ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.150 |
93.980 |
-0.170 |
-0.2% |
94.560 |
High |
94.350 |
94.385 |
0.035 |
0.0% |
95.075 |
Low |
93.745 |
93.620 |
-0.125 |
-0.1% |
94.035 |
Close |
93.942 |
93.945 |
0.003 |
0.0% |
94.252 |
Range |
0.605 |
0.765 |
0.160 |
26.4% |
1.040 |
ATR |
0.702 |
0.706 |
0.005 |
0.6% |
0.000 |
Volume |
20,714 |
23,992 |
3,278 |
15.8% |
110,480 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.278 |
95.877 |
94.366 |
|
R3 |
95.513 |
95.112 |
94.155 |
|
R2 |
94.748 |
94.748 |
94.085 |
|
R1 |
94.347 |
94.347 |
94.015 |
94.165 |
PP |
93.983 |
93.983 |
93.983 |
93.893 |
S1 |
93.582 |
93.582 |
93.875 |
93.400 |
S2 |
93.218 |
93.218 |
93.805 |
|
S3 |
92.453 |
92.817 |
93.735 |
|
S4 |
91.688 |
92.052 |
93.524 |
|
|
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 |
93.620 |
1.455 |
1.5% |
0.690 |
0.7% |
22% |
False |
True |
24,515 |
10 |
95.220 |
93.620 |
1.600 |
1.7% |
0.656 |
0.7% |
20% |
False |
True |
23,098 |
20 |
97.090 |
93.620 |
3.470 |
3.7% |
0.691 |
0.7% |
9% |
False |
True |
21,319 |
40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.707 |
0.8% |
6% |
False |
True |
14,923 |
60 |
99.985 |
93.620 |
6.365 |
6.8% |
0.734 |
0.8% |
5% |
False |
True |
10,124 |
80 |
99.985 |
93.620 |
6.365 |
6.8% |
0.699 |
0.7% |
5% |
False |
True |
7,640 |
100 |
100.700 |
93.620 |
7.080 |
7.5% |
0.693 |
0.7% |
5% |
False |
True |
6,133 |
120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.641 |
0.7% |
5% |
False |
True |
5,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.636 |
2.618 |
96.388 |
1.618 |
95.623 |
1.000 |
95.150 |
0.618 |
94.858 |
HIGH |
94.385 |
0.618 |
94.093 |
0.500 |
94.003 |
0.382 |
93.912 |
LOW |
93.620 |
0.618 |
93.147 |
1.000 |
92.855 |
1.618 |
92.382 |
2.618 |
91.617 |
4.250 |
90.369 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.003 |
94.160 |
PP |
93.983 |
94.088 |
S1 |
93.964 |
94.017 |
|