ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 30-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.945 |
95.185 |
-0.760 |
-0.8% |
95.100 |
High |
96.230 |
95.220 |
-1.010 |
-1.0% |
96.385 |
Low |
95.080 |
94.560 |
-0.520 |
-0.5% |
95.020 |
Close |
95.146 |
94.819 |
-0.327 |
-0.3% |
96.173 |
Range |
1.150 |
0.660 |
-0.490 |
-42.6% |
1.365 |
ATR |
0.760 |
0.753 |
-0.007 |
-0.9% |
0.000 |
Volume |
30,016 |
26,869 |
-3,147 |
-10.5% |
60,434 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.846 |
96.493 |
95.182 |
|
R3 |
96.186 |
95.833 |
95.001 |
|
R2 |
95.526 |
95.526 |
94.940 |
|
R1 |
95.173 |
95.173 |
94.880 |
95.020 |
PP |
94.866 |
94.866 |
94.866 |
94.790 |
S1 |
94.513 |
94.513 |
94.759 |
94.360 |
S2 |
94.206 |
94.206 |
94.698 |
|
S3 |
93.546 |
93.853 |
94.638 |
|
S4 |
92.886 |
93.193 |
94.456 |
|
|
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 |
94.560 |
1.860 |
2.0% |
0.665 |
0.7% |
14% |
False |
True |
19,014 |
10 |
97.090 |
94.560 |
2.530 |
2.7% |
0.750 |
0.8% |
10% |
False |
True |
20,978 |
20 |
98.700 |
94.560 |
4.140 |
4.4% |
0.794 |
0.8% |
6% |
False |
True |
19,067 |
40 |
99.000 |
94.560 |
4.440 |
4.7% |
0.794 |
0.8% |
6% |
False |
True |
9,972 |
60 |
99.985 |
94.560 |
5.425 |
5.7% |
0.738 |
0.8% |
5% |
False |
True |
6,757 |
80 |
99.985 |
94.560 |
5.425 |
5.7% |
0.704 |
0.7% |
5% |
False |
True |
5,103 |
100 |
100.700 |
94.560 |
6.140 |
6.5% |
0.668 |
0.7% |
4% |
False |
True |
4,094 |
120 |
100.700 |
94.317 |
6.383 |
6.7% |
0.613 |
0.6% |
8% |
False |
False |
3,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.025 |
2.618 |
96.948 |
1.618 |
96.288 |
1.000 |
95.880 |
0.618 |
95.628 |
HIGH |
95.220 |
0.618 |
94.968 |
0.500 |
94.890 |
0.382 |
94.812 |
LOW |
94.560 |
0.618 |
94.152 |
1.000 |
93.900 |
1.618 |
93.492 |
2.618 |
92.832 |
4.250 |
91.755 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
94.890 |
95.490 |
PP |
94.866 |
95.266 |
S1 |
94.843 |
95.043 |
|