ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
94.120 |
93.620 |
-0.500 |
-0.5% |
94.735 |
High |
94.180 |
93.675 |
-0.505 |
-0.5% |
95.535 |
Low |
93.500 |
93.025 |
-0.475 |
-0.5% |
94.165 |
Close |
93.758 |
93.527 |
-0.231 |
-0.2% |
94.340 |
Range |
0.680 |
0.650 |
-0.030 |
-4.4% |
1.370 |
ATR |
0.666 |
0.670 |
0.005 |
0.7% |
0.000 |
Volume |
15,474 |
29,250 |
13,776 |
89.0% |
137,479 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.359 |
95.093 |
93.885 |
|
R3 |
94.709 |
94.443 |
93.706 |
|
R2 |
94.059 |
94.059 |
93.646 |
|
R1 |
93.793 |
93.793 |
93.587 |
93.601 |
PP |
93.409 |
93.409 |
93.409 |
93.313 |
S1 |
93.143 |
93.143 |
93.467 |
92.951 |
S2 |
92.759 |
92.759 |
93.408 |
|
S3 |
92.109 |
92.493 |
93.348 |
|
S4 |
91.459 |
91.843 |
93.170 |
|
|
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 |
94.740 |
93.025 |
1.715 |
1.8% |
0.629 |
0.7% |
29% |
False |
True |
21,538 |
10 |
95.535 |
93.025 |
2.510 |
2.7% |
0.715 |
0.8% |
20% |
False |
True |
25,840 |
20 |
95.910 |
93.025 |
2.885 |
3.1% |
0.670 |
0.7% |
17% |
False |
True |
17,519 |
40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.595 |
0.6% |
39% |
False |
False |
9,055 |
60 |
95.910 |
92.000 |
3.910 |
4.2% |
0.597 |
0.6% |
39% |
False |
False |
6,137 |
80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.613 |
0.7% |
23% |
False |
False |
4,638 |
100 |
98.915 |
92.000 |
6.915 |
7.4% |
0.578 |
0.6% |
22% |
False |
False |
3,716 |
120 |
100.030 |
92.000 |
8.030 |
8.6% |
0.541 |
0.6% |
19% |
False |
False |
3,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.438 |
2.618 |
95.377 |
1.618 |
94.727 |
1.000 |
94.325 |
0.618 |
94.077 |
HIGH |
93.675 |
0.618 |
93.427 |
0.500 |
93.350 |
0.382 |
93.273 |
LOW |
93.025 |
0.618 |
92.623 |
1.000 |
92.375 |
1.618 |
91.973 |
2.618 |
91.323 |
4.250 |
90.263 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.468 |
93.610 |
PP |
93.409 |
93.582 |
S1 |
93.350 |
93.555 |
|