ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.535 |
94.180 |
0.645 |
0.7% |
93.885 |
High |
94.150 |
94.790 |
0.640 |
0.7% |
94.790 |
Low |
93.430 |
94.085 |
0.655 |
0.7% |
93.385 |
Close |
93.987 |
94.631 |
0.644 |
0.7% |
94.631 |
Range |
0.720 |
0.705 |
-0.015 |
-2.1% |
1.405 |
ATR |
0.573 |
0.590 |
0.016 |
2.9% |
0.000 |
Volume |
26,199 |
36,302 |
10,103 |
38.6% |
112,887 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.617 |
96.329 |
95.019 |
|
R3 |
95.912 |
95.624 |
94.825 |
|
R2 |
95.207 |
95.207 |
94.760 |
|
R1 |
94.919 |
94.919 |
94.696 |
95.063 |
PP |
94.502 |
94.502 |
94.502 |
94.574 |
S1 |
94.214 |
94.214 |
94.566 |
94.358 |
S2 |
93.797 |
93.797 |
94.502 |
|
S3 |
93.092 |
93.509 |
94.437 |
|
S4 |
92.387 |
92.804 |
94.243 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.484 |
97.962 |
95.404 |
|
R3 |
97.079 |
96.557 |
95.017 |
|
R2 |
95.674 |
95.674 |
94.889 |
|
R1 |
95.152 |
95.152 |
94.760 |
95.413 |
PP |
94.269 |
94.269 |
94.269 |
94.399 |
S1 |
93.747 |
93.747 |
94.502 |
94.008 |
S2 |
92.864 |
92.864 |
94.373 |
|
S3 |
91.459 |
92.342 |
94.245 |
|
S4 |
90.054 |
90.937 |
93.858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.790 |
93.385 |
1.405 |
1.5% |
0.547 |
0.6% |
89% |
True |
False |
22,577 |
10 |
95.910 |
93.385 |
2.525 |
2.7% |
0.655 |
0.7% |
49% |
False |
False |
12,720 |
20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.533 |
0.6% |
49% |
False |
False |
6,686 |
40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.569 |
0.6% |
67% |
False |
False |
3,578 |
60 |
96.445 |
92.000 |
4.445 |
4.7% |
0.579 |
0.6% |
59% |
False |
False |
2,466 |
80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.567 |
0.6% |
39% |
False |
False |
1,865 |
100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.549 |
0.6% |
33% |
False |
False |
1,496 |
120 |
100.030 |
92.000 |
8.030 |
8.5% |
0.510 |
0.5% |
33% |
False |
False |
1,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.786 |
2.618 |
96.636 |
1.618 |
95.931 |
1.000 |
95.495 |
0.618 |
95.226 |
HIGH |
94.790 |
0.618 |
94.521 |
0.500 |
94.438 |
0.382 |
94.354 |
LOW |
94.085 |
0.618 |
93.649 |
1.000 |
93.380 |
1.618 |
92.944 |
2.618 |
92.239 |
4.250 |
91.089 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.567 |
94.450 |
PP |
94.502 |
94.269 |
S1 |
94.438 |
94.088 |
|