ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
94.655 |
94.490 |
-0.165 |
-0.2% |
94.735 |
| High |
95.535 |
94.740 |
-0.795 |
-0.8% |
95.535 |
| Low |
94.260 |
94.165 |
-0.095 |
-0.1% |
94.165 |
| Close |
94.706 |
94.340 |
-0.366 |
-0.4% |
94.340 |
| Range |
1.275 |
0.575 |
-0.700 |
-54.9% |
1.370 |
| ATR |
0.655 |
0.649 |
-0.006 |
-0.9% |
0.000 |
| Volume |
40,521 |
23,065 |
-17,456 |
-43.1% |
137,479 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.140 |
95.815 |
94.656 |
|
| R3 |
95.565 |
95.240 |
94.498 |
|
| R2 |
94.990 |
94.990 |
94.445 |
|
| R1 |
94.665 |
94.665 |
94.393 |
94.540 |
| PP |
94.415 |
94.415 |
94.415 |
94.353 |
| S1 |
94.090 |
94.090 |
94.287 |
93.965 |
| S2 |
93.840 |
93.840 |
94.235 |
|
| S3 |
93.265 |
93.515 |
94.182 |
|
| S4 |
92.690 |
92.940 |
94.024 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.790 |
97.935 |
95.094 |
|
| R3 |
97.420 |
96.565 |
94.717 |
|
| R2 |
96.050 |
96.050 |
94.591 |
|
| R1 |
95.195 |
95.195 |
94.466 |
94.938 |
| PP |
94.680 |
94.680 |
94.680 |
94.551 |
| S1 |
93.825 |
93.825 |
94.214 |
93.568 |
| S2 |
93.310 |
93.310 |
94.089 |
|
| S3 |
91.940 |
92.455 |
93.963 |
|
| S4 |
90.570 |
91.085 |
93.587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.535 |
94.165 |
1.370 |
1.5% |
0.775 |
0.8% |
13% |
False |
True |
27,495 |
| 10 |
95.535 |
93.385 |
2.150 |
2.3% |
0.661 |
0.7% |
44% |
False |
False |
25,036 |
| 20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.608 |
0.6% |
38% |
False |
False |
13,419 |
| 40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.591 |
0.6% |
60% |
False |
False |
6,979 |
| 60 |
96.445 |
92.000 |
4.445 |
4.7% |
0.595 |
0.6% |
53% |
False |
False |
4,743 |
| 80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.603 |
0.6% |
35% |
False |
False |
3,582 |
| 100 |
99.980 |
92.000 |
7.980 |
8.5% |
0.568 |
0.6% |
29% |
False |
False |
2,871 |
| 120 |
100.030 |
92.000 |
8.030 |
8.5% |
0.537 |
0.6% |
29% |
False |
False |
2,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.184 |
|
2.618 |
96.245 |
|
1.618 |
95.670 |
|
1.000 |
95.315 |
|
0.618 |
95.095 |
|
HIGH |
94.740 |
|
0.618 |
94.520 |
|
0.500 |
94.453 |
|
0.382 |
94.385 |
|
LOW |
94.165 |
|
0.618 |
93.810 |
|
1.000 |
93.590 |
|
1.618 |
93.235 |
|
2.618 |
92.660 |
|
4.250 |
91.721 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.453 |
94.850 |
| PP |
94.415 |
94.680 |
| S1 |
94.378 |
94.510 |
|