ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
94.475 |
95.125 |
0.650 |
0.7% |
94.200 |
| High |
95.200 |
95.130 |
-0.070 |
-0.1% |
94.795 |
| Low |
94.450 |
94.470 |
0.020 |
0.0% |
93.435 |
| Close |
95.100 |
94.735 |
-0.365 |
-0.4% |
94.666 |
| Range |
0.750 |
0.660 |
-0.090 |
-12.0% |
1.360 |
| ATR |
0.527 |
0.537 |
0.009 |
1.8% |
0.000 |
| Volume |
229 |
174 |
-55 |
-24.0% |
1,104 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.758 |
96.407 |
95.098 |
|
| R3 |
96.098 |
95.747 |
94.917 |
|
| R2 |
95.438 |
95.438 |
94.856 |
|
| R1 |
95.087 |
95.087 |
94.796 |
94.933 |
| PP |
94.778 |
94.778 |
94.778 |
94.701 |
| S1 |
94.427 |
94.427 |
94.675 |
94.273 |
| S2 |
94.118 |
94.118 |
94.614 |
|
| S3 |
93.458 |
93.767 |
94.554 |
|
| S4 |
92.798 |
93.107 |
94.372 |
|
|
| 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 |
95.200 |
93.500 |
1.700 |
1.8% |
0.622 |
0.7% |
73% |
False |
False |
174 |
| 10 |
95.650 |
93.435 |
2.215 |
2.3% |
0.619 |
0.7% |
59% |
False |
False |
212 |
| 20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.490 |
0.5% |
51% |
False |
False |
175 |
| 40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.464 |
0.5% |
68% |
False |
False |
110 |
| 60 |
96.400 |
92.095 |
4.305 |
4.5% |
0.460 |
0.5% |
61% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.935 |
|
2.618 |
96.858 |
|
1.618 |
96.198 |
|
1.000 |
95.790 |
|
0.618 |
95.538 |
|
HIGH |
95.130 |
|
0.618 |
94.878 |
|
0.500 |
94.800 |
|
0.382 |
94.722 |
|
LOW |
94.470 |
|
0.618 |
94.062 |
|
1.000 |
93.810 |
|
1.618 |
93.402 |
|
2.618 |
92.742 |
|
4.250 |
91.665 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.800 |
94.783 |
| PP |
94.778 |
94.767 |
| S1 |
94.757 |
94.751 |
|