ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 01-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.600 |
95.850 |
0.250 |
0.3% |
95.350 |
High |
95.928 |
95.935 |
0.007 |
0.0% |
95.710 |
Low |
95.590 |
95.420 |
-0.170 |
-0.2% |
94.985 |
Close |
95.928 |
95.501 |
-0.427 |
-0.4% |
95.535 |
Range |
0.338 |
0.515 |
0.177 |
52.4% |
0.725 |
ATR |
0.428 |
0.434 |
0.006 |
1.5% |
0.000 |
Volume |
35 |
94 |
59 |
168.6% |
572 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.164 |
96.847 |
95.784 |
|
R3 |
96.649 |
96.332 |
95.643 |
|
R2 |
96.134 |
96.134 |
95.595 |
|
R1 |
95.817 |
95.817 |
95.548 |
95.718 |
PP |
95.619 |
95.619 |
95.619 |
95.569 |
S1 |
95.302 |
95.302 |
95.454 |
95.203 |
S2 |
95.104 |
95.104 |
95.407 |
|
S3 |
94.589 |
94.787 |
95.359 |
|
S4 |
94.074 |
94.272 |
95.218 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.585 |
97.285 |
95.934 |
|
R3 |
96.860 |
96.560 |
95.734 |
|
R2 |
96.135 |
96.135 |
95.668 |
|
R1 |
95.835 |
95.835 |
95.601 |
95.985 |
PP |
95.410 |
95.410 |
95.410 |
95.485 |
S1 |
95.110 |
95.110 |
95.469 |
95.260 |
S2 |
94.685 |
94.685 |
95.402 |
|
S3 |
93.960 |
94.385 |
95.336 |
|
S4 |
93.235 |
93.660 |
95.136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.965 |
94.985 |
0.980 |
1.0% |
0.450 |
0.5% |
53% |
False |
False |
115 |
10 |
95.965 |
94.985 |
0.980 |
1.0% |
0.360 |
0.4% |
53% |
False |
False |
138 |
20 |
95.965 |
93.540 |
2.425 |
2.5% |
0.352 |
0.4% |
81% |
False |
False |
95 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.420 |
0.4% |
88% |
False |
False |
64 |
60 |
98.375 |
92.095 |
6.280 |
6.6% |
0.466 |
0.5% |
54% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.124 |
2.618 |
97.283 |
1.618 |
96.768 |
1.000 |
96.450 |
0.618 |
96.253 |
HIGH |
95.935 |
0.618 |
95.738 |
0.500 |
95.678 |
0.382 |
95.617 |
LOW |
95.420 |
0.618 |
95.102 |
1.000 |
94.905 |
1.618 |
94.587 |
2.618 |
94.072 |
4.250 |
93.231 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.678 |
95.693 |
PP |
95.619 |
95.629 |
S1 |
95.560 |
95.565 |
|