ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.095 |
96.270 |
0.175 |
0.2% |
95.100 |
High |
96.385 |
96.420 |
0.035 |
0.0% |
96.385 |
Low |
96.060 |
95.840 |
-0.220 |
-0.2% |
95.020 |
Close |
96.173 |
95.940 |
-0.233 |
-0.2% |
96.173 |
Range |
0.325 |
0.580 |
0.255 |
78.5% |
1.365 |
ATR |
0.742 |
0.730 |
-0.012 |
-1.6% |
0.000 |
Volume |
13,120 |
10,596 |
-2,524 |
-19.2% |
60,434 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.807 |
97.453 |
96.259 |
|
R3 |
97.227 |
96.873 |
96.100 |
|
R2 |
96.647 |
96.647 |
96.046 |
|
R1 |
96.293 |
96.293 |
95.993 |
96.180 |
PP |
96.067 |
96.067 |
96.067 |
96.010 |
S1 |
95.713 |
95.713 |
95.887 |
95.600 |
S2 |
95.487 |
95.487 |
95.834 |
|
S3 |
94.907 |
95.133 |
95.781 |
|
S4 |
94.327 |
94.553 |
95.621 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.954 |
99.429 |
96.924 |
|
R3 |
98.589 |
98.064 |
96.548 |
|
R2 |
97.224 |
97.224 |
96.423 |
|
R1 |
96.699 |
96.699 |
96.298 |
96.962 |
PP |
95.859 |
95.859 |
95.859 |
95.991 |
S1 |
95.334 |
95.334 |
96.048 |
95.597 |
S2 |
94.494 |
94.494 |
95.923 |
|
S3 |
93.129 |
93.969 |
95.798 |
|
S4 |
91.764 |
92.604 |
95.422 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.420 |
95.020 |
1.400 |
1.5% |
0.476 |
0.5% |
66% |
True |
False |
14,206 |
10 |
97.090 |
94.605 |
2.485 |
2.6% |
0.671 |
0.7% |
54% |
False |
False |
18,053 |
20 |
98.700 |
94.605 |
4.095 |
4.3% |
0.754 |
0.8% |
33% |
False |
False |
16,390 |
40 |
99.800 |
94.605 |
5.195 |
5.4% |
0.775 |
0.8% |
26% |
False |
False |
8,563 |
60 |
99.985 |
94.605 |
5.380 |
5.6% |
0.741 |
0.8% |
25% |
False |
False |
5,817 |
80 |
100.700 |
94.605 |
6.095 |
6.4% |
0.725 |
0.8% |
22% |
False |
False |
4,398 |
100 |
100.700 |
94.605 |
6.095 |
6.4% |
0.666 |
0.7% |
22% |
False |
False |
3,525 |
120 |
100.700 |
94.317 |
6.383 |
6.7% |
0.602 |
0.6% |
25% |
False |
False |
2,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.885 |
2.618 |
97.938 |
1.618 |
97.358 |
1.000 |
97.000 |
0.618 |
96.778 |
HIGH |
96.420 |
0.618 |
96.198 |
0.500 |
96.130 |
0.382 |
96.062 |
LOW |
95.840 |
0.618 |
95.482 |
1.000 |
95.260 |
1.618 |
94.902 |
2.618 |
94.322 |
4.250 |
93.375 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.130 |
96.025 |
PP |
96.067 |
95.997 |
S1 |
96.003 |
95.968 |
|