ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.690 |
94.500 |
-0.190 |
-0.2% |
94.150 |
High |
94.810 |
94.525 |
-0.285 |
-0.3% |
95.210 |
Low |
94.365 |
93.890 |
-0.475 |
-0.5% |
93.620 |
Close |
94.460 |
93.947 |
-0.513 |
-0.5% |
94.686 |
Range |
0.445 |
0.635 |
0.190 |
42.7% |
1.590 |
ATR |
0.677 |
0.674 |
-0.003 |
-0.4% |
0.000 |
Volume |
14,290 |
17,526 |
3,236 |
22.6% |
110,264 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.026 |
95.621 |
94.296 |
|
R3 |
95.391 |
94.986 |
94.122 |
|
R2 |
94.756 |
94.756 |
94.063 |
|
R1 |
94.351 |
94.351 |
94.005 |
94.236 |
PP |
94.121 |
94.121 |
94.121 |
94.063 |
S1 |
93.716 |
93.716 |
93.889 |
93.601 |
S2 |
93.486 |
93.486 |
93.831 |
|
S3 |
92.851 |
93.081 |
93.772 |
|
S4 |
92.216 |
92.446 |
93.598 |
|
|
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 |
93.890 |
1.320 |
1.4% |
0.599 |
0.6% |
4% |
False |
True |
19,474 |
10 |
95.210 |
93.620 |
1.590 |
1.7% |
0.645 |
0.7% |
21% |
False |
False |
21,995 |
20 |
96.420 |
93.620 |
2.800 |
3.0% |
0.635 |
0.7% |
12% |
False |
False |
20,845 |
40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.709 |
0.8% |
6% |
False |
False |
17,289 |
60 |
99.955 |
93.620 |
6.335 |
6.7% |
0.740 |
0.8% |
5% |
False |
False |
11,716 |
80 |
99.985 |
93.620 |
6.365 |
6.8% |
0.708 |
0.8% |
5% |
False |
False |
8,851 |
100 |
100.700 |
93.620 |
7.080 |
7.5% |
0.703 |
0.7% |
5% |
False |
False |
7,104 |
120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.655 |
0.7% |
5% |
False |
False |
5,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.224 |
2.618 |
96.187 |
1.618 |
95.552 |
1.000 |
95.160 |
0.618 |
94.917 |
HIGH |
94.525 |
0.618 |
94.282 |
0.500 |
94.208 |
0.382 |
94.133 |
LOW |
93.890 |
0.618 |
93.498 |
1.000 |
93.255 |
1.618 |
92.863 |
2.618 |
92.228 |
4.250 |
91.191 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.208 |
94.465 |
PP |
94.121 |
94.292 |
S1 |
94.034 |
94.120 |
|