ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
96.570 |
96.165 |
-0.405 |
-0.4% |
94.115 |
High |
96.620 |
96.320 |
-0.300 |
-0.3% |
96.700 |
Low |
96.015 |
95.675 |
-0.340 |
-0.4% |
93.100 |
Close |
96.401 |
95.837 |
-0.564 |
-0.6% |
95.677 |
Range |
0.605 |
0.645 |
0.040 |
6.6% |
3.600 |
ATR |
0.819 |
0.812 |
-0.007 |
-0.8% |
0.000 |
Volume |
568 |
1,255 |
687 |
121.0% |
3,362 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.879 |
97.503 |
96.192 |
|
R3 |
97.234 |
96.858 |
96.014 |
|
R2 |
96.589 |
96.589 |
95.955 |
|
R1 |
96.213 |
96.213 |
95.896 |
96.079 |
PP |
95.944 |
95.944 |
95.944 |
95.877 |
S1 |
95.568 |
95.568 |
95.778 |
95.434 |
S2 |
95.299 |
95.299 |
95.719 |
|
S3 |
94.654 |
94.923 |
95.660 |
|
S4 |
94.009 |
94.278 |
95.482 |
|
|
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% |
1.107 |
1.2% |
71% |
False |
False |
966 |
10 |
96.940 |
93.100 |
3.840 |
4.0% |
0.902 |
0.9% |
71% |
False |
False |
620 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.760 |
0.8% |
71% |
False |
False |
416 |
40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.556 |
0.6% |
71% |
False |
False |
255 |
60 |
96.940 |
92.095 |
4.845 |
5.1% |
0.534 |
0.6% |
77% |
False |
False |
181 |
80 |
98.375 |
92.095 |
6.280 |
6.6% |
0.540 |
0.6% |
60% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.061 |
2.618 |
98.009 |
1.618 |
97.364 |
1.000 |
96.965 |
0.618 |
96.719 |
HIGH |
96.320 |
0.618 |
96.074 |
0.500 |
95.998 |
0.382 |
95.921 |
LOW |
95.675 |
0.618 |
95.276 |
1.000 |
95.030 |
1.618 |
94.631 |
2.618 |
93.986 |
4.250 |
92.934 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
95.998 |
96.308 |
PP |
95.944 |
96.151 |
S1 |
95.891 |
95.994 |
|