ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.730 |
94.495 |
-0.235 |
-0.2% |
94.690 |
High |
94.775 |
94.820 |
0.045 |
0.0% |
95.180 |
Low |
94.155 |
94.095 |
-0.060 |
-0.1% |
93.845 |
Close |
94.543 |
94.367 |
-0.176 |
-0.2% |
95.080 |
Range |
0.620 |
0.725 |
0.105 |
16.9% |
1.335 |
ATR |
0.671 |
0.674 |
0.004 |
0.6% |
0.000 |
Volume |
21,392 |
26,139 |
4,747 |
22.2% |
113,148 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.602 |
96.210 |
94.766 |
|
R3 |
95.877 |
95.485 |
94.566 |
|
R2 |
95.152 |
95.152 |
94.500 |
|
R1 |
94.760 |
94.760 |
94.433 |
94.594 |
PP |
94.427 |
94.427 |
94.427 |
94.344 |
S1 |
94.035 |
94.035 |
94.301 |
93.869 |
S2 |
93.702 |
93.702 |
94.234 |
|
S3 |
92.977 |
93.310 |
94.168 |
|
S4 |
92.252 |
92.585 |
93.968 |
|
|
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% |
0.676 |
0.7% |
39% |
False |
False |
25,662 |
10 |
95.210 |
93.845 |
1.365 |
1.4% |
0.621 |
0.7% |
38% |
False |
False |
21,524 |
20 |
95.210 |
93.620 |
1.590 |
1.7% |
0.647 |
0.7% |
47% |
False |
False |
22,269 |
40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.720 |
0.8% |
15% |
False |
False |
20,668 |
60 |
99.000 |
93.620 |
5.380 |
5.7% |
0.745 |
0.8% |
14% |
False |
False |
14,071 |
80 |
99.985 |
93.620 |
6.365 |
6.7% |
0.715 |
0.8% |
12% |
False |
False |
10,635 |
100 |
99.985 |
93.620 |
6.365 |
6.7% |
0.693 |
0.7% |
12% |
False |
False |
8,536 |
120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.665 |
0.7% |
11% |
False |
False |
7,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.901 |
2.618 |
96.718 |
1.618 |
95.993 |
1.000 |
95.545 |
0.618 |
95.268 |
HIGH |
94.820 |
0.618 |
94.543 |
0.500 |
94.458 |
0.382 |
94.372 |
LOW |
94.095 |
0.618 |
93.647 |
1.000 |
93.370 |
1.618 |
92.922 |
2.618 |
92.197 |
4.250 |
91.014 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.458 |
94.598 |
PP |
94.427 |
94.521 |
S1 |
94.397 |
94.444 |
|