ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.610 |
94.255 |
0.645 |
0.7% |
94.200 |
High |
94.110 |
94.795 |
0.685 |
0.7% |
94.795 |
Low |
93.500 |
94.175 |
0.675 |
0.7% |
93.435 |
Close |
94.017 |
94.666 |
0.649 |
0.7% |
94.666 |
Range |
0.610 |
0.620 |
0.010 |
1.6% |
1.360 |
ATR |
0.493 |
0.513 |
0.020 |
4.1% |
0.000 |
Volume |
105 |
183 |
78 |
74.3% |
1,104 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.405 |
96.156 |
95.007 |
|
R3 |
95.785 |
95.536 |
94.837 |
|
R2 |
95.165 |
95.165 |
94.780 |
|
R1 |
94.916 |
94.916 |
94.723 |
95.041 |
PP |
94.545 |
94.545 |
94.545 |
94.608 |
S1 |
94.296 |
94.296 |
94.609 |
94.421 |
S2 |
93.925 |
93.925 |
94.552 |
|
S3 |
93.305 |
93.676 |
94.495 |
|
S4 |
92.685 |
93.056 |
94.325 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.379 |
97.882 |
95.414 |
|
R3 |
97.019 |
96.522 |
95.040 |
|
R2 |
95.659 |
95.659 |
94.915 |
|
R1 |
95.162 |
95.162 |
94.791 |
95.411 |
PP |
94.299 |
94.299 |
94.299 |
94.423 |
S1 |
93.802 |
93.802 |
94.541 |
94.051 |
S2 |
92.939 |
92.939 |
94.417 |
|
S3 |
91.579 |
92.442 |
94.292 |
|
S4 |
90.219 |
91.082 |
93.918 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.795 |
93.435 |
1.360 |
1.4% |
0.443 |
0.5% |
91% |
True |
False |
220 |
10 |
95.965 |
93.435 |
2.530 |
2.7% |
0.559 |
0.6% |
49% |
False |
False |
174 |
20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.447 |
0.5% |
49% |
False |
False |
158 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.452 |
0.5% |
66% |
False |
False |
98 |
60 |
96.400 |
92.095 |
4.305 |
4.5% |
0.447 |
0.5% |
60% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.430 |
2.618 |
96.418 |
1.618 |
95.798 |
1.000 |
95.415 |
0.618 |
95.178 |
HIGH |
94.795 |
0.618 |
94.558 |
0.500 |
94.485 |
0.382 |
94.412 |
LOW |
94.175 |
0.618 |
93.792 |
1.000 |
93.555 |
1.618 |
93.172 |
2.618 |
92.552 |
4.250 |
91.540 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.606 |
94.482 |
PP |
94.545 |
94.299 |
S1 |
94.485 |
94.115 |
|