ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.830 |
94.910 |
0.080 |
0.1% |
94.150 |
High |
95.210 |
95.040 |
-0.170 |
-0.2% |
95.210 |
Low |
94.685 |
94.485 |
-0.200 |
-0.2% |
93.620 |
Close |
94.908 |
94.686 |
-0.222 |
-0.2% |
94.686 |
Range |
0.525 |
0.555 |
0.030 |
5.7% |
1.590 |
ATR |
0.706 |
0.695 |
-0.011 |
-1.5% |
0.000 |
Volume |
23,228 |
16,301 |
-6,927 |
-29.8% |
110,264 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.402 |
96.099 |
94.991 |
|
R3 |
95.847 |
95.544 |
94.839 |
|
R2 |
95.292 |
95.292 |
94.788 |
|
R1 |
94.989 |
94.989 |
94.737 |
94.863 |
PP |
94.737 |
94.737 |
94.737 |
94.674 |
S1 |
94.434 |
94.434 |
94.635 |
94.308 |
S2 |
94.182 |
94.182 |
94.584 |
|
S3 |
93.627 |
93.879 |
94.533 |
|
S4 |
93.072 |
93.324 |
94.381 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.275 |
98.571 |
95.561 |
|
R3 |
97.685 |
96.981 |
95.123 |
|
R2 |
96.095 |
96.095 |
94.978 |
|
R1 |
95.391 |
95.391 |
94.832 |
95.743 |
PP |
94.505 |
94.505 |
94.505 |
94.682 |
S1 |
93.801 |
93.801 |
94.540 |
94.153 |
S2 |
92.915 |
92.915 |
94.395 |
|
S3 |
91.325 |
92.211 |
94.249 |
|
S4 |
89.735 |
90.621 |
93.812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.210 |
93.620 |
1.590 |
1.7% |
0.657 |
0.7% |
67% |
False |
False |
22,052 |
10 |
95.210 |
93.620 |
1.590 |
1.7% |
0.632 |
0.7% |
67% |
False |
False |
22,074 |
20 |
96.420 |
93.620 |
2.800 |
3.0% |
0.630 |
0.7% |
38% |
False |
False |
20,899 |
40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.720 |
0.8% |
21% |
False |
False |
16,535 |
60 |
99.955 |
93.620 |
6.335 |
6.7% |
0.735 |
0.8% |
17% |
False |
False |
11,201 |
80 |
99.985 |
93.620 |
6.365 |
6.7% |
0.704 |
0.7% |
17% |
False |
False |
8,455 |
100 |
100.700 |
93.620 |
7.080 |
7.5% |
0.702 |
0.7% |
15% |
False |
False |
6,787 |
120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.650 |
0.7% |
15% |
False |
False |
5,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.399 |
2.618 |
96.493 |
1.618 |
95.938 |
1.000 |
95.595 |
0.618 |
95.383 |
HIGH |
95.040 |
0.618 |
94.828 |
0.500 |
94.763 |
0.382 |
94.697 |
LOW |
94.485 |
0.618 |
94.142 |
1.000 |
93.930 |
1.618 |
93.587 |
2.618 |
93.032 |
4.250 |
92.126 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.763 |
94.659 |
PP |
94.737 |
94.632 |
S1 |
94.712 |
94.605 |
|