ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.350 |
93.720 |
-0.630 |
-0.7% |
95.045 |
High |
94.570 |
93.720 |
-0.850 |
-0.9% |
95.100 |
Low |
93.665 |
92.975 |
-0.690 |
-0.7% |
92.975 |
Close |
93.727 |
93.054 |
-0.673 |
-0.7% |
93.054 |
Range |
0.905 |
0.745 |
-0.160 |
-17.7% |
2.125 |
ATR |
0.691 |
0.695 |
0.004 |
0.6% |
0.000 |
Volume |
29,787 |
32,882 |
3,095 |
10.4% |
125,238 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.485 |
95.014 |
93.464 |
|
R3 |
94.740 |
94.269 |
93.259 |
|
R2 |
93.995 |
93.995 |
93.191 |
|
R1 |
93.524 |
93.524 |
93.122 |
93.387 |
PP |
93.250 |
93.250 |
93.250 |
93.181 |
S1 |
92.779 |
92.779 |
92.986 |
92.642 |
S2 |
92.505 |
92.505 |
92.917 |
|
S3 |
91.760 |
92.034 |
92.849 |
|
S4 |
91.015 |
91.289 |
92.644 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.085 |
98.694 |
94.223 |
|
R3 |
97.960 |
96.569 |
93.638 |
|
R2 |
95.835 |
95.835 |
93.444 |
|
R1 |
94.444 |
94.444 |
93.249 |
94.077 |
PP |
93.710 |
93.710 |
93.710 |
93.526 |
S1 |
92.319 |
92.319 |
92.859 |
91.952 |
S2 |
91.585 |
91.585 |
92.664 |
|
S3 |
89.460 |
90.194 |
92.470 |
|
S4 |
87.335 |
88.069 |
91.885 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.100 |
92.975 |
2.125 |
2.3% |
0.689 |
0.7% |
4% |
False |
True |
25,047 |
10 |
95.180 |
92.975 |
2.205 |
2.4% |
0.678 |
0.7% |
4% |
False |
True |
23,838 |
20 |
95.210 |
92.975 |
2.235 |
2.4% |
0.655 |
0.7% |
4% |
False |
True |
22,956 |
40 |
98.500 |
92.975 |
5.525 |
5.9% |
0.728 |
0.8% |
1% |
False |
True |
22,163 |
60 |
98.700 |
92.975 |
5.725 |
6.2% |
0.720 |
0.8% |
1% |
False |
True |
15,085 |
80 |
99.985 |
92.975 |
7.010 |
7.5% |
0.716 |
0.8% |
1% |
False |
True |
11,414 |
100 |
99.985 |
92.975 |
7.010 |
7.5% |
0.701 |
0.8% |
1% |
False |
True |
9,162 |
120 |
100.700 |
92.975 |
7.725 |
8.3% |
0.673 |
0.7% |
1% |
False |
True |
7,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.886 |
2.618 |
95.670 |
1.618 |
94.925 |
1.000 |
94.465 |
0.618 |
94.180 |
HIGH |
93.720 |
0.618 |
93.435 |
0.500 |
93.348 |
0.382 |
93.260 |
LOW |
92.975 |
0.618 |
92.515 |
1.000 |
92.230 |
1.618 |
91.770 |
2.618 |
91.025 |
4.250 |
89.809 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
93.348 |
93.898 |
PP |
93.250 |
93.616 |
S1 |
93.152 |
93.335 |
|