ICE US Dollar Index Future September 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 |
94.610 |
94.195 |
-0.415 |
-0.4% |
94.310 |
High |
94.620 |
94.665 |
0.045 |
0.0% |
95.270 |
Low |
94.015 |
94.020 |
0.005 |
0.0% |
93.770 |
Close |
94.062 |
94.579 |
0.517 |
0.5% |
94.799 |
Range |
0.605 |
0.645 |
0.040 |
6.6% |
1.500 |
ATR |
0.600 |
0.603 |
0.003 |
0.5% |
0.000 |
Volume |
360 |
139 |
-221 |
-61.4% |
1,595 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.356 |
96.113 |
94.934 |
|
R3 |
95.711 |
95.468 |
94.756 |
|
R2 |
95.066 |
95.066 |
94.697 |
|
R1 |
94.823 |
94.823 |
94.638 |
94.945 |
PP |
94.421 |
94.421 |
94.421 |
94.482 |
S1 |
94.178 |
94.178 |
94.520 |
94.300 |
S2 |
93.776 |
93.776 |
94.461 |
|
S3 |
93.131 |
93.533 |
94.402 |
|
S4 |
92.486 |
92.888 |
94.224 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.113 |
98.456 |
95.624 |
|
R3 |
97.613 |
96.956 |
95.212 |
|
R2 |
96.113 |
96.113 |
95.074 |
|
R1 |
95.456 |
95.456 |
94.937 |
95.785 |
PP |
94.613 |
94.613 |
94.613 |
94.777 |
S1 |
93.956 |
93.956 |
94.662 |
94.285 |
S2 |
93.113 |
93.113 |
94.524 |
|
S3 |
91.613 |
92.456 |
94.387 |
|
S4 |
90.113 |
90.956 |
93.974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.270 |
94.015 |
1.255 |
1.3% |
0.533 |
0.6% |
45% |
False |
False |
256 |
10 |
95.270 |
93.770 |
1.500 |
1.6% |
0.591 |
0.6% |
54% |
False |
False |
286 |
20 |
96.445 |
93.770 |
2.675 |
2.8% |
0.588 |
0.6% |
30% |
False |
False |
247 |
40 |
98.745 |
93.770 |
4.975 |
5.3% |
0.608 |
0.6% |
16% |
False |
False |
173 |
60 |
99.980 |
93.770 |
6.210 |
6.6% |
0.547 |
0.6% |
13% |
False |
False |
122 |
80 |
100.030 |
93.770 |
6.260 |
6.6% |
0.503 |
0.5% |
13% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.406 |
2.618 |
96.354 |
1.618 |
95.709 |
1.000 |
95.310 |
0.618 |
95.064 |
HIGH |
94.665 |
0.618 |
94.419 |
0.500 |
94.343 |
0.382 |
94.266 |
LOW |
94.020 |
0.618 |
93.621 |
1.000 |
93.375 |
1.618 |
92.976 |
2.618 |
92.331 |
4.250 |
91.279 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.500 |
94.538 |
PP |
94.421 |
94.496 |
S1 |
94.343 |
94.455 |
|