ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
93.620 |
94.120 |
0.500 |
0.5% |
94.735 |
| High |
94.195 |
94.180 |
-0.015 |
0.0% |
95.535 |
| Low |
93.470 |
93.500 |
0.030 |
0.0% |
94.165 |
| Close |
94.061 |
93.758 |
-0.303 |
-0.3% |
94.340 |
| Range |
0.725 |
0.680 |
-0.045 |
-6.2% |
1.370 |
| ATR |
0.664 |
0.666 |
0.001 |
0.2% |
0.000 |
| Volume |
19,213 |
15,474 |
-3,739 |
-19.5% |
137,479 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.853 |
95.485 |
94.132 |
|
| R3 |
95.173 |
94.805 |
93.945 |
|
| R2 |
94.493 |
94.493 |
93.883 |
|
| R1 |
94.125 |
94.125 |
93.820 |
93.969 |
| PP |
93.813 |
93.813 |
93.813 |
93.735 |
| S1 |
93.445 |
93.445 |
93.696 |
93.289 |
| S2 |
93.133 |
93.133 |
93.633 |
|
| S3 |
92.453 |
92.765 |
93.571 |
|
| S4 |
91.773 |
92.085 |
93.384 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.790 |
97.935 |
95.094 |
|
| R3 |
97.420 |
96.565 |
94.717 |
|
| R2 |
96.050 |
96.050 |
94.591 |
|
| R1 |
95.195 |
95.195 |
94.466 |
94.938 |
| PP |
94.680 |
94.680 |
94.680 |
94.551 |
| S1 |
93.825 |
93.825 |
94.214 |
93.568 |
| S2 |
93.310 |
93.310 |
94.089 |
|
| S3 |
91.940 |
92.455 |
93.963 |
|
| S4 |
90.570 |
91.085 |
93.587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.535 |
93.470 |
2.065 |
2.2% |
0.754 |
0.8% |
14% |
False |
False |
23,792 |
| 10 |
95.535 |
93.430 |
2.105 |
2.2% |
0.722 |
0.8% |
16% |
False |
False |
25,535 |
| 20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.652 |
0.7% |
15% |
False |
False |
16,109 |
| 40 |
95.910 |
92.000 |
3.910 |
4.2% |
0.598 |
0.6% |
45% |
False |
False |
8,330 |
| 60 |
95.910 |
92.000 |
3.910 |
4.2% |
0.597 |
0.6% |
45% |
False |
False |
5,653 |
| 80 |
98.745 |
92.000 |
6.745 |
7.2% |
0.606 |
0.6% |
26% |
False |
False |
4,273 |
| 100 |
99.140 |
92.000 |
7.140 |
7.6% |
0.573 |
0.6% |
25% |
False |
False |
3,424 |
| 120 |
100.030 |
92.000 |
8.030 |
8.6% |
0.542 |
0.6% |
22% |
False |
False |
2,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.070 |
|
2.618 |
95.960 |
|
1.618 |
95.280 |
|
1.000 |
94.860 |
|
0.618 |
94.600 |
|
HIGH |
94.180 |
|
0.618 |
93.920 |
|
0.500 |
93.840 |
|
0.382 |
93.760 |
|
LOW |
93.500 |
|
0.618 |
93.080 |
|
1.000 |
92.820 |
|
1.618 |
92.400 |
|
2.618 |
91.720 |
|
4.250 |
90.610 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.840 |
93.833 |
| PP |
93.813 |
93.808 |
| S1 |
93.785 |
93.783 |
|