ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
99.280 |
99.160 |
-0.120 |
-0.1% |
99.080 |
| High |
99.285 |
99.235 |
-0.050 |
-0.1% |
99.985 |
| Low |
98.865 |
98.555 |
-0.310 |
-0.3% |
98.800 |
| Close |
99.049 |
98.644 |
-0.405 |
-0.4% |
99.746 |
| Range |
0.420 |
0.680 |
0.260 |
61.9% |
1.185 |
| ATR |
0.595 |
0.601 |
0.006 |
1.0% |
0.000 |
| Volume |
365 |
370 |
5 |
1.4% |
1,670 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.851 |
100.428 |
99.018 |
|
| R3 |
100.171 |
99.748 |
98.831 |
|
| R2 |
99.491 |
99.491 |
98.769 |
|
| R1 |
99.068 |
99.068 |
98.706 |
98.940 |
| PP |
98.811 |
98.811 |
98.811 |
98.747 |
| S1 |
98.388 |
98.388 |
98.582 |
98.260 |
| S2 |
98.131 |
98.131 |
98.519 |
|
| S3 |
97.451 |
97.708 |
98.457 |
|
| S4 |
96.771 |
97.028 |
98.270 |
|
|
| 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 |
99.750 |
98.555 |
1.195 |
1.2% |
0.452 |
0.5% |
7% |
False |
True |
381 |
| 10 |
99.985 |
98.545 |
1.440 |
1.5% |
0.517 |
0.5% |
7% |
False |
False |
334 |
| 20 |
99.985 |
98.240 |
1.745 |
1.8% |
0.637 |
0.6% |
23% |
False |
False |
288 |
| 40 |
100.700 |
97.335 |
3.365 |
3.4% |
0.657 |
0.7% |
39% |
False |
False |
207 |
| 60 |
100.700 |
97.335 |
3.365 |
3.4% |
0.576 |
0.6% |
39% |
False |
False |
148 |
| 80 |
100.700 |
94.317 |
6.383 |
6.5% |
0.501 |
0.5% |
68% |
False |
False |
113 |
| 100 |
100.700 |
94.317 |
6.383 |
6.5% |
0.464 |
0.5% |
68% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.125 |
|
2.618 |
101.015 |
|
1.618 |
100.335 |
|
1.000 |
99.915 |
|
0.618 |
99.655 |
|
HIGH |
99.235 |
|
0.618 |
98.975 |
|
0.500 |
98.895 |
|
0.382 |
98.815 |
|
LOW |
98.555 |
|
0.618 |
98.135 |
|
1.000 |
97.875 |
|
1.618 |
97.455 |
|
2.618 |
96.775 |
|
4.250 |
95.665 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
98.895 |
99.065 |
| PP |
98.811 |
98.925 |
| S1 |
98.728 |
98.784 |
|