ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
94.195 |
94.620 |
0.425 |
0.5% |
94.310 |
High |
94.665 |
94.760 |
0.095 |
0.1% |
95.270 |
Low |
94.020 |
93.975 |
-0.045 |
0.0% |
93.770 |
Close |
94.579 |
94.674 |
0.095 |
0.1% |
94.799 |
Range |
0.645 |
0.785 |
0.140 |
21.7% |
1.500 |
ATR |
0.603 |
0.616 |
0.013 |
2.2% |
0.000 |
Volume |
139 |
577 |
438 |
315.1% |
1,595 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.825 |
96.534 |
95.106 |
|
R3 |
96.040 |
95.749 |
94.890 |
|
R2 |
95.255 |
95.255 |
94.818 |
|
R1 |
94.964 |
94.964 |
94.746 |
95.110 |
PP |
94.470 |
94.470 |
94.470 |
94.542 |
S1 |
94.179 |
94.179 |
94.602 |
94.325 |
S2 |
93.685 |
93.685 |
94.530 |
|
S3 |
92.900 |
93.394 |
94.458 |
|
S4 |
92.115 |
92.609 |
94.242 |
|
|
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 |
95.150 |
93.975 |
1.175 |
1.2% |
0.599 |
0.6% |
59% |
False |
True |
286 |
10 |
95.270 |
93.770 |
1.500 |
1.6% |
0.607 |
0.6% |
60% |
False |
False |
304 |
20 |
96.445 |
93.770 |
2.675 |
2.8% |
0.602 |
0.6% |
34% |
False |
False |
270 |
40 |
98.745 |
93.770 |
4.975 |
5.3% |
0.615 |
0.6% |
18% |
False |
False |
184 |
60 |
99.980 |
93.770 |
6.210 |
6.6% |
0.553 |
0.6% |
15% |
False |
False |
132 |
80 |
100.030 |
93.770 |
6.260 |
6.6% |
0.509 |
0.5% |
14% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.096 |
2.618 |
96.815 |
1.618 |
96.030 |
1.000 |
95.545 |
0.618 |
95.245 |
HIGH |
94.760 |
0.618 |
94.460 |
0.500 |
94.368 |
0.382 |
94.275 |
LOW |
93.975 |
0.618 |
93.490 |
1.000 |
93.190 |
1.618 |
92.705 |
2.618 |
91.920 |
4.250 |
90.639 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
94.572 |
94.572 |
PP |
94.470 |
94.470 |
S1 |
94.368 |
94.368 |
|