ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
94.255 |
94.715 |
0.460 |
0.5% |
94.200 |
| High |
94.795 |
94.835 |
0.040 |
0.0% |
94.795 |
| Low |
94.175 |
94.365 |
0.190 |
0.2% |
93.435 |
| Close |
94.666 |
94.461 |
-0.205 |
-0.2% |
94.666 |
| Range |
0.620 |
0.470 |
-0.150 |
-24.2% |
1.360 |
| ATR |
0.513 |
0.510 |
-0.003 |
-0.6% |
0.000 |
| Volume |
183 |
180 |
-3 |
-1.6% |
1,104 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.964 |
95.682 |
94.719 |
|
| R3 |
95.494 |
95.212 |
94.590 |
|
| R2 |
95.024 |
95.024 |
94.547 |
|
| R1 |
94.742 |
94.742 |
94.504 |
94.648 |
| PP |
94.554 |
94.554 |
94.554 |
94.507 |
| S1 |
94.272 |
94.272 |
94.418 |
94.178 |
| S2 |
94.084 |
94.084 |
94.375 |
|
| S3 |
93.614 |
93.802 |
94.332 |
|
| S4 |
93.144 |
93.332 |
94.203 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.379 |
97.882 |
95.414 |
|
| R3 |
97.019 |
96.522 |
95.040 |
|
| R2 |
95.659 |
95.659 |
94.915 |
|
| R1 |
95.162 |
95.162 |
94.791 |
95.411 |
| PP |
94.299 |
94.299 |
94.299 |
94.423 |
| S1 |
93.802 |
93.802 |
94.541 |
94.051 |
| S2 |
92.939 |
92.939 |
94.417 |
|
| S3 |
91.579 |
92.442 |
94.292 |
|
| S4 |
90.219 |
91.082 |
93.918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.835 |
93.435 |
1.400 |
1.5% |
0.447 |
0.5% |
73% |
True |
False |
185 |
| 10 |
95.935 |
93.435 |
2.500 |
2.6% |
0.563 |
0.6% |
41% |
False |
False |
185 |
| 20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.460 |
0.5% |
41% |
False |
False |
166 |
| 40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.456 |
0.5% |
61% |
False |
False |
103 |
| 60 |
96.400 |
92.095 |
4.305 |
4.6% |
0.446 |
0.5% |
55% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.832 |
|
2.618 |
96.065 |
|
1.618 |
95.595 |
|
1.000 |
95.305 |
|
0.618 |
95.125 |
|
HIGH |
94.835 |
|
0.618 |
94.655 |
|
0.500 |
94.600 |
|
0.382 |
94.545 |
|
LOW |
94.365 |
|
0.618 |
94.075 |
|
1.000 |
93.895 |
|
1.618 |
93.605 |
|
2.618 |
93.135 |
|
4.250 |
92.368 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.600 |
94.363 |
| PP |
94.554 |
94.265 |
| S1 |
94.507 |
94.168 |
|