ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
94.745 |
94.310 |
-0.435 |
-0.5% |
94.680 |
| High |
94.770 |
94.435 |
-0.335 |
-0.4% |
95.110 |
| Low |
94.240 |
93.880 |
-0.360 |
-0.4% |
94.150 |
| Close |
94.360 |
94.050 |
-0.310 |
-0.3% |
94.360 |
| Range |
0.530 |
0.555 |
0.025 |
4.7% |
0.960 |
| ATR |
0.609 |
0.605 |
-0.004 |
-0.6% |
0.000 |
| Volume |
220 |
272 |
52 |
23.6% |
1,146 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.787 |
95.473 |
94.355 |
|
| R3 |
95.232 |
94.918 |
94.203 |
|
| R2 |
94.677 |
94.677 |
94.152 |
|
| R1 |
94.363 |
94.363 |
94.101 |
94.243 |
| PP |
94.122 |
94.122 |
94.122 |
94.061 |
| S1 |
93.808 |
93.808 |
93.999 |
93.688 |
| S2 |
93.567 |
93.567 |
93.948 |
|
| S3 |
93.012 |
93.253 |
93.897 |
|
| S4 |
92.457 |
92.698 |
93.745 |
|
|
| 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 |
93.880 |
1.230 |
1.3% |
0.588 |
0.6% |
14% |
False |
True |
275 |
| 10 |
96.200 |
93.880 |
2.320 |
2.5% |
0.628 |
0.7% |
7% |
False |
True |
242 |
| 20 |
97.100 |
93.880 |
3.220 |
3.4% |
0.602 |
0.6% |
5% |
False |
True |
193 |
| 40 |
98.745 |
93.880 |
4.865 |
5.2% |
0.532 |
0.6% |
3% |
False |
True |
125 |
| 60 |
100.030 |
93.880 |
6.150 |
6.5% |
0.508 |
0.5% |
3% |
False |
True |
90 |
| 80 |
100.030 |
93.880 |
6.150 |
6.5% |
0.473 |
0.5% |
3% |
False |
True |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.794 |
|
2.618 |
95.888 |
|
1.618 |
95.333 |
|
1.000 |
94.990 |
|
0.618 |
94.778 |
|
HIGH |
94.435 |
|
0.618 |
94.223 |
|
0.500 |
94.158 |
|
0.382 |
94.092 |
|
LOW |
93.880 |
|
0.618 |
93.537 |
|
1.000 |
93.325 |
|
1.618 |
92.982 |
|
2.618 |
92.427 |
|
4.250 |
91.521 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.158 |
94.325 |
| PP |
94.122 |
94.233 |
| S1 |
94.086 |
94.142 |
|