ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.585 |
94.150 |
-0.435 |
-0.5% |
94.560 |
High |
94.700 |
94.350 |
-0.350 |
-0.4% |
95.075 |
Low |
94.090 |
93.745 |
-0.345 |
-0.4% |
94.035 |
Close |
94.252 |
93.942 |
-0.310 |
-0.3% |
94.252 |
Range |
0.610 |
0.605 |
-0.005 |
-0.8% |
1.040 |
ATR |
0.709 |
0.702 |
-0.007 |
-1.1% |
0.000 |
Volume |
19,260 |
20,714 |
1,454 |
7.5% |
110,480 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.827 |
95.490 |
94.275 |
|
R3 |
95.222 |
94.885 |
94.108 |
|
R2 |
94.617 |
94.617 |
94.053 |
|
R1 |
94.280 |
94.280 |
93.997 |
94.146 |
PP |
94.012 |
94.012 |
94.012 |
93.946 |
S1 |
93.675 |
93.675 |
93.887 |
93.541 |
S2 |
93.407 |
93.407 |
93.831 |
|
S3 |
92.802 |
93.070 |
93.776 |
|
S4 |
92.197 |
92.465 |
93.609 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.574 |
96.953 |
94.824 |
|
R3 |
96.534 |
95.913 |
94.538 |
|
R2 |
95.494 |
95.494 |
94.443 |
|
R1 |
94.873 |
94.873 |
94.347 |
94.664 |
PP |
94.454 |
94.454 |
94.454 |
94.349 |
S1 |
93.833 |
93.833 |
94.157 |
93.624 |
S2 |
93.414 |
93.414 |
94.061 |
|
S3 |
92.374 |
92.793 |
93.966 |
|
S4 |
91.334 |
91.753 |
93.680 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.075 |
93.745 |
1.330 |
1.4% |
0.644 |
0.7% |
15% |
False |
True |
23,944 |
10 |
96.230 |
93.745 |
2.485 |
2.6% |
0.694 |
0.7% |
8% |
False |
True |
23,701 |
20 |
97.090 |
93.745 |
3.345 |
3.6% |
0.683 |
0.7% |
6% |
False |
True |
20,877 |
40 |
98.700 |
93.745 |
4.955 |
5.3% |
0.710 |
0.8% |
4% |
False |
True |
14,332 |
60 |
99.985 |
93.745 |
6.240 |
6.6% |
0.726 |
0.8% |
3% |
False |
True |
9,726 |
80 |
99.985 |
93.745 |
6.240 |
6.6% |
0.697 |
0.7% |
3% |
False |
True |
7,342 |
100 |
100.700 |
93.745 |
6.955 |
7.4% |
0.692 |
0.7% |
3% |
False |
True |
5,894 |
120 |
100.700 |
93.745 |
6.955 |
7.4% |
0.642 |
0.7% |
3% |
False |
True |
4,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.921 |
2.618 |
95.934 |
1.618 |
95.329 |
1.000 |
94.955 |
0.618 |
94.724 |
HIGH |
94.350 |
0.618 |
94.119 |
0.500 |
94.048 |
0.382 |
93.976 |
LOW |
93.745 |
0.618 |
93.371 |
1.000 |
93.140 |
1.618 |
92.766 |
2.618 |
92.161 |
4.250 |
91.174 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.048 |
94.223 |
PP |
94.012 |
94.129 |
S1 |
93.977 |
94.036 |
|