ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
94.135 |
94.680 |
0.545 |
0.6% |
93.945 |
| High |
94.725 |
94.755 |
0.030 |
0.0% |
94.725 |
| Low |
94.055 |
94.399 |
0.344 |
0.4% |
93.410 |
| Close |
94.561 |
94.399 |
-0.162 |
-0.2% |
94.561 |
| Range |
0.670 |
0.356 |
-0.314 |
-46.9% |
1.315 |
| ATR |
0.607 |
0.589 |
-0.018 |
-3.0% |
0.000 |
| Volume |
21,514 |
2,298 |
-19,216 |
-89.3% |
130,717 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.586 |
95.348 |
94.595 |
|
| R3 |
95.230 |
94.992 |
94.497 |
|
| R2 |
94.874 |
94.874 |
94.464 |
|
| R1 |
94.636 |
94.636 |
94.432 |
94.577 |
| PP |
94.518 |
94.518 |
94.518 |
94.488 |
| S1 |
94.280 |
94.280 |
94.366 |
94.221 |
| S2 |
94.162 |
94.162 |
94.334 |
|
| S3 |
93.806 |
93.924 |
94.301 |
|
| S4 |
93.450 |
93.568 |
94.203 |
|
|
| 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 |
94.755 |
93.410 |
1.345 |
1.4% |
0.497 |
0.5% |
74% |
True |
False |
20,535 |
| 10 |
95.905 |
93.410 |
2.495 |
2.6% |
0.622 |
0.7% |
40% |
False |
False |
22,237 |
| 20 |
95.905 |
93.410 |
2.495 |
2.6% |
0.535 |
0.6% |
40% |
False |
False |
18,948 |
| 40 |
95.905 |
91.880 |
4.025 |
4.3% |
0.592 |
0.6% |
63% |
False |
False |
20,736 |
| 60 |
96.420 |
91.880 |
4.540 |
4.8% |
0.604 |
0.6% |
55% |
False |
False |
20,790 |
| 80 |
98.700 |
91.880 |
6.820 |
7.2% |
0.656 |
0.7% |
37% |
False |
False |
18,636 |
| 100 |
99.955 |
91.880 |
8.075 |
8.6% |
0.678 |
0.7% |
31% |
False |
False |
15,015 |
| 120 |
99.985 |
91.880 |
8.105 |
8.6% |
0.666 |
0.7% |
31% |
False |
False |
12,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.268 |
|
2.618 |
95.687 |
|
1.618 |
95.331 |
|
1.000 |
95.111 |
|
0.618 |
94.975 |
|
HIGH |
94.755 |
|
0.618 |
94.619 |
|
0.500 |
94.577 |
|
0.382 |
94.535 |
|
LOW |
94.399 |
|
0.618 |
94.179 |
|
1.000 |
94.043 |
|
1.618 |
93.823 |
|
2.618 |
93.467 |
|
4.250 |
92.886 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.577 |
94.298 |
| PP |
94.518 |
94.196 |
| S1 |
94.458 |
94.095 |
|