ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
98.815 |
98.575 |
-0.240 |
-0.2% |
100.530 |
| High |
98.910 |
98.575 |
-0.335 |
-0.3% |
100.700 |
| Low |
98.600 |
97.450 |
-1.150 |
-1.2% |
97.874 |
| Close |
98.698 |
97.531 |
-1.167 |
-1.2% |
98.568 |
| Range |
0.310 |
1.125 |
0.815 |
262.9% |
2.826 |
| ATR |
0.629 |
0.673 |
0.044 |
7.0% |
0.000 |
| Volume |
31 |
139 |
108 |
348.4% |
661 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.227 |
100.504 |
98.150 |
|
| R3 |
100.102 |
99.379 |
97.840 |
|
| R2 |
98.977 |
98.977 |
97.737 |
|
| R1 |
98.254 |
98.254 |
97.634 |
98.053 |
| PP |
97.852 |
97.852 |
97.852 |
97.752 |
| S1 |
97.129 |
97.129 |
97.428 |
96.928 |
| S2 |
96.727 |
96.727 |
97.325 |
|
| S3 |
95.602 |
96.004 |
97.222 |
|
| S4 |
94.477 |
94.879 |
96.912 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.525 |
105.873 |
100.122 |
|
| R3 |
104.699 |
103.047 |
99.345 |
|
| R2 |
101.873 |
101.873 |
99.086 |
|
| R1 |
100.221 |
100.221 |
98.827 |
99.634 |
| PP |
99.047 |
99.047 |
99.047 |
98.754 |
| S1 |
97.395 |
97.395 |
98.309 |
96.808 |
| S2 |
96.221 |
96.221 |
98.050 |
|
| S3 |
93.395 |
94.569 |
97.791 |
|
| S4 |
90.569 |
91.743 |
97.014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.700 |
97.450 |
3.250 |
3.3% |
1.072 |
1.1% |
2% |
False |
True |
133 |
| 10 |
100.700 |
97.450 |
3.250 |
3.3% |
0.726 |
0.7% |
2% |
False |
True |
99 |
| 20 |
100.700 |
97.450 |
3.250 |
3.3% |
0.578 |
0.6% |
2% |
False |
True |
67 |
| 40 |
100.700 |
94.500 |
6.200 |
6.4% |
0.455 |
0.5% |
49% |
False |
False |
37 |
| 60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.415 |
0.4% |
50% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.356 |
|
2.618 |
101.520 |
|
1.618 |
100.395 |
|
1.000 |
99.700 |
|
0.618 |
99.270 |
|
HIGH |
98.575 |
|
0.618 |
98.145 |
|
0.500 |
98.013 |
|
0.382 |
97.880 |
|
LOW |
97.450 |
|
0.618 |
96.755 |
|
1.000 |
96.325 |
|
1.618 |
95.630 |
|
2.618 |
94.505 |
|
4.250 |
92.669 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.013 |
98.258 |
| PP |
97.852 |
98.015 |
| S1 |
97.692 |
97.773 |
|