ICE US Dollar Index Future September 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 |
94.670 |
94.680 |
0.010 |
0.0% |
96.445 |
| High |
95.135 |
94.895 |
-0.240 |
-0.3% |
96.445 |
| Low |
94.470 |
94.500 |
0.030 |
0.0% |
94.450 |
| Close |
94.688 |
94.589 |
-0.099 |
-0.1% |
94.688 |
| Range |
0.665 |
0.395 |
-0.270 |
-40.6% |
1.995 |
| ATR |
0.630 |
0.614 |
-0.017 |
-2.7% |
0.000 |
| Volume |
225 |
39 |
-186 |
-82.7% |
1,252 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.846 |
95.613 |
94.806 |
|
| R3 |
95.451 |
95.218 |
94.698 |
|
| R2 |
95.056 |
95.056 |
94.661 |
|
| R1 |
94.823 |
94.823 |
94.625 |
94.742 |
| PP |
94.661 |
94.661 |
94.661 |
94.621 |
| S1 |
94.428 |
94.428 |
94.553 |
94.347 |
| S2 |
94.266 |
94.266 |
94.517 |
|
| S3 |
93.871 |
94.033 |
94.480 |
|
| S4 |
93.476 |
93.638 |
94.372 |
|
|
| 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 |
96.200 |
94.450 |
1.750 |
1.9% |
0.668 |
0.7% |
8% |
False |
False |
208 |
| 10 |
96.445 |
94.450 |
1.995 |
2.1% |
0.538 |
0.6% |
7% |
False |
False |
184 |
| 20 |
98.500 |
94.450 |
4.050 |
4.3% |
0.664 |
0.7% |
3% |
False |
False |
161 |
| 40 |
98.745 |
94.450 |
4.295 |
4.5% |
0.515 |
0.5% |
3% |
False |
False |
92 |
| 60 |
100.030 |
94.450 |
5.580 |
5.9% |
0.485 |
0.5% |
2% |
False |
False |
68 |
| 80 |
100.030 |
94.450 |
5.580 |
5.9% |
0.469 |
0.5% |
2% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.574 |
|
2.618 |
95.929 |
|
1.618 |
95.534 |
|
1.000 |
95.290 |
|
0.618 |
95.139 |
|
HIGH |
94.895 |
|
0.618 |
94.744 |
|
0.500 |
94.698 |
|
0.382 |
94.651 |
|
LOW |
94.500 |
|
0.618 |
94.256 |
|
1.000 |
94.105 |
|
1.618 |
93.861 |
|
2.618 |
93.466 |
|
4.250 |
92.821 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.698 |
94.793 |
| PP |
94.661 |
94.725 |
| S1 |
94.625 |
94.657 |
|