ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
94.455 |
94.585 |
0.130 |
0.1% |
94.560 |
| High |
94.670 |
94.700 |
0.030 |
0.0% |
95.075 |
| Low |
94.035 |
94.090 |
0.055 |
0.1% |
94.035 |
| Close |
94.504 |
94.252 |
-0.252 |
-0.3% |
94.252 |
| Range |
0.635 |
0.610 |
-0.025 |
-3.9% |
1.040 |
| ATR |
0.717 |
0.709 |
-0.008 |
-1.1% |
0.000 |
| Volume |
26,254 |
19,260 |
-6,994 |
-26.6% |
110,480 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.177 |
95.825 |
94.588 |
|
| R3 |
95.567 |
95.215 |
94.420 |
|
| R2 |
94.957 |
94.957 |
94.364 |
|
| R1 |
94.605 |
94.605 |
94.308 |
94.476 |
| PP |
94.347 |
94.347 |
94.347 |
94.283 |
| S1 |
93.995 |
93.995 |
94.196 |
93.866 |
| S2 |
93.737 |
93.737 |
94.140 |
|
| S3 |
93.127 |
93.385 |
94.084 |
|
| S4 |
92.517 |
92.775 |
93.917 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.574 |
96.953 |
94.824 |
|
| R3 |
96.534 |
95.913 |
94.538 |
|
| R2 |
95.494 |
95.494 |
94.443 |
|
| R1 |
94.873 |
94.873 |
94.347 |
94.664 |
| PP |
94.454 |
94.454 |
94.454 |
94.349 |
| S1 |
93.833 |
93.833 |
94.157 |
93.624 |
| S2 |
93.414 |
93.414 |
94.061 |
|
| S3 |
92.374 |
92.793 |
93.966 |
|
| S4 |
91.334 |
91.753 |
93.680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.075 |
94.035 |
1.040 |
1.1% |
0.606 |
0.6% |
21% |
False |
False |
22,096 |
| 10 |
96.420 |
94.035 |
2.385 |
2.5% |
0.692 |
0.7% |
9% |
False |
False |
22,689 |
| 20 |
97.090 |
94.035 |
3.055 |
3.2% |
0.692 |
0.7% |
7% |
False |
False |
21,581 |
| 40 |
98.700 |
94.035 |
4.665 |
4.9% |
0.712 |
0.8% |
5% |
False |
False |
13,829 |
| 60 |
99.985 |
94.035 |
5.950 |
6.3% |
0.729 |
0.8% |
4% |
False |
False |
9,387 |
| 80 |
99.985 |
94.035 |
5.950 |
6.3% |
0.701 |
0.7% |
4% |
False |
False |
7,085 |
| 100 |
100.700 |
94.035 |
6.665 |
7.1% |
0.691 |
0.7% |
3% |
False |
False |
5,687 |
| 120 |
100.700 |
94.035 |
6.665 |
7.1% |
0.637 |
0.7% |
3% |
False |
False |
4,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.293 |
|
2.618 |
96.297 |
|
1.618 |
95.687 |
|
1.000 |
95.310 |
|
0.618 |
95.077 |
|
HIGH |
94.700 |
|
0.618 |
94.467 |
|
0.500 |
94.395 |
|
0.382 |
94.323 |
|
LOW |
94.090 |
|
0.618 |
93.713 |
|
1.000 |
93.480 |
|
1.618 |
93.103 |
|
2.618 |
92.493 |
|
4.250 |
91.498 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.395 |
94.555 |
| PP |
94.347 |
94.454 |
| S1 |
94.300 |
94.353 |
|