ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.945 |
93.835 |
-0.110 |
-0.1% |
95.605 |
High |
94.050 |
93.840 |
-0.210 |
-0.2% |
95.910 |
Low |
93.735 |
93.385 |
-0.350 |
-0.4% |
93.830 |
Close |
93.797 |
93.596 |
-0.201 |
-0.2% |
93.988 |
Range |
0.315 |
0.455 |
0.140 |
44.4% |
2.080 |
ATR |
0.570 |
0.562 |
-0.008 |
-1.4% |
0.000 |
Volume |
10,665 |
27,621 |
16,956 |
159.0% |
12,960 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.972 |
94.739 |
93.846 |
|
R3 |
94.517 |
94.284 |
93.721 |
|
R2 |
94.062 |
94.062 |
93.679 |
|
R1 |
93.829 |
93.829 |
93.638 |
93.718 |
PP |
93.607 |
93.607 |
93.607 |
93.552 |
S1 |
93.374 |
93.374 |
93.554 |
93.263 |
S2 |
93.152 |
93.152 |
93.513 |
|
S3 |
92.697 |
92.919 |
93.471 |
|
S4 |
92.242 |
92.464 |
93.346 |
|
|
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 |
95.640 |
93.385 |
2.255 |
2.4% |
0.703 |
0.8% |
9% |
False |
True |
12,005 |
10 |
95.910 |
93.385 |
2.525 |
2.7% |
0.583 |
0.6% |
8% |
False |
True |
6,683 |
20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.506 |
0.5% |
8% |
False |
True |
3,596 |
40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.565 |
0.6% |
41% |
False |
False |
2,036 |
60 |
97.100 |
92.000 |
5.100 |
5.4% |
0.583 |
0.6% |
31% |
False |
False |
1,426 |
80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.555 |
0.6% |
24% |
False |
False |
1,084 |
100 |
100.030 |
92.000 |
8.030 |
8.6% |
0.538 |
0.6% |
20% |
False |
False |
871 |
120 |
100.030 |
92.000 |
8.030 |
8.6% |
0.503 |
0.5% |
20% |
False |
False |
728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.774 |
2.618 |
95.031 |
1.618 |
94.576 |
1.000 |
94.295 |
0.618 |
94.121 |
HIGH |
93.840 |
0.618 |
93.666 |
0.500 |
93.613 |
0.382 |
93.559 |
LOW |
93.385 |
0.618 |
93.104 |
1.000 |
92.930 |
1.618 |
92.649 |
2.618 |
92.194 |
4.250 |
91.451 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.613 |
93.828 |
PP |
93.607 |
93.750 |
S1 |
93.602 |
93.673 |
|