ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
96.140 |
95.700 |
-0.440 |
-0.5% |
94.060 |
High |
96.270 |
96.480 |
0.210 |
0.2% |
96.700 |
Low |
95.625 |
95.520 |
-0.105 |
-0.1% |
93.025 |
Close |
95.807 |
96.203 |
0.396 |
0.4% |
95.574 |
Range |
0.645 |
0.960 |
0.315 |
48.8% |
3.675 |
ATR |
0.862 |
0.869 |
0.007 |
0.8% |
0.000 |
Volume |
20,235 |
40,027 |
19,792 |
97.8% |
150,675 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.948 |
98.535 |
96.731 |
|
R3 |
97.988 |
97.575 |
96.467 |
|
R2 |
97.028 |
97.028 |
96.379 |
|
R1 |
96.615 |
96.615 |
96.291 |
96.822 |
PP |
96.068 |
96.068 |
96.068 |
96.171 |
S1 |
95.655 |
95.655 |
96.115 |
95.862 |
S2 |
95.108 |
95.108 |
96.027 |
|
S3 |
94.148 |
94.695 |
95.939 |
|
S4 |
93.188 |
93.735 |
95.675 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.125 |
104.524 |
97.595 |
|
R3 |
102.450 |
100.849 |
96.585 |
|
R2 |
98.775 |
98.775 |
96.248 |
|
R1 |
97.174 |
97.174 |
95.911 |
97.975 |
PP |
95.100 |
95.100 |
95.100 |
95.500 |
S1 |
93.499 |
93.499 |
95.237 |
94.300 |
S2 |
91.425 |
91.425 |
94.900 |
|
S3 |
87.750 |
89.824 |
94.563 |
|
S4 |
84.075 |
86.149 |
93.553 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.865 |
93.730 |
3.135 |
3.3% |
1.231 |
1.3% |
79% |
False |
False |
35,116 |
10 |
96.865 |
93.025 |
3.840 |
4.0% |
0.930 |
1.0% |
83% |
False |
False |
28,327 |
20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.857 |
0.9% |
83% |
False |
False |
25,898 |
40 |
96.865 |
93.025 |
3.840 |
4.0% |
0.656 |
0.7% |
83% |
False |
False |
13,357 |
60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.651 |
0.7% |
86% |
False |
False |
9,047 |
80 |
98.500 |
92.000 |
6.500 |
6.8% |
0.659 |
0.7% |
65% |
False |
False |
6,826 |
100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.594 |
0.6% |
62% |
False |
False |
5,470 |
120 |
100.030 |
92.000 |
8.030 |
8.3% |
0.573 |
0.6% |
52% |
False |
False |
4,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.560 |
2.618 |
98.993 |
1.618 |
98.033 |
1.000 |
97.440 |
0.618 |
97.073 |
HIGH |
96.480 |
0.618 |
96.113 |
0.500 |
96.000 |
0.382 |
95.887 |
LOW |
95.520 |
0.618 |
94.927 |
1.000 |
94.560 |
1.618 |
93.967 |
2.618 |
93.007 |
4.250 |
91.440 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
96.135 |
96.150 |
PP |
96.068 |
96.098 |
S1 |
96.000 |
96.045 |
|