ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
99.465 |
98.500 |
-0.965 |
-1.0% |
98.920 |
| High |
99.480 |
99.365 |
-0.115 |
-0.1% |
99.835 |
| Low |
98.360 |
98.500 |
0.140 |
0.1% |
98.240 |
| Close |
98.365 |
98.689 |
0.324 |
0.3% |
98.689 |
| Range |
1.120 |
0.865 |
-0.255 |
-22.8% |
1.595 |
| ATR |
0.673 |
0.697 |
0.023 |
3.5% |
0.000 |
| Volume |
239 |
188 |
-51 |
-21.3% |
1,045 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.446 |
100.933 |
99.165 |
|
| R3 |
100.581 |
100.068 |
98.927 |
|
| R2 |
99.716 |
99.716 |
98.848 |
|
| R1 |
99.203 |
99.203 |
98.768 |
99.460 |
| PP |
98.851 |
98.851 |
98.851 |
98.980 |
| S1 |
98.338 |
98.338 |
98.610 |
98.595 |
| S2 |
97.986 |
97.986 |
98.530 |
|
| S3 |
97.121 |
97.473 |
98.451 |
|
| S4 |
96.256 |
96.608 |
98.213 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.706 |
102.793 |
99.566 |
|
| R3 |
102.111 |
101.198 |
99.128 |
|
| R2 |
100.516 |
100.516 |
98.981 |
|
| R1 |
99.603 |
99.603 |
98.835 |
99.262 |
| PP |
98.921 |
98.921 |
98.921 |
98.751 |
| S1 |
98.008 |
98.008 |
98.543 |
97.667 |
| S2 |
97.326 |
97.326 |
98.397 |
|
| S3 |
95.731 |
96.413 |
98.250 |
|
| S4 |
94.136 |
94.818 |
97.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.835 |
98.240 |
1.595 |
1.6% |
0.898 |
0.9% |
28% |
False |
False |
209 |
| 10 |
99.835 |
97.950 |
1.885 |
1.9% |
0.635 |
0.6% |
39% |
False |
False |
181 |
| 20 |
99.835 |
97.335 |
2.500 |
2.5% |
0.631 |
0.6% |
54% |
False |
False |
158 |
| 40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.604 |
0.6% |
40% |
False |
False |
112 |
| 60 |
100.700 |
94.500 |
6.200 |
6.3% |
0.514 |
0.5% |
68% |
False |
False |
77 |
| 80 |
100.700 |
94.317 |
6.383 |
6.5% |
0.469 |
0.5% |
68% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.041 |
|
2.618 |
101.630 |
|
1.618 |
100.765 |
|
1.000 |
100.230 |
|
0.618 |
99.900 |
|
HIGH |
99.365 |
|
0.618 |
99.035 |
|
0.500 |
98.933 |
|
0.382 |
98.830 |
|
LOW |
98.500 |
|
0.618 |
97.965 |
|
1.000 |
97.635 |
|
1.618 |
97.100 |
|
2.618 |
96.235 |
|
4.250 |
94.824 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
98.933 |
99.085 |
| PP |
98.851 |
98.953 |
| S1 |
98.770 |
98.821 |
|