ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
95.400 |
95.545 |
0.145 |
0.2% |
95.605 |
High |
95.575 |
95.640 |
0.065 |
0.1% |
95.910 |
Low |
95.180 |
93.830 |
-1.350 |
-1.4% |
93.830 |
Close |
95.571 |
93.988 |
-1.583 |
-1.7% |
93.988 |
Range |
0.395 |
1.810 |
1.415 |
358.2% |
2.080 |
ATR |
0.500 |
0.593 |
0.094 |
18.7% |
0.000 |
Volume |
2,247 |
7,394 |
5,147 |
229.1% |
12,960 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.916 |
98.762 |
94.984 |
|
R3 |
98.106 |
96.952 |
94.486 |
|
R2 |
96.296 |
96.296 |
94.320 |
|
R1 |
95.142 |
95.142 |
94.154 |
94.814 |
PP |
94.486 |
94.486 |
94.486 |
94.322 |
S1 |
93.332 |
93.332 |
93.822 |
93.004 |
S2 |
92.676 |
92.676 |
93.656 |
|
S3 |
90.866 |
91.522 |
93.490 |
|
S4 |
89.056 |
89.712 |
92.993 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.816 |
99.482 |
95.132 |
|
R3 |
98.736 |
97.402 |
94.560 |
|
R2 |
96.656 |
96.656 |
94.369 |
|
R1 |
95.322 |
95.322 |
94.179 |
94.949 |
PP |
94.576 |
94.576 |
94.576 |
94.390 |
S1 |
93.242 |
93.242 |
93.797 |
92.869 |
S2 |
92.496 |
92.496 |
93.607 |
|
S3 |
90.416 |
91.162 |
93.416 |
|
S4 |
88.336 |
89.082 |
92.844 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.910 |
93.830 |
2.080 |
2.2% |
0.763 |
0.8% |
8% |
False |
True |
2,863 |
10 |
95.910 |
93.830 |
2.080 |
2.2% |
0.555 |
0.6% |
8% |
False |
True |
1,802 |
20 |
95.910 |
93.200 |
2.710 |
2.9% |
0.513 |
0.5% |
29% |
False |
False |
1,151 |
40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.578 |
0.6% |
51% |
False |
False |
796 |
60 |
98.500 |
92.000 |
6.500 |
6.9% |
0.614 |
0.7% |
31% |
False |
False |
591 |
80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.551 |
0.6% |
29% |
False |
False |
455 |
100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.530 |
0.6% |
25% |
False |
False |
368 |
120 |
100.030 |
92.000 |
8.030 |
8.5% |
0.509 |
0.5% |
25% |
False |
False |
309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.333 |
2.618 |
100.379 |
1.618 |
98.569 |
1.000 |
97.450 |
0.618 |
96.759 |
HIGH |
95.640 |
0.618 |
94.949 |
0.500 |
94.735 |
0.382 |
94.521 |
LOW |
93.830 |
0.618 |
92.711 |
1.000 |
92.020 |
1.618 |
90.901 |
2.618 |
89.091 |
4.250 |
86.138 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.735 |
94.870 |
PP |
94.486 |
94.576 |
S1 |
94.237 |
94.282 |
|