ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
93.750 |
96.115 |
2.365 |
2.5% |
94.060 |
| High |
96.700 |
96.865 |
0.165 |
0.2% |
96.700 |
| Low |
93.730 |
95.935 |
2.205 |
2.4% |
93.025 |
| Close |
95.574 |
96.703 |
1.129 |
1.2% |
95.574 |
| Range |
2.970 |
0.930 |
-2.040 |
-68.7% |
3.675 |
| ATR |
0.849 |
0.881 |
0.032 |
3.7% |
0.000 |
| Volume |
66,050 |
28,574 |
-37,476 |
-56.7% |
150,675 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.291 |
98.927 |
97.215 |
|
| R3 |
98.361 |
97.997 |
96.959 |
|
| R2 |
97.431 |
97.431 |
96.874 |
|
| R1 |
97.067 |
97.067 |
96.788 |
97.249 |
| PP |
96.501 |
96.501 |
96.501 |
96.592 |
| S1 |
96.137 |
96.137 |
96.618 |
96.319 |
| S2 |
95.571 |
95.571 |
96.533 |
|
| S3 |
94.641 |
95.207 |
96.447 |
|
| S4 |
93.711 |
94.277 |
96.192 |
|
|
| 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 |
96.865 |
93.025 |
3.840 |
4.0% |
1.191 |
1.2% |
96% |
True |
False |
31,712 |
| 10 |
96.865 |
93.025 |
3.840 |
4.0% |
0.980 |
1.0% |
96% |
True |
False |
28,897 |
| 20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.813 |
0.8% |
96% |
True |
False |
22,128 |
| 40 |
96.865 |
92.000 |
4.865 |
5.0% |
0.653 |
0.7% |
97% |
True |
False |
11,388 |
| 60 |
96.865 |
92.000 |
4.865 |
5.0% |
0.641 |
0.7% |
97% |
True |
False |
7,706 |
| 80 |
98.500 |
92.000 |
6.500 |
6.7% |
0.648 |
0.7% |
72% |
False |
False |
5,820 |
| 100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.590 |
0.6% |
70% |
False |
False |
4,661 |
| 120 |
100.030 |
92.000 |
8.030 |
8.3% |
0.562 |
0.6% |
59% |
False |
False |
3,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.818 |
|
2.618 |
99.300 |
|
1.618 |
98.370 |
|
1.000 |
97.795 |
|
0.618 |
97.440 |
|
HIGH |
96.865 |
|
0.618 |
96.510 |
|
0.500 |
96.400 |
|
0.382 |
96.290 |
|
LOW |
95.935 |
|
0.618 |
95.360 |
|
1.000 |
95.005 |
|
1.618 |
94.430 |
|
2.618 |
93.500 |
|
4.250 |
91.983 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.602 |
96.117 |
| PP |
96.501 |
95.531 |
| S1 |
96.400 |
94.945 |
|