ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.300 |
95.515 |
0.215 |
0.2% |
95.920 |
High |
95.601 |
95.650 |
0.049 |
0.1% |
95.965 |
Low |
95.230 |
93.925 |
-1.305 |
-1.4% |
93.925 |
Close |
95.601 |
94.018 |
-1.583 |
-1.7% |
94.018 |
Range |
0.371 |
1.725 |
1.354 |
364.9% |
2.040 |
ATR |
0.429 |
0.522 |
0.093 |
21.6% |
0.000 |
Volume |
231 |
206 |
-25 |
-10.8% |
641 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.706 |
98.587 |
94.967 |
|
R3 |
97.981 |
96.862 |
94.492 |
|
R2 |
96.256 |
96.256 |
94.334 |
|
R1 |
95.137 |
95.137 |
94.176 |
94.834 |
PP |
94.531 |
94.531 |
94.531 |
94.380 |
S1 |
93.412 |
93.412 |
93.860 |
93.109 |
S2 |
92.806 |
92.806 |
93.702 |
|
S3 |
91.081 |
91.687 |
93.544 |
|
S4 |
89.356 |
89.962 |
93.069 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.756 |
99.427 |
95.140 |
|
R3 |
98.716 |
97.387 |
94.579 |
|
R2 |
96.676 |
96.676 |
94.392 |
|
R1 |
95.347 |
95.347 |
94.205 |
94.992 |
PP |
94.636 |
94.636 |
94.636 |
94.458 |
S1 |
93.307 |
93.307 |
93.831 |
92.952 |
S2 |
92.596 |
92.596 |
93.644 |
|
S3 |
90.556 |
91.267 |
93.457 |
|
S4 |
88.516 |
89.227 |
92.896 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.965 |
93.925 |
2.040 |
2.2% |
0.676 |
0.7% |
5% |
False |
True |
128 |
10 |
95.965 |
93.925 |
2.040 |
2.2% |
0.512 |
0.5% |
5% |
False |
True |
121 |
20 |
95.965 |
93.890 |
2.075 |
2.2% |
0.419 |
0.4% |
6% |
False |
False |
108 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.450 |
0.5% |
50% |
False |
False |
74 |
60 |
96.885 |
92.095 |
4.790 |
5.1% |
0.457 |
0.5% |
40% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.981 |
2.618 |
100.166 |
1.618 |
98.441 |
1.000 |
97.375 |
0.618 |
96.716 |
HIGH |
95.650 |
0.618 |
94.991 |
0.500 |
94.788 |
0.382 |
94.584 |
LOW |
93.925 |
0.618 |
92.859 |
1.000 |
92.200 |
1.618 |
91.134 |
2.618 |
89.409 |
4.250 |
86.594 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.788 |
94.930 |
PP |
94.531 |
94.626 |
S1 |
94.275 |
94.322 |
|