ICE US Dollar Index Future June 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 |
94.095 |
94.510 |
0.415 |
0.4% |
94.150 |
| High |
94.565 |
94.685 |
0.120 |
0.1% |
95.210 |
| Low |
93.900 |
93.845 |
-0.055 |
-0.1% |
93.620 |
| Close |
94.471 |
94.574 |
0.103 |
0.1% |
94.686 |
| Range |
0.665 |
0.840 |
0.175 |
26.3% |
1.590 |
| ATR |
0.673 |
0.685 |
0.012 |
1.8% |
0.000 |
| Volume |
15,588 |
44,400 |
28,812 |
184.8% |
110,264 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.888 |
96.571 |
95.036 |
|
| R3 |
96.048 |
95.731 |
94.805 |
|
| R2 |
95.208 |
95.208 |
94.728 |
|
| R1 |
94.891 |
94.891 |
94.651 |
95.050 |
| PP |
94.368 |
94.368 |
94.368 |
94.447 |
| S1 |
94.051 |
94.051 |
94.497 |
94.210 |
| S2 |
93.528 |
93.528 |
94.420 |
|
| S3 |
92.688 |
93.211 |
94.343 |
|
| S4 |
91.848 |
92.371 |
94.112 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.275 |
98.571 |
95.561 |
|
| R3 |
97.685 |
96.981 |
95.123 |
|
| R2 |
96.095 |
96.095 |
94.978 |
|
| R1 |
95.391 |
95.391 |
94.832 |
95.743 |
| PP |
94.505 |
94.505 |
94.505 |
94.682 |
| S1 |
93.801 |
93.801 |
94.540 |
94.153 |
| S2 |
92.915 |
92.915 |
94.395 |
|
| S3 |
91.325 |
92.211 |
94.249 |
|
| S4 |
89.735 |
90.621 |
93.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.040 |
93.845 |
1.195 |
1.3% |
0.628 |
0.7% |
61% |
False |
True |
21,621 |
| 10 |
95.210 |
93.620 |
1.590 |
1.7% |
0.648 |
0.7% |
60% |
False |
False |
22,132 |
| 20 |
96.420 |
93.620 |
2.800 |
3.0% |
0.656 |
0.7% |
34% |
False |
False |
22,104 |
| 40 |
98.700 |
93.620 |
5.080 |
5.4% |
0.722 |
0.8% |
19% |
False |
False |
18,721 |
| 60 |
99.955 |
93.620 |
6.335 |
6.7% |
0.752 |
0.8% |
15% |
False |
False |
12,706 |
| 80 |
99.985 |
93.620 |
6.365 |
6.7% |
0.718 |
0.8% |
15% |
False |
False |
9,598 |
| 100 |
100.700 |
93.620 |
7.080 |
7.5% |
0.710 |
0.8% |
13% |
False |
False |
7,703 |
| 120 |
100.700 |
93.620 |
7.080 |
7.5% |
0.662 |
0.7% |
13% |
False |
False |
6,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.255 |
|
2.618 |
96.884 |
|
1.618 |
96.044 |
|
1.000 |
95.525 |
|
0.618 |
95.204 |
|
HIGH |
94.685 |
|
0.618 |
94.364 |
|
0.500 |
94.265 |
|
0.382 |
94.166 |
|
LOW |
93.845 |
|
0.618 |
93.326 |
|
1.000 |
93.005 |
|
1.618 |
92.486 |
|
2.618 |
91.646 |
|
4.250 |
90.275 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.471 |
94.471 |
| PP |
94.368 |
94.368 |
| S1 |
94.265 |
94.265 |
|