ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.835 |
93.535 |
-0.300 |
-0.3% |
95.605 |
High |
93.840 |
94.150 |
0.310 |
0.3% |
95.910 |
Low |
93.385 |
93.430 |
0.045 |
0.0% |
93.830 |
Close |
93.596 |
93.987 |
0.391 |
0.4% |
93.988 |
Range |
0.455 |
0.720 |
0.265 |
58.2% |
2.080 |
ATR |
0.562 |
0.573 |
0.011 |
2.0% |
0.000 |
Volume |
27,621 |
26,199 |
-1,422 |
-5.1% |
12,960 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.016 |
95.721 |
94.383 |
|
R3 |
95.296 |
95.001 |
94.185 |
|
R2 |
94.576 |
94.576 |
94.119 |
|
R1 |
94.281 |
94.281 |
94.053 |
94.429 |
PP |
93.856 |
93.856 |
93.856 |
93.929 |
S1 |
93.561 |
93.561 |
93.921 |
93.709 |
S2 |
93.136 |
93.136 |
93.855 |
|
S3 |
92.416 |
92.841 |
93.789 |
|
S4 |
91.696 |
92.121 |
93.591 |
|
|
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% |
0.768 |
0.8% |
27% |
False |
False |
16,795 |
10 |
95.910 |
93.385 |
2.525 |
2.7% |
0.624 |
0.7% |
24% |
False |
False |
9,198 |
20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.514 |
0.5% |
24% |
False |
False |
4,890 |
40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.563 |
0.6% |
51% |
False |
False |
2,681 |
60 |
97.100 |
92.000 |
5.100 |
5.4% |
0.590 |
0.6% |
39% |
False |
False |
1,862 |
80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.560 |
0.6% |
29% |
False |
False |
1,411 |
100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.542 |
0.6% |
25% |
False |
False |
1,133 |
120 |
100.030 |
92.000 |
8.030 |
8.5% |
0.508 |
0.5% |
25% |
False |
False |
947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.210 |
2.618 |
96.035 |
1.618 |
95.315 |
1.000 |
94.870 |
0.618 |
94.595 |
HIGH |
94.150 |
0.618 |
93.875 |
0.500 |
93.790 |
0.382 |
93.705 |
LOW |
93.430 |
0.618 |
92.985 |
1.000 |
92.710 |
1.618 |
92.265 |
2.618 |
91.545 |
4.250 |
90.370 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.921 |
93.914 |
PP |
93.856 |
93.841 |
S1 |
93.790 |
93.768 |
|