ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
99.125 |
99.325 |
0.200 |
0.2% |
98.920 |
| High |
99.420 |
99.485 |
0.065 |
0.1% |
99.835 |
| Low |
98.755 |
98.990 |
0.235 |
0.2% |
98.240 |
| Close |
99.122 |
99.068 |
-0.054 |
-0.1% |
98.689 |
| Range |
0.665 |
0.495 |
-0.170 |
-25.6% |
1.595 |
| ATR |
0.700 |
0.686 |
-0.015 |
-2.1% |
0.000 |
| Volume |
167 |
208 |
41 |
24.6% |
1,045 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.666 |
100.362 |
99.340 |
|
| R3 |
100.171 |
99.867 |
99.204 |
|
| R2 |
99.676 |
99.676 |
99.159 |
|
| R1 |
99.372 |
99.372 |
99.113 |
99.277 |
| PP |
99.181 |
99.181 |
99.181 |
99.133 |
| S1 |
98.877 |
98.877 |
99.023 |
98.782 |
| S2 |
98.686 |
98.686 |
98.977 |
|
| S3 |
98.191 |
98.382 |
98.932 |
|
| S4 |
97.696 |
97.887 |
98.796 |
|
|
| 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 |
99.485 |
98.250 |
1.235 |
1.2% |
0.786 |
0.8% |
66% |
True |
False |
176 |
| 10 |
99.835 |
98.240 |
1.595 |
1.6% |
0.716 |
0.7% |
52% |
False |
False |
198 |
| 20 |
99.835 |
97.335 |
2.500 |
2.5% |
0.640 |
0.6% |
69% |
False |
False |
156 |
| 40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.622 |
0.6% |
52% |
False |
False |
122 |
| 60 |
100.700 |
95.050 |
5.650 |
5.7% |
0.538 |
0.5% |
71% |
False |
False |
84 |
| 80 |
100.700 |
94.317 |
6.383 |
6.4% |
0.468 |
0.5% |
74% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.589 |
|
2.618 |
100.781 |
|
1.618 |
100.286 |
|
1.000 |
99.980 |
|
0.618 |
99.791 |
|
HIGH |
99.485 |
|
0.618 |
99.296 |
|
0.500 |
99.238 |
|
0.382 |
99.179 |
|
LOW |
98.990 |
|
0.618 |
98.684 |
|
1.000 |
98.495 |
|
1.618 |
98.189 |
|
2.618 |
97.694 |
|
4.250 |
96.886 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
99.238 |
99.001 |
| PP |
99.181 |
98.934 |
| S1 |
99.125 |
98.868 |
|