ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.125 |
94.515 |
-0.610 |
-0.6% |
94.200 |
High |
95.130 |
95.545 |
0.415 |
0.4% |
94.795 |
Low |
94.470 |
94.320 |
-0.150 |
-0.2% |
93.435 |
Close |
94.735 |
94.751 |
0.016 |
0.0% |
94.666 |
Range |
0.660 |
1.225 |
0.565 |
85.6% |
1.360 |
ATR |
0.537 |
0.586 |
0.049 |
9.2% |
0.000 |
Volume |
174 |
286 |
112 |
64.4% |
1,104 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.547 |
97.874 |
95.425 |
|
R3 |
97.322 |
96.649 |
95.088 |
|
R2 |
96.097 |
96.097 |
94.976 |
|
R1 |
95.424 |
95.424 |
94.863 |
95.761 |
PP |
94.872 |
94.872 |
94.872 |
95.040 |
S1 |
94.199 |
94.199 |
94.639 |
94.536 |
S2 |
93.647 |
93.647 |
94.526 |
|
S3 |
92.422 |
92.974 |
94.414 |
|
S4 |
91.197 |
91.749 |
94.077 |
|
|
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 |
95.545 |
94.175 |
1.370 |
1.4% |
0.745 |
0.8% |
42% |
True |
False |
210 |
10 |
95.650 |
93.435 |
2.215 |
2.3% |
0.705 |
0.7% |
59% |
False |
False |
217 |
20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.535 |
0.6% |
52% |
False |
False |
161 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.478 |
0.5% |
69% |
False |
False |
116 |
60 |
96.400 |
92.095 |
4.305 |
4.5% |
0.475 |
0.5% |
62% |
False |
False |
87 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.751 |
2.618 |
98.752 |
1.618 |
97.527 |
1.000 |
96.770 |
0.618 |
96.302 |
HIGH |
95.545 |
0.618 |
95.077 |
0.500 |
94.933 |
0.382 |
94.788 |
LOW |
94.320 |
0.618 |
93.563 |
1.000 |
93.095 |
1.618 |
92.338 |
2.618 |
91.113 |
4.250 |
89.114 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.933 |
94.933 |
PP |
94.872 |
94.872 |
S1 |
94.812 |
94.812 |
|