ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
93.620 |
93.750 |
0.130 |
0.1% |
94.060 |
| High |
93.675 |
96.700 |
3.025 |
3.2% |
96.700 |
| Low |
93.025 |
93.730 |
0.705 |
0.8% |
93.025 |
| Close |
93.527 |
95.574 |
2.047 |
2.2% |
95.574 |
| Range |
0.650 |
2.970 |
2.320 |
356.9% |
3.675 |
| ATR |
0.670 |
0.849 |
0.179 |
26.7% |
0.000 |
| Volume |
29,250 |
66,050 |
36,800 |
125.8% |
150,675 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.245 |
102.879 |
97.208 |
|
| R3 |
101.275 |
99.909 |
96.391 |
|
| R2 |
98.305 |
98.305 |
96.119 |
|
| R1 |
96.939 |
96.939 |
95.846 |
97.622 |
| PP |
95.335 |
95.335 |
95.335 |
95.676 |
| S1 |
93.969 |
93.969 |
95.302 |
94.652 |
| S2 |
92.365 |
92.365 |
95.030 |
|
| S3 |
89.395 |
90.999 |
94.757 |
|
| S4 |
86.425 |
88.029 |
93.941 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.125 |
104.524 |
97.595 |
|
| R3 |
102.450 |
100.849 |
96.585 |
|
| R2 |
98.775 |
98.775 |
96.248 |
|
| R1 |
97.174 |
97.174 |
95.911 |
97.975 |
| PP |
95.100 |
95.100 |
95.100 |
95.500 |
| S1 |
93.499 |
93.499 |
95.237 |
94.300 |
| S2 |
91.425 |
91.425 |
94.900 |
|
| S3 |
87.750 |
89.824 |
94.563 |
|
| S4 |
84.075 |
86.149 |
93.553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.700 |
93.025 |
3.675 |
3.8% |
1.108 |
1.2% |
69% |
True |
False |
30,135 |
| 10 |
96.700 |
93.025 |
3.675 |
3.8% |
0.942 |
1.0% |
69% |
True |
False |
28,815 |
| 20 |
96.700 |
93.025 |
3.675 |
3.8% |
0.798 |
0.8% |
69% |
True |
False |
20,767 |
| 40 |
96.700 |
92.000 |
4.700 |
4.9% |
0.648 |
0.7% |
76% |
True |
False |
10,693 |
| 60 |
96.700 |
92.000 |
4.700 |
4.9% |
0.636 |
0.7% |
76% |
True |
False |
7,234 |
| 80 |
98.500 |
92.000 |
6.500 |
6.8% |
0.645 |
0.7% |
55% |
False |
False |
5,463 |
| 100 |
98.745 |
92.000 |
6.745 |
7.1% |
0.592 |
0.6% |
53% |
False |
False |
4,375 |
| 120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.564 |
0.6% |
45% |
False |
False |
3,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.323 |
|
2.618 |
104.475 |
|
1.618 |
101.505 |
|
1.000 |
99.670 |
|
0.618 |
98.535 |
|
HIGH |
96.700 |
|
0.618 |
95.565 |
|
0.500 |
95.215 |
|
0.382 |
94.865 |
|
LOW |
93.730 |
|
0.618 |
91.895 |
|
1.000 |
90.760 |
|
1.618 |
88.925 |
|
2.618 |
85.955 |
|
4.250 |
81.108 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.454 |
95.337 |
| PP |
95.335 |
95.100 |
| S1 |
95.215 |
94.863 |
|