ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
99.725 |
99.415 |
-0.310 |
-0.3% |
99.080 |
| High |
99.725 |
99.575 |
-0.150 |
-0.2% |
99.985 |
| Low |
99.395 |
99.180 |
-0.215 |
-0.2% |
98.800 |
| Close |
99.506 |
99.230 |
-0.276 |
-0.3% |
99.746 |
| Range |
0.330 |
0.395 |
0.065 |
19.7% |
1.185 |
| ATR |
0.624 |
0.608 |
-0.016 |
-2.6% |
0.000 |
| Volume |
299 |
224 |
-75 |
-25.1% |
1,670 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.513 |
100.267 |
99.447 |
|
| R3 |
100.118 |
99.872 |
99.339 |
|
| R2 |
99.723 |
99.723 |
99.302 |
|
| R1 |
99.477 |
99.477 |
99.266 |
99.403 |
| PP |
99.328 |
99.328 |
99.328 |
99.291 |
| S1 |
99.082 |
99.082 |
99.194 |
99.008 |
| S2 |
98.933 |
98.933 |
99.158 |
|
| S3 |
98.538 |
98.687 |
99.121 |
|
| S4 |
98.143 |
98.292 |
99.013 |
|
|
| 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% |
0.521 |
0.5% |
36% |
False |
False |
389 |
| 10 |
99.985 |
98.545 |
1.440 |
1.5% |
0.521 |
0.5% |
48% |
False |
False |
338 |
| 20 |
99.985 |
97.950 |
2.035 |
2.1% |
0.622 |
0.6% |
63% |
False |
False |
266 |
| 40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.648 |
0.7% |
56% |
False |
False |
191 |
| 60 |
100.700 |
97.205 |
3.495 |
3.5% |
0.568 |
0.6% |
58% |
False |
False |
136 |
| 80 |
100.700 |
94.317 |
6.383 |
6.4% |
0.493 |
0.5% |
77% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.254 |
|
2.618 |
100.609 |
|
1.618 |
100.214 |
|
1.000 |
99.970 |
|
0.618 |
99.819 |
|
HIGH |
99.575 |
|
0.618 |
99.424 |
|
0.500 |
99.378 |
|
0.382 |
99.331 |
|
LOW |
99.180 |
|
0.618 |
98.936 |
|
1.000 |
98.785 |
|
1.618 |
98.541 |
|
2.618 |
98.146 |
|
4.250 |
97.501 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
99.378 |
99.465 |
| PP |
99.328 |
99.387 |
| S1 |
99.279 |
99.308 |
|