ICE US Dollar Index Future September 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 |
93.885 |
93.945 |
0.060 |
0.1% |
95.605 |
| High |
94.270 |
94.050 |
-0.220 |
-0.2% |
95.910 |
| Low |
93.730 |
93.735 |
0.005 |
0.0% |
93.830 |
| Close |
93.855 |
93.797 |
-0.058 |
-0.1% |
93.988 |
| Range |
0.540 |
0.315 |
-0.225 |
-41.7% |
2.080 |
| ATR |
0.590 |
0.570 |
-0.020 |
-3.3% |
0.000 |
| Volume |
12,100 |
10,665 |
-1,435 |
-11.9% |
12,960 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.806 |
94.616 |
93.970 |
|
| R3 |
94.491 |
94.301 |
93.884 |
|
| R2 |
94.176 |
94.176 |
93.855 |
|
| R1 |
93.986 |
93.986 |
93.826 |
93.924 |
| PP |
93.861 |
93.861 |
93.861 |
93.829 |
| S1 |
93.671 |
93.671 |
93.768 |
93.609 |
| S2 |
93.546 |
93.546 |
93.739 |
|
| S3 |
93.231 |
93.356 |
93.710 |
|
| S4 |
92.916 |
93.041 |
93.624 |
|
|
| 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 |
93.730 |
2.180 |
2.3% |
0.722 |
0.8% |
3% |
False |
False |
6,872 |
| 10 |
95.910 |
93.730 |
2.180 |
2.3% |
0.579 |
0.6% |
3% |
False |
False |
4,015 |
| 20 |
95.910 |
93.730 |
2.180 |
2.3% |
0.495 |
0.5% |
3% |
False |
False |
2,231 |
| 40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.572 |
0.6% |
46% |
False |
False |
1,353 |
| 60 |
97.100 |
92.000 |
5.100 |
5.4% |
0.582 |
0.6% |
35% |
False |
False |
966 |
| 80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.552 |
0.6% |
27% |
False |
False |
739 |
| 100 |
100.030 |
92.000 |
8.030 |
8.6% |
0.534 |
0.6% |
22% |
False |
False |
595 |
| 120 |
100.030 |
92.000 |
8.030 |
8.6% |
0.506 |
0.5% |
22% |
False |
False |
498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.389 |
|
2.618 |
94.875 |
|
1.618 |
94.560 |
|
1.000 |
94.365 |
|
0.618 |
94.245 |
|
HIGH |
94.050 |
|
0.618 |
93.930 |
|
0.500 |
93.893 |
|
0.382 |
93.855 |
|
LOW |
93.735 |
|
0.618 |
93.540 |
|
1.000 |
93.420 |
|
1.618 |
93.225 |
|
2.618 |
92.910 |
|
4.250 |
92.396 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.893 |
94.685 |
| PP |
93.861 |
94.389 |
| S1 |
93.829 |
94.093 |
|