ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
94.045 |
94.830 |
0.785 |
0.8% |
94.560 |
| High |
94.835 |
95.210 |
0.375 |
0.4% |
95.075 |
| Low |
94.000 |
94.685 |
0.685 |
0.7% |
94.035 |
| Close |
94.762 |
94.908 |
0.146 |
0.2% |
94.252 |
| Range |
0.835 |
0.525 |
-0.310 |
-37.1% |
1.040 |
| ATR |
0.719 |
0.706 |
-0.014 |
-1.9% |
0.000 |
| Volume |
26,029 |
23,228 |
-2,801 |
-10.8% |
110,480 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.509 |
96.234 |
95.197 |
|
| R3 |
95.984 |
95.709 |
95.052 |
|
| R2 |
95.459 |
95.459 |
95.004 |
|
| R1 |
95.184 |
95.184 |
94.956 |
95.322 |
| PP |
94.934 |
94.934 |
94.934 |
95.003 |
| S1 |
94.659 |
94.659 |
94.860 |
94.797 |
| S2 |
94.409 |
94.409 |
94.812 |
|
| S3 |
93.884 |
94.134 |
94.764 |
|
| S4 |
93.359 |
93.609 |
94.619 |
|
|
| 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 |
95.210 |
93.620 |
1.590 |
1.7% |
0.668 |
0.7% |
81% |
True |
False |
22,644 |
| 10 |
95.210 |
93.620 |
1.590 |
1.7% |
0.654 |
0.7% |
81% |
True |
False |
23,269 |
| 20 |
96.420 |
93.620 |
2.800 |
3.0% |
0.661 |
0.7% |
46% |
False |
False |
21,611 |
| 40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.716 |
0.8% |
25% |
False |
False |
16,137 |
| 60 |
99.985 |
93.620 |
6.365 |
6.7% |
0.741 |
0.8% |
20% |
False |
False |
10,941 |
| 80 |
99.985 |
93.620 |
6.365 |
6.7% |
0.703 |
0.7% |
20% |
False |
False |
8,253 |
| 100 |
100.700 |
93.620 |
7.080 |
7.5% |
0.699 |
0.7% |
18% |
False |
False |
6,624 |
| 120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.645 |
0.7% |
18% |
False |
False |
5,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.441 |
|
2.618 |
96.584 |
|
1.618 |
96.059 |
|
1.000 |
95.735 |
|
0.618 |
95.534 |
|
HIGH |
95.210 |
|
0.618 |
95.009 |
|
0.500 |
94.948 |
|
0.382 |
94.886 |
|
LOW |
94.685 |
|
0.618 |
94.361 |
|
1.000 |
94.160 |
|
1.618 |
93.836 |
|
2.618 |
93.311 |
|
4.250 |
92.454 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.948 |
94.744 |
| PP |
94.934 |
94.579 |
| S1 |
94.921 |
94.415 |
|