ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
94.480 |
95.020 |
0.540 |
0.6% |
93.885 |
| High |
95.140 |
95.150 |
0.010 |
0.0% |
94.790 |
| Low |
94.395 |
94.415 |
0.020 |
0.0% |
93.385 |
| Close |
95.040 |
94.680 |
-0.360 |
-0.4% |
94.631 |
| Range |
0.745 |
0.735 |
-0.010 |
-1.3% |
1.405 |
| ATR |
0.598 |
0.607 |
0.010 |
1.6% |
0.000 |
| Volume |
22,522 |
23,615 |
1,093 |
4.9% |
112,887 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.953 |
96.552 |
95.084 |
|
| R3 |
96.218 |
95.817 |
94.882 |
|
| R2 |
95.483 |
95.483 |
94.815 |
|
| R1 |
95.082 |
95.082 |
94.747 |
94.915 |
| PP |
94.748 |
94.748 |
94.748 |
94.665 |
| S1 |
94.347 |
94.347 |
94.613 |
94.180 |
| S2 |
94.013 |
94.013 |
94.545 |
|
| S3 |
93.278 |
93.612 |
94.478 |
|
| S4 |
92.543 |
92.877 |
94.276 |
|
|
| 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 |
95.150 |
93.430 |
1.720 |
1.8% |
0.690 |
0.7% |
73% |
True |
False |
27,278 |
| 10 |
95.640 |
93.385 |
2.255 |
2.4% |
0.697 |
0.7% |
57% |
False |
False |
19,642 |
| 20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.568 |
0.6% |
51% |
False |
False |
10,320 |
| 40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.581 |
0.6% |
69% |
False |
False |
5,407 |
| 60 |
96.445 |
92.000 |
4.445 |
4.7% |
0.579 |
0.6% |
60% |
False |
False |
3,687 |
| 80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.589 |
0.6% |
40% |
False |
False |
2,788 |
| 100 |
99.980 |
92.000 |
7.980 |
8.4% |
0.556 |
0.6% |
34% |
False |
False |
2,235 |
| 120 |
100.030 |
92.000 |
8.030 |
8.5% |
0.524 |
0.6% |
33% |
False |
False |
1,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.274 |
|
2.618 |
97.074 |
|
1.618 |
96.339 |
|
1.000 |
95.885 |
|
0.618 |
95.604 |
|
HIGH |
95.150 |
|
0.618 |
94.869 |
|
0.500 |
94.783 |
|
0.382 |
94.696 |
|
LOW |
94.415 |
|
0.618 |
93.961 |
|
1.000 |
93.680 |
|
1.618 |
93.226 |
|
2.618 |
92.491 |
|
4.250 |
91.291 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.783 |
94.720 |
| PP |
94.748 |
94.707 |
| S1 |
94.714 |
94.693 |
|