ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.630 |
93.820 |
0.190 |
0.2% |
94.115 |
High |
93.630 |
96.700 |
3.070 |
3.3% |
96.700 |
Low |
93.100 |
93.820 |
0.720 |
0.8% |
93.100 |
Close |
93.577 |
95.677 |
2.100 |
2.2% |
95.677 |
Range |
0.530 |
2.880 |
2.350 |
443.4% |
3.600 |
ATR |
0.609 |
0.788 |
0.180 |
29.5% |
0.000 |
Volume |
473 |
2,089 |
1,616 |
341.6% |
3,362 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.039 |
102.738 |
97.261 |
|
R3 |
101.159 |
99.858 |
96.469 |
|
R2 |
98.279 |
98.279 |
96.205 |
|
R1 |
96.978 |
96.978 |
95.941 |
97.629 |
PP |
95.399 |
95.399 |
95.399 |
95.724 |
S1 |
94.098 |
94.098 |
95.413 |
94.749 |
S2 |
92.519 |
92.519 |
95.149 |
|
S3 |
89.639 |
91.218 |
94.885 |
|
S4 |
86.759 |
88.338 |
94.093 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.959 |
104.418 |
97.657 |
|
R3 |
102.359 |
100.818 |
96.667 |
|
R2 |
98.759 |
98.759 |
96.337 |
|
R1 |
97.218 |
97.218 |
96.007 |
97.989 |
PP |
95.159 |
95.159 |
95.159 |
95.544 |
S1 |
93.618 |
93.618 |
95.347 |
94.389 |
S2 |
91.559 |
91.559 |
95.017 |
|
S3 |
87.959 |
90.018 |
94.687 |
|
S4 |
84.359 |
86.418 |
93.697 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.700 |
93.100 |
3.600 |
3.8% |
1.038 |
1.1% |
72% |
True |
False |
672 |
10 |
96.700 |
93.100 |
3.600 |
3.8% |
0.877 |
0.9% |
72% |
True |
False |
452 |
20 |
96.700 |
93.100 |
3.600 |
3.8% |
0.718 |
0.8% |
72% |
True |
False |
313 |
40 |
96.700 |
92.095 |
4.605 |
4.8% |
0.545 |
0.6% |
78% |
True |
False |
202 |
60 |
96.700 |
92.095 |
4.605 |
4.8% |
0.518 |
0.5% |
78% |
True |
False |
144 |
80 |
98.375 |
92.095 |
6.280 |
6.6% |
0.529 |
0.6% |
57% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.940 |
2.618 |
104.240 |
1.618 |
101.360 |
1.000 |
99.580 |
0.618 |
98.480 |
HIGH |
96.700 |
0.618 |
95.600 |
0.500 |
95.260 |
0.382 |
94.920 |
LOW |
93.820 |
0.618 |
92.040 |
1.000 |
90.940 |
1.618 |
89.160 |
2.618 |
86.280 |
4.250 |
81.580 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.538 |
95.418 |
PP |
95.399 |
95.159 |
S1 |
95.260 |
94.900 |
|