ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.850 |
94.620 |
-0.230 |
-0.2% |
96.270 |
High |
95.015 |
95.100 |
0.085 |
0.1% |
96.420 |
Low |
94.295 |
94.325 |
0.030 |
0.0% |
94.295 |
Close |
94.578 |
94.618 |
0.040 |
0.0% |
94.618 |
Range |
0.720 |
0.775 |
0.055 |
7.6% |
2.125 |
ATR |
0.751 |
0.753 |
0.002 |
0.2% |
0.000 |
Volume |
20,684 |
28,247 |
7,563 |
36.6% |
116,412 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.006 |
96.587 |
95.044 |
|
R3 |
96.231 |
95.812 |
94.831 |
|
R2 |
95.456 |
95.456 |
94.760 |
|
R1 |
95.037 |
95.037 |
94.689 |
94.859 |
PP |
94.681 |
94.681 |
94.681 |
94.592 |
S1 |
94.262 |
94.262 |
94.547 |
94.084 |
S2 |
93.906 |
93.906 |
94.476 |
|
S3 |
93.131 |
93.487 |
94.405 |
|
S4 |
92.356 |
92.712 |
94.192 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.486 |
100.177 |
95.787 |
|
R3 |
99.361 |
98.052 |
95.202 |
|
R2 |
97.236 |
97.236 |
95.008 |
|
R1 |
95.927 |
95.927 |
94.813 |
95.519 |
PP |
95.111 |
95.111 |
95.111 |
94.907 |
S1 |
93.802 |
93.802 |
94.423 |
93.394 |
S2 |
92.986 |
92.986 |
94.228 |
|
S3 |
90.861 |
91.677 |
94.034 |
|
S4 |
88.736 |
89.552 |
93.449 |
|
|
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% |
0.777 |
0.8% |
15% |
False |
False |
23,282 |
10 |
96.420 |
94.295 |
2.125 |
2.2% |
0.628 |
0.7% |
15% |
False |
False |
19,724 |
20 |
98.500 |
94.295 |
4.205 |
4.4% |
0.802 |
0.8% |
8% |
False |
False |
21,370 |
40 |
98.700 |
94.295 |
4.405 |
4.7% |
0.753 |
0.8% |
7% |
False |
False |
11,149 |
60 |
99.985 |
94.295 |
5.690 |
6.0% |
0.736 |
0.8% |
6% |
False |
False |
7,566 |
80 |
99.985 |
94.295 |
5.690 |
6.0% |
0.713 |
0.8% |
6% |
False |
False |
5,714 |
100 |
100.700 |
94.295 |
6.405 |
6.8% |
0.676 |
0.7% |
5% |
False |
False |
4,583 |
120 |
100.700 |
94.295 |
6.405 |
6.8% |
0.623 |
0.7% |
5% |
False |
False |
3,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.394 |
2.618 |
97.129 |
1.618 |
96.354 |
1.000 |
95.875 |
0.618 |
95.579 |
HIGH |
95.100 |
0.618 |
94.804 |
0.500 |
94.713 |
0.382 |
94.621 |
LOW |
94.325 |
0.618 |
93.846 |
1.000 |
93.550 |
1.618 |
93.071 |
2.618 |
92.296 |
4.250 |
91.031 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.713 |
94.758 |
PP |
94.681 |
94.711 |
S1 |
94.650 |
94.665 |
|