ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	93.530	94.135	0.605	0.6%	93.945
High	94.105	94.725	0.620	0.7%	94.725
Low	93.435	94.055	0.620	0.7%	93.410
Close	93.952	94.561	0.609	0.6%	94.561
Range	0.670	0.670	0.000	0.0%	1.315
ATR	0.594	0.607	0.013	2.2%	0.000
Volume	22,649	21,514	-1,135	-5.0%	130,717

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.457	96.179	94.930
R3	95.787	95.509	94.745
R2	95.117	95.117	94.684
R1	94.839	94.839	94.622	94.978
PP	94.447	94.447	94.447	94.517
S1	94.169	94.169	94.500	94.308
S2	93.777	93.777	94.438
S3	93.107	93.499	94.377
S4	92.437	92.829	94.193

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.177	97.684	95.284
R3	96.862	96.369	94.923
R2	95.547	95.547	94.802
R1	95.054	95.054	94.682	95.301
PP	94.232	94.232	94.232	94.355
S1	93.739	93.739	94.440	93.986
S2	92.917	92.917	94.320
S3	91.602	92.424	94.199
S4	90.287	91.109	93.838

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.725	93.410	1.315	1.4%	0.531	0.6%	88%	True	False	26,143
10	95.905	93.410	2.495	2.6%	0.656	0.7%	46%	False	False	23,851
20	95.905	93.410	2.495	2.6%	0.554	0.6%	46%	False	False	19,990
40	95.905	91.880	4.025	4.3%	0.597	0.6%	67%	False	False	21,086
60	96.420	91.880	4.540	4.8%	0.618	0.7%	59%	False	False	21,261
80	98.700	91.880	6.820	7.2%	0.656	0.7%	39%	False	False	18,612
100	99.985	91.880	8.105	8.6%	0.683	0.7%	33%	False	False	14,999
120	99.985	91.880	8.105	8.6%	0.668	0.7%	33%	False	False	12,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.106

Fibonacci Retracements and Extensions
4.250	97.573
2.618	96.479
1.618	95.809
1.000	95.395
0.618	95.139
HIGH	94.725
0.618	94.469
0.500	94.390
0.382	94.311
LOW	94.055
0.618	93.641
1.000	93.385
1.618	92.971
2.618	92.301
4.250	91.208

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	94.504	94.397
PP	94.447	94.232
S1	94.390	94.068

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols