ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
93.870 |
93.530 |
-0.340 |
-0.4% |
95.600 |
| High |
93.870 |
94.105 |
0.235 |
0.3% |
95.905 |
| Low |
93.410 |
93.435 |
0.025 |
0.0% |
93.860 |
| Close |
93.580 |
93.952 |
0.372 |
0.4% |
94.028 |
| Range |
0.460 |
0.670 |
0.210 |
45.7% |
2.045 |
| ATR |
0.588 |
0.594 |
0.006 |
1.0% |
0.000 |
| Volume |
35,801 |
22,649 |
-13,152 |
-36.7% |
89,360 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.841 |
95.566 |
94.321 |
|
| R3 |
95.171 |
94.896 |
94.136 |
|
| R2 |
94.501 |
94.501 |
94.075 |
|
| R1 |
94.226 |
94.226 |
94.013 |
94.364 |
| PP |
93.831 |
93.831 |
93.831 |
93.899 |
| S1 |
93.556 |
93.556 |
93.891 |
93.694 |
| S2 |
93.161 |
93.161 |
93.829 |
|
| S3 |
92.491 |
92.886 |
93.768 |
|
| S4 |
91.821 |
92.216 |
93.584 |
|
|
| 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 |
95.640 |
93.410 |
2.230 |
2.4% |
0.753 |
0.8% |
24% |
False |
False |
28,759 |
| 10 |
95.905 |
93.410 |
2.495 |
2.7% |
0.638 |
0.7% |
22% |
False |
False |
23,557 |
| 20 |
95.905 |
93.410 |
2.495 |
2.7% |
0.540 |
0.6% |
22% |
False |
False |
19,853 |
| 40 |
95.905 |
91.880 |
4.025 |
4.3% |
0.593 |
0.6% |
51% |
False |
False |
21,129 |
| 60 |
97.090 |
91.880 |
5.210 |
5.5% |
0.633 |
0.7% |
40% |
False |
False |
21,418 |
| 80 |
98.700 |
91.880 |
6.820 |
7.3% |
0.653 |
0.7% |
30% |
False |
False |
18,346 |
| 100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.682 |
0.7% |
26% |
False |
False |
14,785 |
| 120 |
99.985 |
91.880 |
8.105 |
8.6% |
0.666 |
0.7% |
26% |
False |
False |
12,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.953 |
|
2.618 |
95.859 |
|
1.618 |
95.189 |
|
1.000 |
94.775 |
|
0.618 |
94.519 |
|
HIGH |
94.105 |
|
0.618 |
93.849 |
|
0.500 |
93.770 |
|
0.382 |
93.691 |
|
LOW |
93.435 |
|
0.618 |
93.021 |
|
1.000 |
92.765 |
|
1.618 |
92.351 |
|
2.618 |
91.681 |
|
4.250 |
90.588 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.891 |
93.887 |
| PP |
93.831 |
93.822 |
| S1 |
93.770 |
93.758 |
|