ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
95.020 |
94.655 |
-0.365 |
-0.4% |
93.885 |
| High |
95.150 |
95.535 |
0.385 |
0.4% |
94.790 |
| Low |
94.415 |
94.260 |
-0.155 |
-0.2% |
93.385 |
| Close |
94.680 |
94.706 |
0.026 |
0.0% |
94.631 |
| Range |
0.735 |
1.275 |
0.540 |
73.5% |
1.405 |
| ATR |
0.607 |
0.655 |
0.048 |
7.8% |
0.000 |
| Volume |
23,615 |
40,521 |
16,906 |
71.6% |
112,887 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.659 |
97.957 |
95.407 |
|
| R3 |
97.384 |
96.682 |
95.057 |
|
| R2 |
96.109 |
96.109 |
94.940 |
|
| R1 |
95.407 |
95.407 |
94.823 |
95.758 |
| PP |
94.834 |
94.834 |
94.834 |
95.009 |
| S1 |
94.132 |
94.132 |
94.589 |
94.483 |
| S2 |
93.559 |
93.559 |
94.472 |
|
| S3 |
92.284 |
92.857 |
94.355 |
|
| S4 |
91.009 |
91.582 |
94.005 |
|
|
| 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 |
95.535 |
94.085 |
1.450 |
1.5% |
0.801 |
0.8% |
43% |
True |
False |
30,143 |
| 10 |
95.640 |
93.385 |
2.255 |
2.4% |
0.785 |
0.8% |
59% |
False |
False |
23,469 |
| 20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.598 |
0.6% |
52% |
False |
False |
12,301 |
| 40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.596 |
0.6% |
69% |
False |
False |
6,417 |
| 60 |
96.445 |
92.000 |
4.445 |
4.7% |
0.593 |
0.6% |
61% |
False |
False |
4,360 |
| 80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.602 |
0.6% |
40% |
False |
False |
3,295 |
| 100 |
99.980 |
92.000 |
7.980 |
8.4% |
0.566 |
0.6% |
34% |
False |
False |
2,640 |
| 120 |
100.030 |
92.000 |
8.030 |
8.5% |
0.534 |
0.6% |
34% |
False |
False |
2,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.954 |
|
2.618 |
98.873 |
|
1.618 |
97.598 |
|
1.000 |
96.810 |
|
0.618 |
96.323 |
|
HIGH |
95.535 |
|
0.618 |
95.048 |
|
0.500 |
94.898 |
|
0.382 |
94.747 |
|
LOW |
94.260 |
|
0.618 |
93.472 |
|
1.000 |
92.985 |
|
1.618 |
92.197 |
|
2.618 |
90.922 |
|
4.250 |
88.841 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.898 |
94.898 |
| PP |
94.834 |
94.834 |
| S1 |
94.770 |
94.770 |
|