ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
94.560 |
94.115 |
-0.445 |
-0.5% |
94.715 |
| High |
94.695 |
94.115 |
-0.580 |
-0.6% |
95.545 |
| Low |
94.220 |
93.600 |
-0.620 |
-0.7% |
94.220 |
| Close |
94.385 |
93.739 |
-0.646 |
-0.7% |
94.385 |
| Range |
0.475 |
0.515 |
0.040 |
8.4% |
1.325 |
| ATR |
0.582 |
0.596 |
0.015 |
2.5% |
0.000 |
| Volume |
290 |
400 |
110 |
37.9% |
1,159 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.363 |
95.066 |
94.022 |
|
| R3 |
94.848 |
94.551 |
93.881 |
|
| R2 |
94.333 |
94.333 |
93.833 |
|
| R1 |
94.036 |
94.036 |
93.786 |
93.927 |
| PP |
93.818 |
93.818 |
93.818 |
93.764 |
| S1 |
93.521 |
93.521 |
93.692 |
93.412 |
| S2 |
93.303 |
93.303 |
93.645 |
|
| S3 |
92.788 |
93.006 |
93.597 |
|
| S4 |
92.273 |
92.491 |
93.456 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.692 |
97.863 |
95.114 |
|
| R3 |
97.367 |
96.538 |
94.749 |
|
| R2 |
96.042 |
96.042 |
94.628 |
|
| R1 |
95.213 |
95.213 |
94.506 |
94.965 |
| PP |
94.717 |
94.717 |
94.717 |
94.593 |
| S1 |
93.888 |
93.888 |
94.264 |
93.640 |
| S2 |
93.392 |
93.392 |
94.142 |
|
| S3 |
92.067 |
92.563 |
94.021 |
|
| S4 |
90.742 |
91.238 |
93.656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.545 |
93.600 |
1.945 |
2.1% |
0.725 |
0.8% |
7% |
False |
True |
275 |
| 10 |
95.545 |
93.435 |
2.110 |
2.3% |
0.586 |
0.6% |
14% |
False |
False |
230 |
| 20 |
95.965 |
93.435 |
2.530 |
2.7% |
0.562 |
0.6% |
12% |
False |
False |
191 |
| 40 |
95.965 |
92.095 |
3.870 |
4.1% |
0.480 |
0.5% |
42% |
False |
False |
132 |
| 60 |
96.215 |
92.095 |
4.120 |
4.4% |
0.485 |
0.5% |
40% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.304 |
|
2.618 |
95.463 |
|
1.618 |
94.948 |
|
1.000 |
94.630 |
|
0.618 |
94.433 |
|
HIGH |
94.115 |
|
0.618 |
93.918 |
|
0.500 |
93.858 |
|
0.382 |
93.797 |
|
LOW |
93.600 |
|
0.618 |
93.282 |
|
1.000 |
93.085 |
|
1.618 |
92.767 |
|
2.618 |
92.252 |
|
4.250 |
91.411 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.858 |
94.573 |
| PP |
93.818 |
94.295 |
| S1 |
93.779 |
94.017 |
|