ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
94.735 |
94.480 |
-0.255 |
-0.3% |
93.885 |
| High |
94.835 |
95.140 |
0.305 |
0.3% |
94.790 |
| Low |
94.290 |
94.395 |
0.105 |
0.1% |
93.385 |
| Close |
94.421 |
95.040 |
0.619 |
0.7% |
94.631 |
| Range |
0.545 |
0.745 |
0.200 |
36.7% |
1.405 |
| ATR |
0.586 |
0.598 |
0.011 |
1.9% |
0.000 |
| Volume |
27,756 |
22,522 |
-5,234 |
-18.9% |
112,887 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.093 |
96.812 |
95.450 |
|
| R3 |
96.348 |
96.067 |
95.245 |
|
| R2 |
95.603 |
95.603 |
95.177 |
|
| R1 |
95.322 |
95.322 |
95.108 |
95.463 |
| PP |
94.858 |
94.858 |
94.858 |
94.929 |
| S1 |
94.577 |
94.577 |
94.972 |
94.718 |
| S2 |
94.113 |
94.113 |
94.903 |
|
| S3 |
93.368 |
93.832 |
94.835 |
|
| S4 |
92.623 |
93.087 |
94.630 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.484 |
97.962 |
95.404 |
|
| R3 |
97.079 |
96.557 |
95.017 |
|
| R2 |
95.674 |
95.674 |
94.889 |
|
| R1 |
95.152 |
95.152 |
94.760 |
95.413 |
| PP |
94.269 |
94.269 |
94.269 |
94.399 |
| S1 |
93.747 |
93.747 |
94.502 |
94.008 |
| S2 |
92.864 |
92.864 |
94.373 |
|
| S3 |
91.459 |
92.342 |
94.245 |
|
| S4 |
90.054 |
90.937 |
93.858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.140 |
93.385 |
1.755 |
1.8% |
0.634 |
0.7% |
94% |
True |
False |
28,080 |
| 10 |
95.910 |
93.385 |
2.525 |
2.7% |
0.678 |
0.7% |
66% |
False |
False |
17,476 |
| 20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.549 |
0.6% |
66% |
False |
False |
9,157 |
| 40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.577 |
0.6% |
78% |
False |
False |
4,826 |
| 60 |
96.445 |
92.000 |
4.445 |
4.7% |
0.573 |
0.6% |
68% |
False |
False |
3,296 |
| 80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.583 |
0.6% |
45% |
False |
False |
2,493 |
| 100 |
99.980 |
92.000 |
7.980 |
8.4% |
0.551 |
0.6% |
38% |
False |
False |
1,999 |
| 120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.518 |
0.5% |
38% |
False |
False |
1,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.306 |
|
2.618 |
97.090 |
|
1.618 |
96.345 |
|
1.000 |
95.885 |
|
0.618 |
95.600 |
|
HIGH |
95.140 |
|
0.618 |
94.855 |
|
0.500 |
94.768 |
|
0.382 |
94.680 |
|
LOW |
94.395 |
|
0.618 |
93.935 |
|
1.000 |
93.650 |
|
1.618 |
93.190 |
|
2.618 |
92.445 |
|
4.250 |
91.229 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.949 |
94.898 |
| PP |
94.858 |
94.755 |
| S1 |
94.768 |
94.613 |
|