ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.495 |
94.350 |
-0.145 |
-0.2% |
94.690 |
High |
94.820 |
94.570 |
-0.250 |
-0.3% |
95.180 |
Low |
94.095 |
93.665 |
-0.430 |
-0.5% |
93.845 |
Close |
94.367 |
93.727 |
-0.640 |
-0.7% |
95.080 |
Range |
0.725 |
0.905 |
0.180 |
24.8% |
1.335 |
ATR |
0.674 |
0.691 |
0.016 |
2.4% |
0.000 |
Volume |
26,139 |
29,787 |
3,648 |
14.0% |
113,148 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.702 |
96.120 |
94.225 |
|
R3 |
95.797 |
95.215 |
93.976 |
|
R2 |
94.892 |
94.892 |
93.893 |
|
R1 |
94.310 |
94.310 |
93.810 |
94.149 |
PP |
93.987 |
93.987 |
93.987 |
93.907 |
S1 |
93.405 |
93.405 |
93.644 |
93.244 |
S2 |
93.082 |
93.082 |
93.561 |
|
S3 |
92.177 |
92.500 |
93.478 |
|
S4 |
91.272 |
91.595 |
93.229 |
|
|
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 |
93.665 |
1.515 |
1.6% |
0.689 |
0.7% |
4% |
False |
True |
22,740 |
10 |
95.180 |
93.665 |
1.515 |
1.6% |
0.659 |
0.7% |
4% |
False |
True |
22,180 |
20 |
95.210 |
93.620 |
1.590 |
1.7% |
0.656 |
0.7% |
7% |
False |
False |
22,724 |
40 |
98.500 |
93.620 |
4.880 |
5.2% |
0.732 |
0.8% |
2% |
False |
False |
21,389 |
60 |
98.700 |
93.620 |
5.080 |
5.4% |
0.727 |
0.8% |
2% |
False |
False |
14,549 |
80 |
99.985 |
93.620 |
6.365 |
6.8% |
0.720 |
0.8% |
2% |
False |
False |
11,006 |
100 |
99.985 |
93.620 |
6.365 |
6.8% |
0.697 |
0.7% |
2% |
False |
False |
8,834 |
120 |
100.700 |
93.620 |
7.080 |
7.6% |
0.668 |
0.7% |
2% |
False |
False |
7,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.416 |
2.618 |
96.939 |
1.618 |
96.034 |
1.000 |
95.475 |
0.618 |
95.129 |
HIGH |
94.570 |
0.618 |
94.224 |
0.500 |
94.118 |
0.382 |
94.011 |
LOW |
93.665 |
0.618 |
93.106 |
1.000 |
92.760 |
1.618 |
92.201 |
2.618 |
91.296 |
4.250 |
89.819 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.118 |
94.243 |
PP |
93.987 |
94.071 |
S1 |
93.857 |
93.899 |
|