ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
99.390 |
99.390 |
0.000 |
0.0% |
99.080 |
| High |
99.985 |
99.750 |
-0.235 |
-0.2% |
99.985 |
| Low |
99.090 |
99.315 |
0.225 |
0.2% |
98.800 |
| Close |
99.223 |
99.746 |
0.523 |
0.5% |
99.746 |
| Range |
0.895 |
0.435 |
-0.460 |
-51.4% |
1.185 |
| ATR |
0.655 |
0.646 |
-0.009 |
-1.4% |
0.000 |
| Volume |
662 |
648 |
-14 |
-2.1% |
1,670 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.909 |
100.762 |
99.985 |
|
| R3 |
100.474 |
100.327 |
99.866 |
|
| R2 |
100.039 |
100.039 |
99.826 |
|
| R1 |
99.892 |
99.892 |
99.786 |
99.966 |
| PP |
99.604 |
99.604 |
99.604 |
99.640 |
| S1 |
99.457 |
99.457 |
99.706 |
99.531 |
| S2 |
99.169 |
99.169 |
99.666 |
|
| S3 |
98.734 |
99.022 |
99.626 |
|
| S4 |
98.299 |
98.587 |
99.507 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.065 |
102.591 |
100.398 |
|
| R3 |
101.880 |
101.406 |
100.072 |
|
| R2 |
100.695 |
100.695 |
99.963 |
|
| R1 |
100.221 |
100.221 |
99.855 |
100.458 |
| PP |
99.510 |
99.510 |
99.510 |
99.629 |
| S1 |
99.036 |
99.036 |
99.637 |
99.273 |
| S2 |
98.325 |
98.325 |
99.529 |
|
| S3 |
97.140 |
97.851 |
99.420 |
|
| S4 |
95.955 |
96.666 |
99.094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.985 |
98.800 |
1.185 |
1.2% |
0.520 |
0.5% |
80% |
False |
False |
334 |
| 10 |
99.985 |
98.250 |
1.735 |
1.7% |
0.594 |
0.6% |
86% |
False |
False |
310 |
| 20 |
99.985 |
97.950 |
2.035 |
2.0% |
0.614 |
0.6% |
88% |
False |
False |
246 |
| 40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.645 |
0.6% |
72% |
False |
False |
181 |
| 60 |
100.700 |
97.185 |
3.515 |
3.5% |
0.572 |
0.6% |
73% |
False |
False |
128 |
| 80 |
100.700 |
94.317 |
6.383 |
6.4% |
0.499 |
0.5% |
85% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.599 |
|
2.618 |
100.889 |
|
1.618 |
100.454 |
|
1.000 |
100.185 |
|
0.618 |
100.019 |
|
HIGH |
99.750 |
|
0.618 |
99.584 |
|
0.500 |
99.533 |
|
0.382 |
99.481 |
|
LOW |
99.315 |
|
0.618 |
99.046 |
|
1.000 |
98.880 |
|
1.618 |
98.611 |
|
2.618 |
98.176 |
|
4.250 |
97.466 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
99.675 |
99.628 |
| PP |
99.604 |
99.510 |
| S1 |
99.533 |
99.393 |
|