ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
99.415 |
99.280 |
-0.135 |
-0.1% |
99.080 |
| High |
99.575 |
99.285 |
-0.290 |
-0.3% |
99.985 |
| Low |
99.180 |
98.865 |
-0.315 |
-0.3% |
98.800 |
| Close |
99.230 |
99.049 |
-0.181 |
-0.2% |
99.746 |
| Range |
0.395 |
0.420 |
0.025 |
6.3% |
1.185 |
| ATR |
0.608 |
0.595 |
-0.013 |
-2.2% |
0.000 |
| Volume |
224 |
365 |
141 |
62.9% |
1,670 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.326 |
100.108 |
99.280 |
|
| R3 |
99.906 |
99.688 |
99.164 |
|
| R2 |
99.486 |
99.486 |
99.126 |
|
| R1 |
99.268 |
99.268 |
99.087 |
99.167 |
| PP |
99.066 |
99.066 |
99.066 |
99.016 |
| S1 |
98.848 |
98.848 |
99.011 |
98.747 |
| S2 |
98.646 |
98.646 |
98.972 |
|
| S3 |
98.226 |
98.428 |
98.934 |
|
| S4 |
97.806 |
98.008 |
98.818 |
|
|
| 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 |
98.865 |
1.120 |
1.1% |
0.495 |
0.5% |
16% |
False |
True |
439 |
| 10 |
99.985 |
98.545 |
1.440 |
1.5% |
0.514 |
0.5% |
35% |
False |
False |
354 |
| 20 |
99.985 |
98.240 |
1.745 |
1.8% |
0.615 |
0.6% |
46% |
False |
False |
276 |
| 40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.648 |
0.7% |
51% |
False |
False |
198 |
| 60 |
100.700 |
97.320 |
3.380 |
3.4% |
0.572 |
0.6% |
51% |
False |
False |
142 |
| 80 |
100.700 |
94.317 |
6.383 |
6.4% |
0.493 |
0.5% |
74% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.070 |
|
2.618 |
100.385 |
|
1.618 |
99.965 |
|
1.000 |
99.705 |
|
0.618 |
99.545 |
|
HIGH |
99.285 |
|
0.618 |
99.125 |
|
0.500 |
99.075 |
|
0.382 |
99.025 |
|
LOW |
98.865 |
|
0.618 |
98.605 |
|
1.000 |
98.445 |
|
1.618 |
98.185 |
|
2.618 |
97.765 |
|
4.250 |
97.080 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
99.075 |
99.295 |
| PP |
99.066 |
99.213 |
| S1 |
99.058 |
99.131 |
|