ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
93.980 |
94.045 |
0.065 |
0.1% |
94.560 |
High |
94.385 |
94.835 |
0.450 |
0.5% |
95.075 |
Low |
93.620 |
94.000 |
0.380 |
0.4% |
94.035 |
Close |
93.945 |
94.762 |
0.817 |
0.9% |
94.252 |
Range |
0.765 |
0.835 |
0.070 |
9.2% |
1.040 |
ATR |
0.706 |
0.719 |
0.013 |
1.9% |
0.000 |
Volume |
23,992 |
26,029 |
2,037 |
8.5% |
110,480 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.037 |
96.735 |
95.221 |
|
R3 |
96.202 |
95.900 |
94.992 |
|
R2 |
95.367 |
95.367 |
94.915 |
|
R1 |
95.065 |
95.065 |
94.839 |
95.216 |
PP |
94.532 |
94.532 |
94.532 |
94.608 |
S1 |
94.230 |
94.230 |
94.685 |
94.381 |
S2 |
93.697 |
93.697 |
94.609 |
|
S3 |
92.862 |
93.395 |
94.532 |
|
S4 |
92.027 |
92.560 |
94.303 |
|
|
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 |
94.835 |
93.620 |
1.215 |
1.3% |
0.690 |
0.7% |
94% |
True |
False |
23,249 |
10 |
95.100 |
93.620 |
1.480 |
1.6% |
0.673 |
0.7% |
77% |
False |
False |
23,014 |
20 |
97.090 |
93.620 |
3.470 |
3.7% |
0.712 |
0.8% |
33% |
False |
False |
21,996 |
40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.712 |
0.8% |
22% |
False |
False |
15,564 |
60 |
99.985 |
93.620 |
6.365 |
6.7% |
0.741 |
0.8% |
18% |
False |
False |
10,555 |
80 |
99.985 |
93.620 |
6.365 |
6.7% |
0.702 |
0.7% |
18% |
False |
False |
7,964 |
100 |
100.700 |
93.620 |
7.080 |
7.5% |
0.697 |
0.7% |
16% |
False |
False |
6,393 |
120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.641 |
0.7% |
16% |
False |
False |
5,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.384 |
2.618 |
97.021 |
1.618 |
96.186 |
1.000 |
95.670 |
0.618 |
95.351 |
HIGH |
94.835 |
0.618 |
94.516 |
0.500 |
94.418 |
0.382 |
94.319 |
LOW |
94.000 |
0.618 |
93.484 |
1.000 |
93.165 |
1.618 |
92.649 |
2.618 |
91.814 |
4.250 |
90.451 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.647 |
94.584 |
PP |
94.532 |
94.406 |
S1 |
94.418 |
94.228 |
|