ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
98.410 |
98.425 |
0.015 |
0.0% |
98.805 |
| High |
98.550 |
98.885 |
0.335 |
0.3% |
98.865 |
| Low |
98.305 |
98.405 |
0.100 |
0.1% |
98.020 |
| Close |
98.449 |
98.840 |
0.391 |
0.4% |
98.111 |
| Range |
0.245 |
0.480 |
0.235 |
95.9% |
0.845 |
| ATR |
0.603 |
0.594 |
-0.009 |
-1.5% |
0.000 |
| Volume |
129 |
359 |
230 |
178.3% |
345 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.150 |
99.975 |
99.104 |
|
| R3 |
99.670 |
99.495 |
98.972 |
|
| R2 |
99.190 |
99.190 |
98.928 |
|
| R1 |
99.015 |
99.015 |
98.884 |
99.103 |
| PP |
98.710 |
98.710 |
98.710 |
98.754 |
| S1 |
98.535 |
98.535 |
98.796 |
98.623 |
| S2 |
98.230 |
98.230 |
98.752 |
|
| S3 |
97.750 |
98.055 |
98.708 |
|
| S4 |
97.270 |
97.575 |
98.576 |
|
|
| 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 |
98.885 |
97.950 |
0.935 |
0.9% |
0.372 |
0.4% |
95% |
True |
False |
154 |
| 10 |
99.405 |
97.950 |
1.455 |
1.5% |
0.437 |
0.4% |
61% |
False |
False |
132 |
| 20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.674 |
0.7% |
45% |
False |
False |
139 |
| 40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.552 |
0.6% |
45% |
False |
False |
87 |
| 60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.463 |
0.5% |
71% |
False |
False |
60 |
| 80 |
100.700 |
94.317 |
6.383 |
6.5% |
0.427 |
0.4% |
71% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.925 |
|
2.618 |
100.142 |
|
1.618 |
99.662 |
|
1.000 |
99.365 |
|
0.618 |
99.182 |
|
HIGH |
98.885 |
|
0.618 |
98.702 |
|
0.500 |
98.645 |
|
0.382 |
98.588 |
|
LOW |
98.405 |
|
0.618 |
98.108 |
|
1.000 |
97.925 |
|
1.618 |
97.628 |
|
2.618 |
97.148 |
|
4.250 |
96.365 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.775 |
98.699 |
| PP |
98.710 |
98.558 |
| S1 |
98.645 |
98.418 |
|