ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
99.080 |
99.350 |
0.270 |
0.3% |
98.405 |
| High |
99.340 |
99.480 |
0.140 |
0.1% |
99.485 |
| Low |
99.045 |
99.055 |
0.010 |
0.0% |
98.250 |
| Close |
99.115 |
99.131 |
0.016 |
0.0% |
99.115 |
| Range |
0.295 |
0.425 |
0.130 |
44.1% |
1.235 |
| ATR |
0.660 |
0.643 |
-0.017 |
-2.5% |
0.000 |
| Volume |
126 |
118 |
-8 |
-6.3% |
1,439 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.497 |
100.239 |
99.365 |
|
| R3 |
100.072 |
99.814 |
99.248 |
|
| R2 |
99.647 |
99.647 |
99.209 |
|
| R1 |
99.389 |
99.389 |
99.170 |
99.306 |
| PP |
99.222 |
99.222 |
99.222 |
99.180 |
| S1 |
98.964 |
98.964 |
99.092 |
98.881 |
| S2 |
98.797 |
98.797 |
99.053 |
|
| S3 |
98.372 |
98.539 |
99.014 |
|
| S4 |
97.947 |
98.114 |
98.897 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.655 |
102.120 |
99.794 |
|
| R3 |
101.420 |
100.885 |
99.455 |
|
| R2 |
100.185 |
100.185 |
99.341 |
|
| R1 |
99.650 |
99.650 |
99.228 |
99.918 |
| PP |
98.950 |
98.950 |
98.950 |
99.084 |
| S1 |
98.415 |
98.415 |
99.002 |
98.683 |
| S2 |
97.715 |
97.715 |
98.889 |
|
| S3 |
96.480 |
97.180 |
98.775 |
|
| S4 |
95.245 |
95.945 |
98.436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.485 |
98.545 |
0.940 |
0.9% |
0.522 |
0.5% |
62% |
False |
False |
287 |
| 10 |
99.810 |
98.250 |
1.560 |
1.6% |
0.657 |
0.7% |
56% |
False |
False |
224 |
| 20 |
99.835 |
97.950 |
1.885 |
1.9% |
0.585 |
0.6% |
63% |
False |
False |
189 |
| 40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.631 |
0.6% |
53% |
False |
False |
148 |
| 60 |
100.700 |
97.185 |
3.515 |
3.5% |
0.541 |
0.5% |
55% |
False |
False |
104 |
| 80 |
100.700 |
94.317 |
6.383 |
6.4% |
0.480 |
0.5% |
75% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.286 |
|
2.618 |
100.593 |
|
1.618 |
100.168 |
|
1.000 |
99.905 |
|
0.618 |
99.743 |
|
HIGH |
99.480 |
|
0.618 |
99.318 |
|
0.500 |
99.268 |
|
0.382 |
99.217 |
|
LOW |
99.055 |
|
0.618 |
98.792 |
|
1.000 |
98.630 |
|
1.618 |
98.367 |
|
2.618 |
97.942 |
|
4.250 |
97.249 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
99.268 |
99.092 |
| PP |
99.222 |
99.052 |
| S1 |
99.177 |
99.013 |
|