ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
94.115 |
93.600 |
-0.515 |
-0.5% |
94.715 |
High |
94.115 |
94.205 |
0.090 |
0.1% |
95.545 |
Low |
93.600 |
93.540 |
-0.060 |
-0.1% |
94.220 |
Close |
93.739 |
94.106 |
0.367 |
0.4% |
94.385 |
Range |
0.515 |
0.665 |
0.150 |
29.1% |
1.325 |
ATR |
0.596 |
0.601 |
0.005 |
0.8% |
0.000 |
Volume |
400 |
215 |
-185 |
-46.3% |
1,159 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.945 |
95.691 |
94.472 |
|
R3 |
95.280 |
95.026 |
94.289 |
|
R2 |
94.615 |
94.615 |
94.228 |
|
R1 |
94.361 |
94.361 |
94.167 |
94.488 |
PP |
93.950 |
93.950 |
93.950 |
94.014 |
S1 |
93.696 |
93.696 |
94.045 |
93.823 |
S2 |
93.285 |
93.285 |
93.984 |
|
S3 |
92.620 |
93.031 |
93.923 |
|
S4 |
91.955 |
92.366 |
93.740 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.692 |
97.863 |
95.114 |
|
R3 |
97.367 |
96.538 |
94.749 |
|
R2 |
96.042 |
96.042 |
94.628 |
|
R1 |
95.213 |
95.213 |
94.506 |
94.965 |
PP |
94.717 |
94.717 |
94.717 |
94.593 |
S1 |
93.888 |
93.888 |
94.264 |
93.640 |
S2 |
93.392 |
93.392 |
94.142 |
|
S3 |
92.067 |
92.563 |
94.021 |
|
S4 |
90.742 |
91.238 |
93.656 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.545 |
93.540 |
2.005 |
2.1% |
0.708 |
0.8% |
28% |
False |
True |
273 |
10 |
95.545 |
93.435 |
2.110 |
2.2% |
0.637 |
0.7% |
32% |
False |
False |
227 |
20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.578 |
0.6% |
27% |
False |
False |
196 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.484 |
0.5% |
52% |
False |
False |
138 |
60 |
95.965 |
92.095 |
3.870 |
4.1% |
0.480 |
0.5% |
52% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.031 |
2.618 |
95.946 |
1.618 |
95.281 |
1.000 |
94.870 |
0.618 |
94.616 |
HIGH |
94.205 |
0.618 |
93.951 |
0.500 |
93.873 |
0.382 |
93.794 |
LOW |
93.540 |
0.618 |
93.129 |
1.000 |
92.875 |
1.618 |
92.464 |
2.618 |
91.799 |
4.250 |
90.714 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.028 |
94.118 |
PP |
93.950 |
94.114 |
S1 |
93.873 |
94.110 |
|