ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
96.115 |
96.565 |
0.450 |
0.5% |
94.060 |
| High |
96.865 |
96.570 |
-0.295 |
-0.3% |
96.700 |
| Low |
95.935 |
95.920 |
-0.015 |
0.0% |
93.025 |
| Close |
96.703 |
96.331 |
-0.372 |
-0.4% |
95.574 |
| Range |
0.930 |
0.650 |
-0.280 |
-30.1% |
3.675 |
| ATR |
0.881 |
0.874 |
-0.007 |
-0.8% |
0.000 |
| Volume |
28,574 |
20,694 |
-7,880 |
-27.6% |
150,675 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.224 |
97.927 |
96.689 |
|
| R3 |
97.574 |
97.277 |
96.510 |
|
| R2 |
96.924 |
96.924 |
96.450 |
|
| R1 |
96.627 |
96.627 |
96.391 |
96.451 |
| PP |
96.274 |
96.274 |
96.274 |
96.185 |
| S1 |
95.977 |
95.977 |
96.271 |
95.801 |
| S2 |
95.624 |
95.624 |
96.212 |
|
| S3 |
94.974 |
95.327 |
96.152 |
|
| S4 |
94.324 |
94.677 |
95.974 |
|
|
| 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% |
1.176 |
1.2% |
86% |
False |
False |
32,008 |
| 10 |
96.865 |
93.025 |
3.840 |
4.0% |
0.971 |
1.0% |
86% |
False |
False |
28,714 |
| 20 |
96.865 |
93.025 |
3.840 |
4.0% |
0.824 |
0.9% |
86% |
False |
False |
23,095 |
| 40 |
96.865 |
92.000 |
4.865 |
5.1% |
0.655 |
0.7% |
89% |
False |
False |
11,893 |
| 60 |
96.865 |
92.000 |
4.865 |
5.1% |
0.645 |
0.7% |
89% |
False |
False |
8,050 |
| 80 |
98.500 |
92.000 |
6.500 |
6.7% |
0.650 |
0.7% |
67% |
False |
False |
6,078 |
| 100 |
98.745 |
92.000 |
6.745 |
7.0% |
0.593 |
0.6% |
64% |
False |
False |
4,867 |
| 120 |
100.030 |
92.000 |
8.030 |
8.3% |
0.565 |
0.6% |
54% |
False |
False |
4,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.333 |
|
2.618 |
98.272 |
|
1.618 |
97.622 |
|
1.000 |
97.220 |
|
0.618 |
96.972 |
|
HIGH |
96.570 |
|
0.618 |
96.322 |
|
0.500 |
96.245 |
|
0.382 |
96.168 |
|
LOW |
95.920 |
|
0.618 |
95.518 |
|
1.000 |
95.270 |
|
1.618 |
94.868 |
|
2.618 |
94.218 |
|
4.250 |
93.158 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.302 |
95.987 |
| PP |
96.274 |
95.642 |
| S1 |
96.245 |
95.298 |
|