ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.270 |
95.945 |
-0.325 |
-0.3% |
95.100 |
High |
96.420 |
96.230 |
-0.190 |
-0.2% |
96.385 |
Low |
95.840 |
95.080 |
-0.760 |
-0.8% |
95.020 |
Close |
95.940 |
95.146 |
-0.794 |
-0.8% |
96.173 |
Range |
0.580 |
1.150 |
0.570 |
98.3% |
1.365 |
ATR |
0.730 |
0.760 |
0.030 |
4.1% |
0.000 |
Volume |
10,596 |
30,016 |
19,420 |
183.3% |
60,434 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.935 |
98.191 |
95.779 |
|
R3 |
97.785 |
97.041 |
95.462 |
|
R2 |
96.635 |
96.635 |
95.357 |
|
R1 |
95.891 |
95.891 |
95.251 |
95.688 |
PP |
95.485 |
95.485 |
95.485 |
95.384 |
S1 |
94.741 |
94.741 |
95.041 |
94.538 |
S2 |
94.335 |
94.335 |
94.935 |
|
S3 |
93.185 |
93.591 |
94.830 |
|
S4 |
92.035 |
92.441 |
94.514 |
|
|
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 |
95.080 |
1.340 |
1.4% |
0.628 |
0.7% |
5% |
False |
True |
17,711 |
10 |
97.090 |
94.605 |
2.485 |
2.6% |
0.726 |
0.8% |
22% |
False |
False |
19,539 |
20 |
98.700 |
94.605 |
4.095 |
4.3% |
0.783 |
0.8% |
13% |
False |
False |
17,783 |
40 |
99.190 |
94.605 |
4.585 |
4.8% |
0.785 |
0.8% |
12% |
False |
False |
9,305 |
60 |
99.985 |
94.605 |
5.380 |
5.7% |
0.742 |
0.8% |
10% |
False |
False |
6,314 |
80 |
99.985 |
94.605 |
5.380 |
5.7% |
0.704 |
0.7% |
10% |
False |
False |
4,768 |
100 |
100.700 |
94.605 |
6.095 |
6.4% |
0.677 |
0.7% |
9% |
False |
False |
3,825 |
120 |
100.700 |
94.317 |
6.383 |
6.7% |
0.609 |
0.6% |
13% |
False |
False |
3,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.118 |
2.618 |
99.241 |
1.618 |
98.091 |
1.000 |
97.380 |
0.618 |
96.941 |
HIGH |
96.230 |
0.618 |
95.791 |
0.500 |
95.655 |
0.382 |
95.519 |
LOW |
95.080 |
0.618 |
94.369 |
1.000 |
93.930 |
1.618 |
93.219 |
2.618 |
92.069 |
4.250 |
90.193 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
95.655 |
95.750 |
PP |
95.485 |
95.549 |
S1 |
95.316 |
95.347 |
|