ICE US Dollar Index Future September 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 |
94.520 |
94.745 |
0.225 |
0.2% |
94.680 |
| High |
94.765 |
94.770 |
0.005 |
0.0% |
95.110 |
| Low |
94.150 |
94.240 |
0.090 |
0.1% |
94.150 |
| Close |
94.597 |
94.360 |
-0.237 |
-0.3% |
94.360 |
| Range |
0.615 |
0.530 |
-0.085 |
-13.8% |
0.960 |
| ATR |
0.615 |
0.609 |
-0.006 |
-1.0% |
0.000 |
| Volume |
390 |
220 |
-170 |
-43.6% |
1,146 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.047 |
95.733 |
94.651 |
|
| R3 |
95.517 |
95.203 |
94.506 |
|
| R2 |
94.987 |
94.987 |
94.457 |
|
| R1 |
94.673 |
94.673 |
94.409 |
94.565 |
| PP |
94.457 |
94.457 |
94.457 |
94.403 |
| S1 |
94.143 |
94.143 |
94.311 |
94.035 |
| S2 |
93.927 |
93.927 |
94.263 |
|
| S3 |
93.397 |
93.613 |
94.214 |
|
| S4 |
92.867 |
93.083 |
94.069 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.420 |
96.850 |
94.888 |
|
| R3 |
96.460 |
95.890 |
94.624 |
|
| R2 |
95.500 |
95.500 |
94.536 |
|
| R1 |
94.930 |
94.930 |
94.448 |
94.735 |
| PP |
94.540 |
94.540 |
94.540 |
94.443 |
| S1 |
93.970 |
93.970 |
94.272 |
93.775 |
| S2 |
93.580 |
93.580 |
94.184 |
|
| S3 |
92.620 |
93.010 |
94.096 |
|
| S4 |
91.660 |
92.050 |
93.832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.110 |
94.150 |
0.960 |
1.0% |
0.556 |
0.6% |
22% |
False |
False |
229 |
| 10 |
96.445 |
94.150 |
2.295 |
2.4% |
0.622 |
0.7% |
9% |
False |
False |
239 |
| 20 |
97.100 |
94.150 |
2.950 |
3.1% |
0.595 |
0.6% |
7% |
False |
False |
183 |
| 40 |
98.745 |
94.150 |
4.595 |
4.9% |
0.530 |
0.6% |
5% |
False |
False |
119 |
| 60 |
100.030 |
94.150 |
5.880 |
6.2% |
0.505 |
0.5% |
4% |
False |
False |
86 |
| 80 |
100.030 |
94.150 |
5.880 |
6.2% |
0.468 |
0.5% |
4% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.022 |
|
2.618 |
96.158 |
|
1.618 |
95.628 |
|
1.000 |
95.300 |
|
0.618 |
95.098 |
|
HIGH |
94.770 |
|
0.618 |
94.568 |
|
0.500 |
94.505 |
|
0.382 |
94.442 |
|
LOW |
94.240 |
|
0.618 |
93.912 |
|
1.000 |
93.710 |
|
1.618 |
93.382 |
|
2.618 |
92.852 |
|
4.250 |
91.988 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.505 |
94.630 |
| PP |
94.457 |
94.540 |
| S1 |
94.408 |
94.450 |
|