ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
94.180 |
94.735 |
0.555 |
0.6% |
93.885 |
High |
94.790 |
94.835 |
0.045 |
0.0% |
94.790 |
Low |
94.085 |
94.290 |
0.205 |
0.2% |
93.385 |
Close |
94.631 |
94.421 |
-0.210 |
-0.2% |
94.631 |
Range |
0.705 |
0.545 |
-0.160 |
-22.7% |
1.405 |
ATR |
0.590 |
0.586 |
-0.003 |
-0.5% |
0.000 |
Volume |
36,302 |
27,756 |
-8,546 |
-23.5% |
112,887 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.150 |
95.831 |
94.721 |
|
R3 |
95.605 |
95.286 |
94.571 |
|
R2 |
95.060 |
95.060 |
94.521 |
|
R1 |
94.741 |
94.741 |
94.471 |
94.628 |
PP |
94.515 |
94.515 |
94.515 |
94.459 |
S1 |
94.196 |
94.196 |
94.371 |
94.083 |
S2 |
93.970 |
93.970 |
94.321 |
|
S3 |
93.425 |
93.651 |
94.271 |
|
S4 |
92.880 |
93.106 |
94.121 |
|
|
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 |
94.835 |
93.385 |
1.450 |
1.5% |
0.548 |
0.6% |
71% |
True |
False |
25,708 |
10 |
95.910 |
93.385 |
2.525 |
2.7% |
0.645 |
0.7% |
41% |
False |
False |
15,360 |
20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.524 |
0.6% |
41% |
False |
False |
8,048 |
40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.569 |
0.6% |
62% |
False |
False |
4,267 |
60 |
96.445 |
92.000 |
4.445 |
4.7% |
0.569 |
0.6% |
54% |
False |
False |
2,925 |
80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.574 |
0.6% |
36% |
False |
False |
2,212 |
100 |
99.980 |
92.000 |
7.980 |
8.5% |
0.547 |
0.6% |
30% |
False |
False |
1,774 |
120 |
100.030 |
92.000 |
8.030 |
8.5% |
0.513 |
0.5% |
30% |
False |
False |
1,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.151 |
2.618 |
96.262 |
1.618 |
95.717 |
1.000 |
95.380 |
0.618 |
95.172 |
HIGH |
94.835 |
0.618 |
94.627 |
0.500 |
94.563 |
0.382 |
94.498 |
LOW |
94.290 |
0.618 |
93.953 |
1.000 |
93.745 |
1.618 |
93.408 |
2.618 |
92.863 |
4.250 |
91.974 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.563 |
94.325 |
PP |
94.515 |
94.229 |
S1 |
94.468 |
94.133 |
|