ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
94.715 |
94.475 |
-0.240 |
-0.3% |
94.200 |
High |
94.835 |
95.200 |
0.365 |
0.4% |
94.795 |
Low |
94.365 |
94.450 |
0.085 |
0.1% |
93.435 |
Close |
94.461 |
95.100 |
0.639 |
0.7% |
94.666 |
Range |
0.470 |
0.750 |
0.280 |
59.6% |
1.360 |
ATR |
0.510 |
0.527 |
0.017 |
3.4% |
0.000 |
Volume |
180 |
229 |
49 |
27.2% |
1,104 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.167 |
96.883 |
95.513 |
|
R3 |
96.417 |
96.133 |
95.306 |
|
R2 |
95.667 |
95.667 |
95.238 |
|
R1 |
95.383 |
95.383 |
95.169 |
95.525 |
PP |
94.917 |
94.917 |
94.917 |
94.988 |
S1 |
94.633 |
94.633 |
95.031 |
94.775 |
S2 |
94.167 |
94.167 |
94.963 |
|
S3 |
93.417 |
93.883 |
94.894 |
|
S4 |
92.667 |
93.133 |
94.688 |
|
|
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 |
95.200 |
93.435 |
1.765 |
1.9% |
0.565 |
0.6% |
94% |
True |
False |
182 |
10 |
95.935 |
93.435 |
2.500 |
2.6% |
0.605 |
0.6% |
67% |
False |
False |
204 |
20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.483 |
0.5% |
66% |
False |
False |
172 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.460 |
0.5% |
78% |
False |
False |
106 |
60 |
96.400 |
92.095 |
4.305 |
4.5% |
0.453 |
0.5% |
70% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.388 |
2.618 |
97.164 |
1.618 |
96.414 |
1.000 |
95.950 |
0.618 |
95.664 |
HIGH |
95.200 |
0.618 |
94.914 |
0.500 |
94.825 |
0.382 |
94.737 |
LOW |
94.450 |
0.618 |
93.987 |
1.000 |
93.700 |
1.618 |
93.237 |
2.618 |
92.487 |
4.250 |
91.263 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.008 |
94.963 |
PP |
94.917 |
94.825 |
S1 |
94.825 |
94.688 |
|