ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 20-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
94.490 |
94.060 |
-0.430 |
-0.5% |
94.735 |
High |
94.740 |
94.060 |
-0.680 |
-0.7% |
95.535 |
Low |
94.165 |
93.545 |
-0.620 |
-0.7% |
94.165 |
Close |
94.340 |
93.684 |
-0.656 |
-0.7% |
94.340 |
Range |
0.575 |
0.515 |
-0.060 |
-10.4% |
1.370 |
ATR |
0.649 |
0.660 |
0.010 |
1.6% |
0.000 |
Volume |
23,065 |
20,688 |
-2,377 |
-10.3% |
137,479 |
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.308 |
95.011 |
93.967 |
|
R3 |
94.793 |
94.496 |
93.826 |
|
R2 |
94.278 |
94.278 |
93.778 |
|
R1 |
93.981 |
93.981 |
93.731 |
93.872 |
PP |
93.763 |
93.763 |
93.763 |
93.709 |
S1 |
93.466 |
93.466 |
93.637 |
93.357 |
S2 |
93.248 |
93.248 |
93.590 |
|
S3 |
92.733 |
92.951 |
93.542 |
|
S4 |
92.218 |
92.436 |
93.401 |
|
|
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 |
93.545 |
1.990 |
2.1% |
0.769 |
0.8% |
7% |
False |
True |
26,082 |
10 |
95.535 |
93.385 |
2.150 |
2.3% |
0.659 |
0.7% |
14% |
False |
False |
25,895 |
20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.620 |
0.7% |
12% |
False |
False |
14,442 |
40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.588 |
0.6% |
43% |
False |
False |
7,491 |
60 |
96.445 |
92.000 |
4.445 |
4.7% |
0.599 |
0.6% |
38% |
False |
False |
5,084 |
80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.605 |
0.6% |
25% |
False |
False |
3,840 |
100 |
99.980 |
92.000 |
7.980 |
8.5% |
0.570 |
0.6% |
21% |
False |
False |
3,077 |
120 |
100.030 |
92.000 |
8.030 |
8.6% |
0.539 |
0.6% |
21% |
False |
False |
2,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.249 |
2.618 |
95.408 |
1.618 |
94.893 |
1.000 |
94.575 |
0.618 |
94.378 |
HIGH |
94.060 |
0.618 |
93.863 |
0.500 |
93.803 |
0.382 |
93.742 |
LOW |
93.545 |
0.618 |
93.227 |
1.000 |
93.030 |
1.618 |
92.712 |
2.618 |
92.197 |
4.250 |
91.356 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.803 |
94.540 |
PP |
93.763 |
94.255 |
S1 |
93.724 |
93.969 |
|