ICE US Dollar Index Future June 2017
Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
97.005 |
96.910 |
-0.095 |
-0.1% |
96.670 |
High |
97.110 |
97.555 |
0.445 |
0.5% |
97.470 |
Low |
96.305 |
96.840 |
0.535 |
0.6% |
96.455 |
Close |
96.921 |
97.437 |
0.516 |
0.5% |
97.239 |
Range |
0.805 |
0.715 |
-0.090 |
-11.2% |
1.015 |
ATR |
0.524 |
0.538 |
0.014 |
2.6% |
0.000 |
Volume |
57,200 |
21,798 |
-35,402 |
-61.9% |
122,023 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.422 |
99.145 |
97.830 |
|
R3 |
98.707 |
98.430 |
97.634 |
|
R2 |
97.992 |
97.992 |
97.568 |
|
R1 |
97.715 |
97.715 |
97.503 |
97.854 |
PP |
97.277 |
97.277 |
97.277 |
97.347 |
S1 |
97.000 |
97.000 |
97.371 |
97.139 |
S2 |
96.562 |
96.562 |
97.306 |
|
S3 |
95.847 |
96.285 |
97.240 |
|
S4 |
95.132 |
95.570 |
97.044 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.100 |
99.684 |
97.797 |
|
R3 |
99.085 |
98.669 |
97.518 |
|
R2 |
98.070 |
98.070 |
97.425 |
|
R1 |
97.654 |
97.654 |
97.332 |
97.862 |
PP |
97.055 |
97.055 |
97.055 |
97.159 |
S1 |
96.639 |
96.639 |
97.146 |
96.847 |
S2 |
96.040 |
96.040 |
97.053 |
|
S3 |
95.025 |
95.624 |
96.960 |
|
S4 |
94.010 |
94.609 |
96.681 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.555 |
96.305 |
1.250 |
1.3% |
0.496 |
0.5% |
91% |
True |
False |
30,949 |
10 |
97.555 |
96.305 |
1.250 |
1.3% |
0.479 |
0.5% |
91% |
True |
False |
27,620 |
20 |
97.970 |
96.305 |
1.665 |
1.7% |
0.522 |
0.5% |
68% |
False |
False |
27,797 |
40 |
99.935 |
96.305 |
3.630 |
3.7% |
0.525 |
0.5% |
31% |
False |
False |
27,063 |
60 |
101.265 |
96.305 |
4.960 |
5.1% |
0.526 |
0.5% |
23% |
False |
False |
26,090 |
80 |
102.190 |
96.305 |
5.885 |
6.0% |
0.542 |
0.6% |
19% |
False |
False |
24,358 |
100 |
102.190 |
96.305 |
5.885 |
6.0% |
0.553 |
0.6% |
19% |
False |
False |
19,592 |
120 |
103.750 |
96.305 |
7.445 |
7.6% |
0.594 |
0.6% |
15% |
False |
False |
16,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.594 |
2.618 |
99.427 |
1.618 |
98.712 |
1.000 |
98.270 |
0.618 |
97.997 |
HIGH |
97.555 |
0.618 |
97.282 |
0.500 |
97.198 |
0.382 |
97.113 |
LOW |
96.840 |
0.618 |
96.398 |
1.000 |
96.125 |
1.618 |
95.683 |
2.618 |
94.968 |
4.250 |
93.801 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
97.357 |
97.268 |
PP |
97.277 |
97.099 |
S1 |
97.198 |
96.930 |
|