ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
94.165 |
93.630 |
-0.535 |
-0.6% |
94.715 |
High |
94.165 |
93.630 |
-0.535 |
-0.6% |
95.545 |
Low |
93.565 |
93.100 |
-0.465 |
-0.5% |
94.220 |
Close |
93.803 |
93.577 |
-0.226 |
-0.2% |
94.385 |
Range |
0.600 |
0.530 |
-0.070 |
-11.7% |
1.325 |
ATR |
0.601 |
0.609 |
0.007 |
1.2% |
0.000 |
Volume |
185 |
473 |
288 |
155.7% |
1,159 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.026 |
94.831 |
93.869 |
|
R3 |
94.496 |
94.301 |
93.723 |
|
R2 |
93.966 |
93.966 |
93.674 |
|
R1 |
93.771 |
93.771 |
93.626 |
93.604 |
PP |
93.436 |
93.436 |
93.436 |
93.352 |
S1 |
93.241 |
93.241 |
93.528 |
93.074 |
S2 |
92.906 |
92.906 |
93.480 |
|
S3 |
92.376 |
92.711 |
93.431 |
|
S4 |
91.846 |
92.181 |
93.286 |
|
|
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 |
94.695 |
93.100 |
1.595 |
1.7% |
0.557 |
0.6% |
30% |
False |
True |
312 |
10 |
95.545 |
93.100 |
2.445 |
2.6% |
0.651 |
0.7% |
20% |
False |
True |
261 |
20 |
95.965 |
93.100 |
2.865 |
3.1% |
0.603 |
0.6% |
17% |
False |
True |
213 |
40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.491 |
0.5% |
38% |
False |
False |
152 |
60 |
95.965 |
92.095 |
3.870 |
4.1% |
0.482 |
0.5% |
38% |
False |
False |
110 |
80 |
98.375 |
92.095 |
6.280 |
6.7% |
0.497 |
0.5% |
24% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.883 |
2.618 |
95.018 |
1.618 |
94.488 |
1.000 |
94.160 |
0.618 |
93.958 |
HIGH |
93.630 |
0.618 |
93.428 |
0.500 |
93.365 |
0.382 |
93.302 |
LOW |
93.100 |
0.618 |
92.772 |
1.000 |
92.570 |
1.618 |
92.242 |
2.618 |
91.712 |
4.250 |
90.848 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
93.506 |
93.653 |
PP |
93.436 |
93.627 |
S1 |
93.365 |
93.602 |
|