ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
95.715 |
95.790 |
0.075 |
0.1% |
97.150 |
| High |
95.990 |
96.360 |
0.370 |
0.4% |
97.575 |
| Low |
95.405 |
95.680 |
0.275 |
0.3% |
95.405 |
| Close |
95.714 |
96.087 |
0.373 |
0.4% |
96.087 |
| Range |
0.585 |
0.680 |
0.095 |
16.2% |
2.170 |
| ATR |
0.810 |
0.800 |
-0.009 |
-1.1% |
0.000 |
| Volume |
531 |
589 |
58 |
10.9% |
2,841 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.082 |
97.765 |
96.461 |
|
| R3 |
97.402 |
97.085 |
96.274 |
|
| R2 |
96.722 |
96.722 |
96.212 |
|
| R1 |
96.405 |
96.405 |
96.149 |
96.564 |
| PP |
96.042 |
96.042 |
96.042 |
96.122 |
| S1 |
95.725 |
95.725 |
96.025 |
95.884 |
| S2 |
95.362 |
95.362 |
95.962 |
|
| S3 |
94.682 |
95.045 |
95.900 |
|
| S4 |
94.002 |
94.365 |
95.713 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.866 |
101.646 |
97.281 |
|
| R3 |
100.696 |
99.476 |
96.684 |
|
| R2 |
98.526 |
98.526 |
96.485 |
|
| R1 |
97.306 |
97.306 |
96.286 |
96.831 |
| PP |
96.356 |
96.356 |
96.356 |
96.118 |
| S1 |
95.136 |
95.136 |
95.888 |
94.661 |
| S2 |
94.186 |
94.186 |
95.689 |
|
| S3 |
92.016 |
92.966 |
95.490 |
|
| S4 |
89.846 |
90.796 |
94.894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.575 |
95.405 |
2.170 |
2.3% |
0.837 |
0.9% |
31% |
False |
False |
568 |
| 10 |
99.800 |
95.405 |
4.395 |
4.6% |
0.951 |
1.0% |
16% |
False |
False |
624 |
| 20 |
99.985 |
95.405 |
4.580 |
4.8% |
0.758 |
0.8% |
15% |
False |
False |
513 |
| 40 |
99.985 |
95.405 |
4.580 |
4.8% |
0.684 |
0.7% |
15% |
False |
False |
352 |
| 60 |
100.700 |
95.405 |
5.295 |
5.5% |
0.680 |
0.7% |
13% |
False |
False |
268 |
| 80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.608 |
0.6% |
13% |
False |
False |
204 |
| 100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.539 |
0.6% |
28% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.250 |
|
2.618 |
98.140 |
|
1.618 |
97.460 |
|
1.000 |
97.040 |
|
0.618 |
96.780 |
|
HIGH |
96.360 |
|
0.618 |
96.100 |
|
0.500 |
96.020 |
|
0.382 |
95.940 |
|
LOW |
95.680 |
|
0.618 |
95.260 |
|
1.000 |
95.000 |
|
1.618 |
94.580 |
|
2.618 |
93.900 |
|
4.250 |
92.790 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.065 |
96.118 |
| PP |
96.042 |
96.107 |
| S1 |
96.020 |
96.097 |
|