ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
93.810 |
93.610 |
-0.200 |
-0.2% |
95.920 |
| High |
93.810 |
94.110 |
0.300 |
0.3% |
95.965 |
| Low |
93.435 |
93.500 |
0.065 |
0.1% |
93.925 |
| Close |
93.616 |
94.017 |
0.401 |
0.4% |
94.018 |
| Range |
0.375 |
0.610 |
0.235 |
62.7% |
2.040 |
| ATR |
0.484 |
0.493 |
0.009 |
1.9% |
0.000 |
| Volume |
217 |
105 |
-112 |
-51.6% |
641 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.706 |
95.471 |
94.353 |
|
| R3 |
95.096 |
94.861 |
94.185 |
|
| R2 |
94.486 |
94.486 |
94.129 |
|
| R1 |
94.251 |
94.251 |
94.073 |
94.369 |
| PP |
93.876 |
93.876 |
93.876 |
93.934 |
| S1 |
93.641 |
93.641 |
93.961 |
93.759 |
| S2 |
93.266 |
93.266 |
93.905 |
|
| S3 |
92.656 |
93.031 |
93.849 |
|
| S4 |
92.046 |
92.421 |
93.682 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.756 |
99.427 |
95.140 |
|
| R3 |
98.716 |
97.387 |
94.579 |
|
| R2 |
96.676 |
96.676 |
94.392 |
|
| R1 |
95.347 |
95.347 |
94.205 |
94.992 |
| PP |
94.636 |
94.636 |
94.636 |
94.458 |
| S1 |
93.307 |
93.307 |
93.831 |
92.952 |
| S2 |
92.596 |
92.596 |
93.644 |
|
| S3 |
90.556 |
91.267 |
93.457 |
|
| S4 |
88.516 |
89.227 |
92.896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.650 |
93.435 |
2.215 |
2.4% |
0.664 |
0.7% |
26% |
False |
False |
225 |
| 10 |
95.965 |
93.435 |
2.530 |
2.7% |
0.554 |
0.6% |
23% |
False |
False |
164 |
| 20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.446 |
0.5% |
23% |
False |
False |
150 |
| 40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.443 |
0.5% |
50% |
False |
False |
94 |
| 60 |
96.400 |
92.095 |
4.305 |
4.6% |
0.453 |
0.5% |
45% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.703 |
|
2.618 |
95.707 |
|
1.618 |
95.097 |
|
1.000 |
94.720 |
|
0.618 |
94.487 |
|
HIGH |
94.110 |
|
0.618 |
93.877 |
|
0.500 |
93.805 |
|
0.382 |
93.733 |
|
LOW |
93.500 |
|
0.618 |
93.123 |
|
1.000 |
92.890 |
|
1.618 |
92.513 |
|
2.618 |
91.903 |
|
4.250 |
90.908 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.946 |
93.936 |
| PP |
93.876 |
93.854 |
| S1 |
93.805 |
93.773 |
|