ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.600 |
94.165 |
0.565 |
0.6% |
94.715 |
High |
94.205 |
94.165 |
-0.040 |
0.0% |
95.545 |
Low |
93.540 |
93.565 |
0.025 |
0.0% |
94.220 |
Close |
94.106 |
93.803 |
-0.303 |
-0.3% |
94.385 |
Range |
0.665 |
0.600 |
-0.065 |
-9.8% |
1.325 |
ATR |
0.601 |
0.601 |
0.000 |
0.0% |
0.000 |
Volume |
215 |
185 |
-30 |
-14.0% |
1,159 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.644 |
95.324 |
94.133 |
|
R3 |
95.044 |
94.724 |
93.968 |
|
R2 |
94.444 |
94.444 |
93.913 |
|
R1 |
94.124 |
94.124 |
93.858 |
93.984 |
PP |
93.844 |
93.844 |
93.844 |
93.775 |
S1 |
93.524 |
93.524 |
93.748 |
93.384 |
S2 |
93.244 |
93.244 |
93.693 |
|
S3 |
92.644 |
92.924 |
93.638 |
|
S4 |
92.044 |
92.324 |
93.473 |
|
|
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% |
0.696 |
0.7% |
13% |
False |
False |
275 |
10 |
95.545 |
93.500 |
2.045 |
2.2% |
0.659 |
0.7% |
15% |
False |
False |
224 |
20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.596 |
0.6% |
15% |
False |
False |
203 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.493 |
0.5% |
44% |
False |
False |
142 |
60 |
95.965 |
92.095 |
3.870 |
4.1% |
0.483 |
0.5% |
44% |
False |
False |
102 |
80 |
98.790 |
92.095 |
6.695 |
7.1% |
0.494 |
0.5% |
26% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.715 |
2.618 |
95.736 |
1.618 |
95.136 |
1.000 |
94.765 |
0.618 |
94.536 |
HIGH |
94.165 |
0.618 |
93.936 |
0.500 |
93.865 |
0.382 |
93.794 |
LOW |
93.565 |
0.618 |
93.194 |
1.000 |
92.965 |
1.618 |
92.594 |
2.618 |
91.994 |
4.250 |
91.015 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.865 |
93.873 |
PP |
93.844 |
93.849 |
S1 |
93.824 |
93.826 |
|