ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 02-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.850 |
95.300 |
-0.550 |
-0.6% |
95.350 |
High |
95.935 |
95.601 |
-0.334 |
-0.3% |
95.710 |
Low |
95.420 |
95.230 |
-0.190 |
-0.2% |
94.985 |
Close |
95.501 |
95.601 |
0.100 |
0.1% |
95.535 |
Range |
0.515 |
0.371 |
-0.144 |
-28.0% |
0.725 |
ATR |
0.434 |
0.429 |
-0.004 |
-1.0% |
0.000 |
Volume |
94 |
231 |
137 |
145.7% |
572 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.590 |
96.467 |
95.805 |
|
R3 |
96.219 |
96.096 |
95.703 |
|
R2 |
95.848 |
95.848 |
95.669 |
|
R1 |
95.725 |
95.725 |
95.635 |
95.787 |
PP |
95.477 |
95.477 |
95.477 |
95.508 |
S1 |
95.354 |
95.354 |
95.567 |
95.416 |
S2 |
95.106 |
95.106 |
95.533 |
|
S3 |
94.735 |
94.983 |
95.499 |
|
S4 |
94.364 |
94.612 |
95.397 |
|
|
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 |
95.140 |
0.825 |
0.9% |
0.445 |
0.5% |
56% |
False |
False |
103 |
10 |
95.965 |
94.985 |
0.980 |
1.0% |
0.365 |
0.4% |
63% |
False |
False |
104 |
20 |
95.965 |
93.700 |
2.265 |
2.4% |
0.350 |
0.4% |
84% |
False |
False |
101 |
40 |
95.965 |
92.095 |
3.870 |
4.0% |
0.419 |
0.4% |
91% |
False |
False |
69 |
60 |
98.375 |
92.095 |
6.280 |
6.6% |
0.464 |
0.5% |
56% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.178 |
2.618 |
96.572 |
1.618 |
96.201 |
1.000 |
95.972 |
0.618 |
95.830 |
HIGH |
95.601 |
0.618 |
95.459 |
0.500 |
95.416 |
0.382 |
95.372 |
LOW |
95.230 |
0.618 |
95.001 |
1.000 |
94.859 |
1.618 |
94.630 |
2.618 |
94.259 |
4.250 |
93.653 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.539 |
95.595 |
PP |
95.477 |
95.589 |
S1 |
95.416 |
95.583 |
|