
93.412 |
93.756 |
|
S3 |
92.872 |
93.093 |
93.707 |
|
S4 |
92.332 |
92.553 |
93.558 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.816 |
99.482 |
95.132 |
|
R3 |
98.736 |
97.402 |
94.560 |
|
R2 |
96.656 |
96.656 |
94.369 |
|
R1 |
95.322 |
95.322 |
94.179 |
94.949 |
PP |
94.576 |
94.576 |
94.576 |
94.390 |
S1 |
93.242 |
93.242 |
93.797 |
92.869 |
S2 |
92.496 |
92.496 |
93.607 |
|
S3 |
90.416 |
91.162 |
93.416 |
|
S4 |
88.336 |
89.082 |
92.844 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.910 |
93.730 |
2.180 |
2.3% |
0.742 |
0.8% |
6% |
False |
True |
5,012 |
10 |
95.910 |
93.730 |
2.180 |
2.3% |
0.581 |
0.6% |
6% |
False |
True |
2,990 |
20 |
95.910 |
93.730 |
2.180 |
2.3% |
0.500 |
0.5% |
6% |
False |
True |
1,727 |
40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.578 |
0.6% |
47% |
False |
False |
1,093 |
60 |
97.100 |
92.000 |
5.100 |
5.4% |
0.584 |
0.6% |
36% |
False |
False |
790 |
80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.554 |
0.6% |
28% |
False |
False |
606 |
100 |
100.030 |
92.000 |
8.030 |
8.6% |
0.534 |
0.6% |
23% |
False |
False |
489 |
120 |
100.030 |
92.000 |
8.030 |
8.6% |
0.505 |
0.5% |
23% |
False |
False |
410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.565 |
2.618 |
95.684 |
1.618 |
95.144 |
1.000 |
94.810 |
0.618 |
94.604 |
HIGH |
94.270 |
0.618 |
94.064 |
0.500 |
94.000 |
0.382 |
93.936 |
LOW |
93.730 |
0.618 |
93.396 |
1.000 |
93.190 |
1.618 |
92.856 |
2.618 |
92.316 |
4.250 |
91.435 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.000 |
94.685 |
PP |
93.952 |
94.408 |
S1 |
93.903 |
94.132 |
|