ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.500 |
94.095 |
-0.405 |
-0.4% |
94.150 |
High |
94.525 |
94.565 |
0.040 |
0.0% |
95.210 |
Low |
93.890 |
93.900 |
0.010 |
0.0% |
93.620 |
Close |
93.947 |
94.471 |
0.524 |
0.6% |
94.686 |
Range |
0.635 |
0.665 |
0.030 |
4.7% |
1.590 |
ATR |
0.674 |
0.673 |
-0.001 |
-0.1% |
0.000 |
Volume |
17,526 |
15,588 |
-1,938 |
-11.1% |
110,264 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.307 |
96.054 |
94.837 |
|
R3 |
95.642 |
95.389 |
94.654 |
|
R2 |
94.977 |
94.977 |
94.593 |
|
R1 |
94.724 |
94.724 |
94.532 |
94.851 |
PP |
94.312 |
94.312 |
94.312 |
94.375 |
S1 |
94.059 |
94.059 |
94.410 |
94.186 |
S2 |
93.647 |
93.647 |
94.349 |
|
S3 |
92.982 |
93.394 |
94.288 |
|
S4 |
92.317 |
92.729 |
94.105 |
|
|
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% |
0.565 |
0.6% |
44% |
False |
False |
17,386 |
10 |
95.210 |
93.620 |
1.590 |
1.7% |
0.628 |
0.7% |
54% |
False |
False |
20,318 |
20 |
96.420 |
93.620 |
2.800 |
3.0% |
0.644 |
0.7% |
30% |
False |
False |
20,607 |
40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.717 |
0.8% |
17% |
False |
False |
17,660 |
60 |
99.955 |
93.620 |
6.335 |
6.7% |
0.745 |
0.8% |
13% |
False |
False |
11,972 |
80 |
99.985 |
93.620 |
6.365 |
6.7% |
0.714 |
0.8% |
13% |
False |
False |
9,045 |
100 |
100.700 |
93.620 |
7.080 |
7.5% |
0.706 |
0.7% |
12% |
False |
False |
7,259 |
120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.656 |
0.7% |
12% |
False |
False |
6,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.391 |
2.618 |
96.306 |
1.618 |
95.641 |
1.000 |
95.230 |
0.618 |
94.976 |
HIGH |
94.565 |
0.618 |
94.311 |
0.500 |
94.233 |
0.382 |
94.154 |
LOW |
93.900 |
0.618 |
93.489 |
1.000 |
93.235 |
1.618 |
92.824 |
2.618 |
92.159 |
4.250 |
91.074 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.392 |
94.431 |
PP |
94.312 |
94.390 |
S1 |
94.233 |
94.350 |
|