ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
96.165 |
95.840 |
-0.325 |
-0.3% |
94.115 |
High |
96.320 |
96.490 |
0.170 |
0.2% |
96.700 |
Low |
95.675 |
95.530 |
-0.145 |
-0.2% |
93.100 |
Close |
95.837 |
96.228 |
0.391 |
0.4% |
95.677 |
Range |
0.645 |
0.960 |
0.315 |
48.8% |
3.600 |
ATR |
0.812 |
0.823 |
0.011 |
1.3% |
0.000 |
Volume |
1,255 |
531 |
-724 |
-57.7% |
3,362 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.963 |
98.555 |
96.756 |
|
R3 |
98.003 |
97.595 |
96.492 |
|
R2 |
97.043 |
97.043 |
96.404 |
|
R1 |
96.635 |
96.635 |
96.316 |
96.839 |
PP |
96.083 |
96.083 |
96.083 |
96.185 |
S1 |
95.675 |
95.675 |
96.140 |
95.879 |
S2 |
95.123 |
95.123 |
96.052 |
|
S3 |
94.163 |
94.715 |
95.964 |
|
S4 |
93.203 |
93.755 |
95.700 |
|
|
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 |
93.820 |
3.120 |
3.2% |
1.193 |
1.2% |
77% |
False |
False |
977 |
10 |
96.940 |
93.100 |
3.840 |
4.0% |
0.875 |
0.9% |
81% |
False |
False |
645 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.790 |
0.8% |
81% |
False |
False |
431 |
40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.570 |
0.6% |
81% |
False |
False |
266 |
60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.542 |
0.6% |
85% |
False |
False |
190 |
80 |
98.375 |
92.095 |
6.280 |
6.5% |
0.545 |
0.6% |
66% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.570 |
2.618 |
99.003 |
1.618 |
98.043 |
1.000 |
97.450 |
0.618 |
97.083 |
HIGH |
96.490 |
0.618 |
96.123 |
0.500 |
96.010 |
0.382 |
95.897 |
LOW |
95.530 |
0.618 |
94.937 |
1.000 |
94.570 |
1.618 |
93.977 |
2.618 |
93.017 |
4.250 |
91.450 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
96.155 |
96.177 |
PP |
96.083 |
96.126 |
S1 |
96.010 |
96.075 |
|