ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
98.020 |
98.040 |
0.020 |
0.0% |
98.805 |
| High |
98.120 |
98.510 |
0.390 |
0.4% |
98.865 |
| Low |
97.955 |
97.950 |
-0.005 |
0.0% |
98.020 |
| Close |
98.040 |
98.258 |
0.218 |
0.2% |
98.111 |
| Range |
0.165 |
0.560 |
0.395 |
239.4% |
0.845 |
| ATR |
0.632 |
0.627 |
-0.005 |
-0.8% |
0.000 |
| Volume |
53 |
167 |
114 |
215.1% |
345 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.919 |
99.649 |
98.566 |
|
| R3 |
99.359 |
99.089 |
98.412 |
|
| R2 |
98.799 |
98.799 |
98.361 |
|
| R1 |
98.529 |
98.529 |
98.309 |
98.664 |
| PP |
98.239 |
98.239 |
98.239 |
98.307 |
| S1 |
97.969 |
97.969 |
98.207 |
98.104 |
| S2 |
97.679 |
97.679 |
98.155 |
|
| S3 |
97.119 |
97.409 |
98.104 |
|
| S4 |
96.559 |
96.849 |
97.950 |
|
|
| 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 |
98.715 |
97.950 |
0.765 |
0.8% |
0.394 |
0.4% |
40% |
False |
True |
97 |
| 10 |
99.405 |
97.335 |
2.070 |
2.1% |
0.564 |
0.6% |
45% |
False |
False |
113 |
| 20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.680 |
0.7% |
27% |
False |
False |
120 |
| 40 |
100.700 |
97.320 |
3.380 |
3.4% |
0.551 |
0.6% |
28% |
False |
False |
75 |
| 60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.452 |
0.5% |
62% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.890 |
|
2.618 |
99.976 |
|
1.618 |
99.416 |
|
1.000 |
99.070 |
|
0.618 |
98.856 |
|
HIGH |
98.510 |
|
0.618 |
98.296 |
|
0.500 |
98.230 |
|
0.382 |
98.164 |
|
LOW |
97.950 |
|
0.618 |
97.604 |
|
1.000 |
97.390 |
|
1.618 |
97.044 |
|
2.618 |
96.484 |
|
4.250 |
95.570 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.249 |
98.249 |
| PP |
98.239 |
98.239 |
| S1 |
98.230 |
98.230 |
|