ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
94.860 |
94.670 |
-0.190 |
-0.2% |
96.445 |
| High |
95.090 |
95.135 |
0.045 |
0.0% |
96.445 |
| Low |
94.450 |
94.470 |
0.020 |
0.0% |
94.450 |
| Close |
94.661 |
94.688 |
0.027 |
0.0% |
94.688 |
| Range |
0.640 |
0.665 |
0.025 |
3.9% |
1.995 |
| ATR |
0.628 |
0.630 |
0.003 |
0.4% |
0.000 |
| Volume |
230 |
225 |
-5 |
-2.2% |
1,252 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.759 |
96.389 |
95.054 |
|
| R3 |
96.094 |
95.724 |
94.871 |
|
| R2 |
95.429 |
95.429 |
94.810 |
|
| R1 |
95.059 |
95.059 |
94.749 |
95.244 |
| PP |
94.764 |
94.764 |
94.764 |
94.857 |
| S1 |
94.394 |
94.394 |
94.627 |
94.579 |
| S2 |
94.099 |
94.099 |
94.566 |
|
| S3 |
93.434 |
93.729 |
94.505 |
|
| S4 |
92.769 |
93.064 |
94.322 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.179 |
99.929 |
95.785 |
|
| R3 |
99.184 |
97.934 |
95.237 |
|
| R2 |
97.189 |
97.189 |
95.054 |
|
| R1 |
95.939 |
95.939 |
94.871 |
95.567 |
| PP |
95.194 |
95.194 |
95.194 |
95.008 |
| S1 |
93.944 |
93.944 |
94.505 |
93.572 |
| S2 |
93.199 |
93.199 |
94.322 |
|
| S3 |
91.204 |
91.949 |
94.139 |
|
| S4 |
89.209 |
89.954 |
93.591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.445 |
94.450 |
1.995 |
2.1% |
0.687 |
0.7% |
12% |
False |
False |
250 |
| 10 |
96.445 |
94.450 |
1.995 |
2.1% |
0.551 |
0.6% |
12% |
False |
False |
211 |
| 20 |
98.500 |
94.450 |
4.050 |
4.3% |
0.670 |
0.7% |
6% |
False |
False |
161 |
| 40 |
98.745 |
94.450 |
4.295 |
4.5% |
0.515 |
0.5% |
6% |
False |
False |
92 |
| 60 |
100.030 |
94.450 |
5.580 |
5.9% |
0.483 |
0.5% |
4% |
False |
False |
67 |
| 80 |
100.030 |
94.450 |
5.580 |
5.9% |
0.477 |
0.5% |
4% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.961 |
|
2.618 |
96.876 |
|
1.618 |
96.211 |
|
1.000 |
95.800 |
|
0.618 |
95.546 |
|
HIGH |
95.135 |
|
0.618 |
94.881 |
|
0.500 |
94.803 |
|
0.382 |
94.724 |
|
LOW |
94.470 |
|
0.618 |
94.059 |
|
1.000 |
93.805 |
|
1.618 |
93.394 |
|
2.618 |
92.729 |
|
4.250 |
91.644 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.803 |
94.868 |
| PP |
94.764 |
94.808 |
| S1 |
94.726 |
94.748 |
|