ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
93.945 |
93.980 |
0.035 |
0.0% |
95.600 |
| High |
94.265 |
94.075 |
-0.190 |
-0.2% |
95.905 |
| Low |
93.740 |
93.745 |
0.005 |
0.0% |
93.860 |
| Close |
93.890 |
93.832 |
-0.058 |
-0.1% |
94.028 |
| Range |
0.525 |
0.330 |
-0.195 |
-37.1% |
2.045 |
| ATR |
0.618 |
0.598 |
-0.021 |
-3.3% |
0.000 |
| Volume |
30,339 |
20,414 |
-9,925 |
-32.7% |
89,360 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.874 |
94.683 |
94.014 |
|
| R3 |
94.544 |
94.353 |
93.923 |
|
| R2 |
94.214 |
94.214 |
93.893 |
|
| R1 |
94.023 |
94.023 |
93.862 |
93.954 |
| PP |
93.884 |
93.884 |
93.884 |
93.849 |
| S1 |
93.693 |
93.693 |
93.802 |
93.624 |
| S2 |
93.554 |
93.554 |
93.772 |
|
| S3 |
93.224 |
93.363 |
93.741 |
|
| S4 |
92.894 |
93.033 |
93.651 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.733 |
99.425 |
95.153 |
|
| R3 |
98.688 |
97.380 |
94.590 |
|
| R2 |
96.643 |
96.643 |
94.403 |
|
| R1 |
95.335 |
95.335 |
94.215 |
94.967 |
| PP |
94.598 |
94.598 |
94.598 |
94.413 |
| S1 |
93.290 |
93.290 |
93.841 |
92.922 |
| S2 |
92.553 |
92.553 |
93.653 |
|
| S3 |
90.508 |
91.245 |
93.466 |
|
| S4 |
88.463 |
89.200 |
92.903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.905 |
93.740 |
2.165 |
2.3% |
0.726 |
0.8% |
4% |
False |
False |
24,478 |
| 10 |
95.905 |
93.740 |
2.165 |
2.3% |
0.606 |
0.6% |
4% |
False |
False |
20,209 |
| 20 |
95.905 |
93.650 |
2.255 |
2.4% |
0.527 |
0.6% |
8% |
False |
False |
18,544 |
| 40 |
95.905 |
91.880 |
4.025 |
4.3% |
0.605 |
0.6% |
48% |
False |
False |
20,918 |
| 60 |
97.090 |
91.880 |
5.210 |
5.6% |
0.631 |
0.7% |
37% |
False |
False |
20,904 |
| 80 |
98.700 |
91.880 |
6.820 |
7.3% |
0.658 |
0.7% |
29% |
False |
False |
17,625 |
| 100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.678 |
0.7% |
24% |
False |
False |
14,203 |
| 120 |
99.985 |
91.880 |
8.105 |
8.6% |
0.666 |
0.7% |
24% |
False |
False |
11,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.478 |
|
2.618 |
94.939 |
|
1.618 |
94.609 |
|
1.000 |
94.405 |
|
0.618 |
94.279 |
|
HIGH |
94.075 |
|
0.618 |
93.949 |
|
0.500 |
93.910 |
|
0.382 |
93.871 |
|
LOW |
93.745 |
|
0.618 |
93.541 |
|
1.000 |
93.415 |
|
1.618 |
93.211 |
|
2.618 |
92.881 |
|
4.250 |
92.343 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.910 |
94.690 |
| PP |
93.884 |
94.404 |
| S1 |
93.858 |
94.118 |
|