ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.185 |
94.850 |
-0.335 |
-0.4% |
95.100 |
High |
95.220 |
95.015 |
-0.205 |
-0.2% |
96.385 |
Low |
94.560 |
94.295 |
-0.265 |
-0.3% |
95.020 |
Close |
94.819 |
94.578 |
-0.241 |
-0.3% |
96.173 |
Range |
0.660 |
0.720 |
0.060 |
9.1% |
1.365 |
ATR |
0.753 |
0.751 |
-0.002 |
-0.3% |
0.000 |
Volume |
26,869 |
20,684 |
-6,185 |
-23.0% |
60,434 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.789 |
96.404 |
94.974 |
|
R3 |
96.069 |
95.684 |
94.776 |
|
R2 |
95.349 |
95.349 |
94.710 |
|
R1 |
94.964 |
94.964 |
94.644 |
94.797 |
PP |
94.629 |
94.629 |
94.629 |
94.546 |
S1 |
94.244 |
94.244 |
94.512 |
94.077 |
S2 |
93.909 |
93.909 |
94.446 |
|
S3 |
93.189 |
93.524 |
94.380 |
|
S4 |
92.469 |
92.804 |
94.182 |
|
|
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 |
94.295 |
2.125 |
2.2% |
0.687 |
0.7% |
13% |
False |
True |
20,257 |
10 |
96.420 |
94.295 |
2.125 |
2.2% |
0.669 |
0.7% |
13% |
False |
True |
19,953 |
20 |
98.500 |
94.295 |
4.205 |
4.4% |
0.807 |
0.9% |
7% |
False |
True |
20,053 |
40 |
98.700 |
94.295 |
4.405 |
4.7% |
0.762 |
0.8% |
6% |
False |
True |
10,461 |
60 |
99.985 |
94.295 |
5.690 |
6.0% |
0.742 |
0.8% |
5% |
False |
True |
7,100 |
80 |
99.985 |
94.295 |
5.690 |
6.0% |
0.707 |
0.7% |
5% |
False |
True |
5,361 |
100 |
100.700 |
94.295 |
6.405 |
6.8% |
0.671 |
0.7% |
4% |
False |
True |
4,300 |
120 |
100.700 |
94.295 |
6.405 |
6.8% |
0.618 |
0.7% |
4% |
False |
True |
3,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.075 |
2.618 |
96.900 |
1.618 |
96.180 |
1.000 |
95.735 |
0.618 |
95.460 |
HIGH |
95.015 |
0.618 |
94.740 |
0.500 |
94.655 |
0.382 |
94.570 |
LOW |
94.295 |
0.618 |
93.850 |
1.000 |
93.575 |
1.618 |
93.130 |
2.618 |
92.410 |
4.250 |
91.235 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
94.655 |
95.263 |
PP |
94.629 |
95.034 |
S1 |
94.604 |
94.806 |
|