ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 04-Apr-2016

Day Change Summary
	Previous	Current
	01-Apr-2016	04-Apr-2016	Change	Change %	Previous Week
Open	94.620	94.560	-0.060	-0.1%	96.270
High	95.100	94.830	-0.270	-0.3%	96.420
Low	94.325	94.415	0.090	0.1%	94.295
Close	94.618	94.524	-0.094	-0.1%	94.618
Range	0.775	0.415	-0.360	-46.5%	2.125
ATR	0.753	0.728	-0.024	-3.2%	0.000
Volume	28,247	11,474	-16,773	-59.4%	116,412

Daily Pivots for day following 04-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	95.835	95.594	94.752
R3	95.420	95.179	94.638
R2	95.005	95.005	94.600
R1	94.764	94.764	94.562	94.677
PP	94.590	94.590	94.590	94.546
S1	94.349	94.349	94.486	94.262
S2	94.175	94.175	94.448
S3	93.760	93.934	94.410
S4	93.345	93.519	94.296

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.486	100.177	95.787
R3	99.361	98.052	95.202
R2	97.236	97.236	95.008
R1	95.927	95.927	94.813	95.519
PP	95.111	95.111	95.111	94.907
S1	93.802	93.802	94.423	93.394
S2	92.986	92.986	94.228
S3	90.861	91.677	94.034
S4	88.736	89.552	93.449

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.230	94.295	1.935	2.0%	0.744	0.8%	12%	False	False	23,458
10	96.420	94.295	2.125	2.2%	0.610	0.6%	11%	False	False	18,832
20	98.500	94.295	4.205	4.4%	0.772	0.8%	5%	False	False	21,764
40	98.700	94.295	4.405	4.7%	0.734	0.8%	5%	False	False	11,410
60	99.985	94.295	5.690	6.0%	0.728	0.8%	4%	False	False	7,754
80	99.985	94.295	5.690	6.0%	0.704	0.7%	4%	False	False	5,855
100	100.700	94.295	6.405	6.8%	0.679	0.7%	4%	False	False	4,698
120	100.700	94.295	6.405	6.8%	0.621	0.7%	4%	False	False	3,916

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.137
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	96.594
2.618	95.916
1.618	95.501
1.000	95.245
0.618	95.086
HIGH	94.830
0.618	94.671
0.500	94.623
0.382	94.574
LOW	94.415
0.618	94.159
1.000	94.000
1.618	93.744
2.618	93.329
4.250	92.651

Fisher Pivots for day following 04-Apr-2016
Pivot	1 day	3 day
R1	94.623	94.698
PP	94.590	94.640
S1	94.557	94.582

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols