ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.560 |
94.615 |
0.055 |
0.1% |
96.270 |
High |
94.830 |
94.990 |
0.160 |
0.2% |
96.420 |
Low |
94.415 |
94.455 |
0.040 |
0.0% |
94.295 |
Close |
94.524 |
94.637 |
0.113 |
0.1% |
94.618 |
Range |
0.415 |
0.535 |
0.120 |
28.9% |
2.125 |
ATR |
0.728 |
0.715 |
-0.014 |
-1.9% |
0.000 |
Volume |
11,474 |
21,136 |
9,662 |
84.2% |
116,412 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.299 |
96.003 |
94.931 |
|
R3 |
95.764 |
95.468 |
94.784 |
|
R2 |
95.229 |
95.229 |
94.735 |
|
R1 |
94.933 |
94.933 |
94.686 |
95.081 |
PP |
94.694 |
94.694 |
94.694 |
94.768 |
S1 |
94.398 |
94.398 |
94.588 |
94.546 |
S2 |
94.159 |
94.159 |
94.539 |
|
S3 |
93.624 |
93.863 |
94.490 |
|
S4 |
93.089 |
93.328 |
94.343 |
|
|
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 |
95.220 |
94.295 |
0.925 |
1.0% |
0.621 |
0.7% |
37% |
False |
False |
21,682 |
10 |
96.420 |
94.295 |
2.125 |
2.2% |
0.625 |
0.7% |
16% |
False |
False |
19,696 |
20 |
98.500 |
94.295 |
4.205 |
4.4% |
0.765 |
0.8% |
8% |
False |
False |
22,562 |
40 |
98.700 |
94.295 |
4.405 |
4.7% |
0.725 |
0.8% |
8% |
False |
False |
11,919 |
60 |
99.985 |
94.295 |
5.690 |
6.0% |
0.724 |
0.8% |
6% |
False |
False |
8,105 |
80 |
99.985 |
94.295 |
5.690 |
6.0% |
0.704 |
0.7% |
6% |
False |
False |
6,115 |
100 |
100.700 |
94.295 |
6.405 |
6.8% |
0.680 |
0.7% |
5% |
False |
False |
4,909 |
120 |
100.700 |
94.295 |
6.405 |
6.8% |
0.622 |
0.7% |
5% |
False |
False |
4,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.264 |
2.618 |
96.391 |
1.618 |
95.856 |
1.000 |
95.525 |
0.618 |
95.321 |
HIGH |
94.990 |
0.618 |
94.786 |
0.500 |
94.723 |
0.382 |
94.659 |
LOW |
94.455 |
0.618 |
94.124 |
1.000 |
93.920 |
1.618 |
93.589 |
2.618 |
93.054 |
4.250 |
92.181 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.723 |
94.713 |
PP |
94.694 |
94.687 |
S1 |
94.666 |
94.662 |
|