ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
97.740 |
98.300 |
0.560 |
0.6% |
98.580 |
| High |
98.390 |
98.800 |
0.410 |
0.4% |
99.065 |
| Low |
97.335 |
97.865 |
0.530 |
0.5% |
97.450 |
| Close |
98.386 |
97.979 |
-0.407 |
-0.4% |
97.701 |
| Range |
1.055 |
0.935 |
-0.120 |
-11.4% |
1.615 |
| ATR |
0.689 |
0.707 |
0.018 |
2.5% |
0.000 |
| Volume |
116 |
179 |
63 |
54.3% |
621 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.020 |
100.434 |
98.493 |
|
| R3 |
100.085 |
99.499 |
98.236 |
|
| R2 |
99.150 |
99.150 |
98.150 |
|
| R1 |
98.564 |
98.564 |
98.065 |
98.390 |
| PP |
98.215 |
98.215 |
98.215 |
98.127 |
| S1 |
97.629 |
97.629 |
97.893 |
97.455 |
| S2 |
97.280 |
97.280 |
97.808 |
|
| S3 |
96.345 |
96.694 |
97.722 |
|
| S4 |
95.410 |
95.759 |
97.465 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.917 |
101.924 |
98.589 |
|
| R3 |
101.302 |
100.309 |
98.145 |
|
| R2 |
99.687 |
99.687 |
97.997 |
|
| R1 |
98.694 |
98.694 |
97.849 |
98.383 |
| PP |
98.072 |
98.072 |
98.072 |
97.917 |
| S1 |
97.079 |
97.079 |
97.553 |
96.768 |
| S2 |
96.457 |
96.457 |
97.405 |
|
| S3 |
94.842 |
95.464 |
97.257 |
|
| S4 |
93.227 |
93.849 |
96.813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.800 |
97.335 |
1.465 |
1.5% |
0.751 |
0.8% |
44% |
True |
False |
158 |
| 10 |
100.700 |
97.335 |
3.365 |
3.4% |
0.912 |
0.9% |
19% |
False |
False |
146 |
| 20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.670 |
0.7% |
19% |
False |
False |
101 |
| 40 |
100.700 |
95.985 |
4.715 |
4.8% |
0.531 |
0.5% |
42% |
False |
False |
55 |
| 60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.442 |
0.5% |
57% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.774 |
|
2.618 |
101.248 |
|
1.618 |
100.313 |
|
1.000 |
99.735 |
|
0.618 |
99.378 |
|
HIGH |
98.800 |
|
0.618 |
98.443 |
|
0.500 |
98.333 |
|
0.382 |
98.222 |
|
LOW |
97.865 |
|
0.618 |
97.287 |
|
1.000 |
96.930 |
|
1.618 |
96.352 |
|
2.618 |
95.417 |
|
4.250 |
93.891 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.333 |
98.068 |
| PP |
98.215 |
98.038 |
| S1 |
98.097 |
98.009 |
|