ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.900 |
93.810 |
-0.090 |
-0.1% |
95.920 |
High |
93.970 |
93.810 |
-0.160 |
-0.2% |
95.965 |
Low |
93.810 |
93.435 |
-0.375 |
-0.4% |
93.925 |
Close |
93.822 |
93.616 |
-0.206 |
-0.2% |
94.018 |
Range |
0.160 |
0.375 |
0.215 |
134.4% |
2.040 |
ATR |
0.491 |
0.484 |
-0.007 |
-1.5% |
0.000 |
Volume |
244 |
217 |
-27 |
-11.1% |
641 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.745 |
94.556 |
93.822 |
|
R3 |
94.370 |
94.181 |
93.719 |
|
R2 |
93.995 |
93.995 |
93.685 |
|
R1 |
93.806 |
93.806 |
93.650 |
93.713 |
PP |
93.620 |
93.620 |
93.620 |
93.574 |
S1 |
93.431 |
93.431 |
93.582 |
93.338 |
S2 |
93.245 |
93.245 |
93.547 |
|
S3 |
92.870 |
93.056 |
93.513 |
|
S4 |
92.495 |
92.681 |
93.410 |
|
|
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 |
95.650 |
93.435 |
2.215 |
2.4% |
0.616 |
0.7% |
8% |
False |
True |
250 |
10 |
95.965 |
93.435 |
2.530 |
2.7% |
0.533 |
0.6% |
7% |
False |
True |
183 |
20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.430 |
0.5% |
7% |
False |
True |
146 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.437 |
0.5% |
39% |
False |
False |
92 |
60 |
96.885 |
92.095 |
4.790 |
5.1% |
0.462 |
0.5% |
32% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.404 |
2.618 |
94.792 |
1.618 |
94.417 |
1.000 |
94.185 |
0.618 |
94.042 |
HIGH |
93.810 |
0.618 |
93.667 |
0.500 |
93.623 |
0.382 |
93.578 |
LOW |
93.435 |
0.618 |
93.203 |
1.000 |
93.060 |
1.618 |
92.828 |
2.618 |
92.453 |
4.250 |
91.841 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.623 |
93.880 |
PP |
93.620 |
93.792 |
S1 |
93.618 |
93.704 |
|