ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 27-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
93.820 |
96.165 |
2.345 |
2.5% |
94.115 |
High |
96.700 |
96.940 |
0.240 |
0.2% |
96.700 |
Low |
93.820 |
96.065 |
2.245 |
2.4% |
93.100 |
Close |
95.677 |
96.793 |
1.116 |
1.2% |
95.677 |
Range |
2.880 |
0.875 |
-2.005 |
-69.6% |
3.600 |
ATR |
0.788 |
0.822 |
0.034 |
4.3% |
0.000 |
Volume |
2,089 |
445 |
-1,644 |
-78.7% |
3,362 |
|
Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.224 |
98.884 |
97.274 |
|
R3 |
98.349 |
98.009 |
97.034 |
|
R2 |
97.474 |
97.474 |
96.953 |
|
R1 |
97.134 |
97.134 |
96.873 |
97.304 |
PP |
96.599 |
96.599 |
96.599 |
96.685 |
S1 |
96.259 |
96.259 |
96.713 |
96.429 |
S2 |
95.724 |
95.724 |
96.633 |
|
S3 |
94.849 |
95.384 |
96.552 |
|
S4 |
93.974 |
94.509 |
96.312 |
|
|
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 |
96.940 |
93.100 |
3.840 |
4.0% |
1.110 |
1.1% |
96% |
True |
False |
681 |
10 |
96.940 |
93.100 |
3.840 |
4.0% |
0.918 |
0.9% |
96% |
True |
False |
478 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.740 |
0.8% |
96% |
True |
False |
331 |
40 |
96.940 |
92.095 |
4.845 |
5.0% |
0.560 |
0.6% |
97% |
True |
False |
213 |
60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.527 |
0.5% |
97% |
True |
False |
151 |
80 |
98.375 |
92.095 |
6.280 |
6.5% |
0.533 |
0.6% |
75% |
False |
False |
118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.659 |
2.618 |
99.231 |
1.618 |
98.356 |
1.000 |
97.815 |
0.618 |
97.481 |
HIGH |
96.940 |
0.618 |
96.606 |
0.500 |
96.503 |
0.382 |
96.399 |
LOW |
96.065 |
0.618 |
95.524 |
1.000 |
95.190 |
1.618 |
94.649 |
2.618 |
93.774 |
4.250 |
92.346 |
|
|
Fisher Pivots for day following 27-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
96.696 |
96.202 |
PP |
96.599 |
95.611 |
S1 |
96.503 |
95.020 |
|