ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
94.060 |
93.620 |
-0.440 |
-0.5% |
94.735 |
High |
94.060 |
94.195 |
0.135 |
0.1% |
95.535 |
Low |
93.545 |
93.470 |
-0.075 |
-0.1% |
94.165 |
Close |
93.684 |
94.061 |
0.377 |
0.4% |
94.340 |
Range |
0.515 |
0.725 |
0.210 |
40.8% |
1.370 |
ATR |
0.660 |
0.664 |
0.005 |
0.7% |
0.000 |
Volume |
20,688 |
19,213 |
-1,475 |
-7.1% |
137,479 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.084 |
95.797 |
94.460 |
|
R3 |
95.359 |
95.072 |
94.260 |
|
R2 |
94.634 |
94.634 |
94.194 |
|
R1 |
94.347 |
94.347 |
94.127 |
94.491 |
PP |
93.909 |
93.909 |
93.909 |
93.980 |
S1 |
93.622 |
93.622 |
93.995 |
93.766 |
S2 |
93.184 |
93.184 |
93.928 |
|
S3 |
92.459 |
92.897 |
93.862 |
|
S4 |
91.734 |
92.172 |
93.662 |
|
|
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 |
93.470 |
2.065 |
2.2% |
0.765 |
0.8% |
29% |
False |
True |
25,420 |
10 |
95.535 |
93.385 |
2.150 |
2.3% |
0.700 |
0.7% |
31% |
False |
False |
26,750 |
20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.639 |
0.7% |
27% |
False |
False |
15,382 |
40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.595 |
0.6% |
53% |
False |
False |
7,963 |
60 |
96.200 |
92.000 |
4.200 |
4.5% |
0.603 |
0.6% |
49% |
False |
False |
5,400 |
80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.604 |
0.6% |
31% |
False |
False |
4,080 |
100 |
99.170 |
92.000 |
7.170 |
7.6% |
0.566 |
0.6% |
29% |
False |
False |
3,269 |
120 |
100.030 |
92.000 |
8.030 |
8.5% |
0.541 |
0.6% |
26% |
False |
False |
2,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.276 |
2.618 |
96.093 |
1.618 |
95.368 |
1.000 |
94.920 |
0.618 |
94.643 |
HIGH |
94.195 |
0.618 |
93.918 |
0.500 |
93.833 |
0.382 |
93.747 |
LOW |
93.470 |
0.618 |
93.022 |
1.000 |
92.745 |
1.618 |
92.297 |
2.618 |
91.572 |
4.250 |
90.389 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.985 |
94.105 |
PP |
93.909 |
94.090 |
S1 |
93.833 |
94.076 |
|