ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
95.045 |
94.730 |
-0.315 |
-0.3% |
94.690 |
High |
95.100 |
94.775 |
-0.325 |
-0.3% |
95.180 |
Low |
94.650 |
94.155 |
-0.495 |
-0.5% |
93.845 |
Close |
94.801 |
94.543 |
-0.258 |
-0.3% |
95.080 |
Range |
0.450 |
0.620 |
0.170 |
37.8% |
1.335 |
ATR |
0.672 |
0.671 |
-0.002 |
-0.3% |
0.000 |
Volume |
15,038 |
21,392 |
6,354 |
42.3% |
113,148 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.351 |
96.067 |
94.884 |
|
R3 |
95.731 |
95.447 |
94.714 |
|
R2 |
95.111 |
95.111 |
94.657 |
|
R1 |
94.827 |
94.827 |
94.600 |
94.659 |
PP |
94.491 |
94.491 |
94.491 |
94.407 |
S1 |
94.207 |
94.207 |
94.486 |
94.039 |
S2 |
93.871 |
93.871 |
94.429 |
|
S3 |
93.251 |
93.587 |
94.373 |
|
S4 |
92.631 |
92.967 |
94.202 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.707 |
98.228 |
95.814 |
|
R3 |
97.372 |
96.893 |
95.447 |
|
R2 |
96.037 |
96.037 |
95.325 |
|
R1 |
95.558 |
95.558 |
95.202 |
95.798 |
PP |
94.702 |
94.702 |
94.702 |
94.821 |
S1 |
94.223 |
94.223 |
94.958 |
94.463 |
S2 |
93.367 |
93.367 |
94.835 |
|
S3 |
92.032 |
92.888 |
94.713 |
|
S4 |
90.697 |
91.553 |
94.346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.180 |
93.845 |
1.335 |
1.4% |
0.664 |
0.7% |
52% |
False |
False |
23,552 |
10 |
95.210 |
93.845 |
1.365 |
1.4% |
0.632 |
0.7% |
51% |
False |
False |
21,513 |
20 |
95.220 |
93.620 |
1.600 |
1.7% |
0.644 |
0.7% |
58% |
False |
False |
22,306 |
40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.713 |
0.8% |
18% |
False |
False |
20,044 |
60 |
99.190 |
93.620 |
5.570 |
5.9% |
0.738 |
0.8% |
17% |
False |
False |
13,638 |
80 |
99.985 |
93.620 |
6.365 |
6.7% |
0.717 |
0.8% |
15% |
False |
False |
10,312 |
100 |
99.985 |
93.620 |
6.365 |
6.7% |
0.692 |
0.7% |
15% |
False |
False |
8,276 |
120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.671 |
0.7% |
13% |
False |
False |
6,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.410 |
2.618 |
96.398 |
1.618 |
95.778 |
1.000 |
95.395 |
0.618 |
95.158 |
HIGH |
94.775 |
0.618 |
94.538 |
0.500 |
94.465 |
0.382 |
94.392 |
LOW |
94.155 |
0.618 |
93.772 |
1.000 |
93.535 |
1.618 |
93.152 |
2.618 |
92.532 |
4.250 |
91.520 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.517 |
94.668 |
PP |
94.491 |
94.626 |
S1 |
94.465 |
94.585 |
|