ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.615 |
94.635 |
0.020 |
0.0% |
96.270 |
High |
94.990 |
95.075 |
0.085 |
0.1% |
96.420 |
Low |
94.455 |
94.240 |
-0.215 |
-0.2% |
94.295 |
Close |
94.637 |
94.441 |
-0.196 |
-0.2% |
94.618 |
Range |
0.535 |
0.835 |
0.300 |
56.1% |
2.125 |
ATR |
0.715 |
0.723 |
0.009 |
1.2% |
0.000 |
Volume |
21,136 |
32,356 |
11,220 |
53.1% |
116,412 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.090 |
96.601 |
94.900 |
|
R3 |
96.255 |
95.766 |
94.671 |
|
R2 |
95.420 |
95.420 |
94.594 |
|
R1 |
94.931 |
94.931 |
94.518 |
94.758 |
PP |
94.585 |
94.585 |
94.585 |
94.499 |
S1 |
94.096 |
94.096 |
94.364 |
93.923 |
S2 |
93.750 |
93.750 |
94.288 |
|
S3 |
92.915 |
93.261 |
94.211 |
|
S4 |
92.080 |
92.426 |
93.982 |
|
|
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 |
95.100 |
94.240 |
0.860 |
0.9% |
0.656 |
0.7% |
23% |
False |
True |
22,779 |
10 |
96.420 |
94.240 |
2.180 |
2.3% |
0.661 |
0.7% |
9% |
False |
True |
20,897 |
20 |
98.500 |
94.240 |
4.260 |
4.5% |
0.788 |
0.8% |
5% |
False |
True |
23,858 |
40 |
98.700 |
94.240 |
4.460 |
4.7% |
0.719 |
0.8% |
5% |
False |
True |
12,716 |
60 |
99.985 |
94.240 |
5.745 |
6.1% |
0.727 |
0.8% |
3% |
False |
True |
8,642 |
80 |
99.985 |
94.240 |
5.745 |
6.1% |
0.707 |
0.7% |
3% |
False |
True |
6,519 |
100 |
100.700 |
94.240 |
6.460 |
6.8% |
0.685 |
0.7% |
3% |
False |
True |
5,232 |
120 |
100.700 |
94.240 |
6.460 |
6.8% |
0.629 |
0.7% |
3% |
False |
True |
4,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.624 |
2.618 |
97.261 |
1.618 |
96.426 |
1.000 |
95.910 |
0.618 |
95.591 |
HIGH |
95.075 |
0.618 |
94.756 |
0.500 |
94.658 |
0.382 |
94.559 |
LOW |
94.240 |
0.618 |
93.724 |
1.000 |
93.405 |
1.618 |
92.889 |
2.618 |
92.054 |
4.250 |
90.691 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.658 |
94.658 |
PP |
94.585 |
94.585 |
S1 |
94.513 |
94.513 |
|