ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
98.430 |
98.020 |
-0.410 |
-0.4% |
98.805 |
| High |
98.430 |
98.120 |
-0.310 |
-0.3% |
98.865 |
| Low |
98.020 |
97.955 |
-0.065 |
-0.1% |
98.020 |
| Close |
98.111 |
98.040 |
-0.071 |
-0.1% |
98.111 |
| Range |
0.410 |
0.165 |
-0.245 |
-59.8% |
0.845 |
| ATR |
0.668 |
0.632 |
-0.036 |
-5.4% |
0.000 |
| Volume |
64 |
53 |
-11 |
-17.2% |
345 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.533 |
98.452 |
98.131 |
|
| R3 |
98.368 |
98.287 |
98.085 |
|
| R2 |
98.203 |
98.203 |
98.070 |
|
| R1 |
98.122 |
98.122 |
98.055 |
98.163 |
| PP |
98.038 |
98.038 |
98.038 |
98.059 |
| S1 |
97.957 |
97.957 |
98.025 |
97.998 |
| S2 |
97.873 |
97.873 |
98.010 |
|
| S3 |
97.708 |
97.792 |
97.995 |
|
| S4 |
97.543 |
97.627 |
97.949 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.867 |
100.334 |
98.576 |
|
| R3 |
100.022 |
99.489 |
98.343 |
|
| R2 |
99.177 |
99.177 |
98.266 |
|
| R1 |
98.644 |
98.644 |
98.188 |
98.488 |
| PP |
98.332 |
98.332 |
98.332 |
98.254 |
| S1 |
97.799 |
97.799 |
98.034 |
97.643 |
| S2 |
97.487 |
97.487 |
97.956 |
|
| S3 |
96.642 |
96.954 |
97.879 |
|
| S4 |
95.797 |
96.109 |
97.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.865 |
97.955 |
0.910 |
0.9% |
0.374 |
0.4% |
9% |
False |
True |
79 |
| 10 |
99.405 |
97.335 |
2.070 |
2.1% |
0.568 |
0.6% |
34% |
False |
False |
103 |
| 20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.674 |
0.7% |
21% |
False |
False |
116 |
| 40 |
100.700 |
97.205 |
3.495 |
3.6% |
0.541 |
0.6% |
24% |
False |
False |
71 |
| 60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.450 |
0.5% |
58% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.821 |
|
2.618 |
98.552 |
|
1.618 |
98.387 |
|
1.000 |
98.285 |
|
0.618 |
98.222 |
|
HIGH |
98.120 |
|
0.618 |
98.057 |
|
0.500 |
98.038 |
|
0.382 |
98.018 |
|
LOW |
97.955 |
|
0.618 |
97.853 |
|
1.000 |
97.790 |
|
1.618 |
97.688 |
|
2.618 |
97.523 |
|
4.250 |
97.254 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.039 |
98.335 |
| PP |
98.038 |
98.237 |
| S1 |
98.038 |
98.138 |
|