ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 28-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
96.165 |
96.570 |
0.405 |
0.4% |
94.115 |
High |
96.940 |
96.620 |
-0.320 |
-0.3% |
96.700 |
Low |
96.065 |
96.015 |
-0.050 |
-0.1% |
93.100 |
Close |
96.793 |
96.401 |
-0.392 |
-0.4% |
95.677 |
Range |
0.875 |
0.605 |
-0.270 |
-30.9% |
3.600 |
ATR |
0.822 |
0.819 |
-0.003 |
-0.4% |
0.000 |
Volume |
445 |
568 |
123 |
27.6% |
3,362 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.160 |
97.886 |
96.734 |
|
R3 |
97.555 |
97.281 |
96.567 |
|
R2 |
96.950 |
96.950 |
96.512 |
|
R1 |
96.676 |
96.676 |
96.456 |
96.511 |
PP |
96.345 |
96.345 |
96.345 |
96.263 |
S1 |
96.071 |
96.071 |
96.346 |
95.906 |
S2 |
95.740 |
95.740 |
96.290 |
|
S3 |
95.135 |
95.466 |
96.235 |
|
S4 |
94.530 |
94.861 |
96.068 |
|
|
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% |
1.098 |
1.1% |
86% |
False |
False |
752 |
10 |
96.940 |
93.100 |
3.840 |
4.0% |
0.903 |
0.9% |
86% |
False |
False |
512 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.754 |
0.8% |
86% |
False |
False |
358 |
40 |
96.940 |
92.985 |
3.955 |
4.1% |
0.550 |
0.6% |
86% |
False |
False |
224 |
60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.531 |
0.6% |
89% |
False |
False |
161 |
80 |
98.375 |
92.095 |
6.280 |
6.5% |
0.534 |
0.6% |
69% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.191 |
2.618 |
98.204 |
1.618 |
97.599 |
1.000 |
97.225 |
0.618 |
96.994 |
HIGH |
96.620 |
0.618 |
96.389 |
0.500 |
96.318 |
0.382 |
96.246 |
LOW |
96.015 |
0.618 |
95.641 |
1.000 |
95.410 |
1.618 |
95.036 |
2.618 |
94.431 |
4.250 |
93.444 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
96.373 |
96.061 |
PP |
96.345 |
95.720 |
S1 |
96.318 |
95.380 |
|