ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
94.310 |
94.140 |
-0.170 |
-0.2% |
94.680 |
| High |
94.435 |
94.500 |
0.065 |
0.1% |
95.110 |
| Low |
93.880 |
93.770 |
-0.110 |
-0.1% |
94.150 |
| Close |
94.050 |
94.060 |
0.010 |
0.0% |
94.360 |
| Range |
0.555 |
0.730 |
0.175 |
31.5% |
0.960 |
| ATR |
0.605 |
0.614 |
0.009 |
1.5% |
0.000 |
| Volume |
272 |
289 |
17 |
6.3% |
1,146 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.300 |
95.910 |
94.462 |
|
| R3 |
95.570 |
95.180 |
94.261 |
|
| R2 |
94.840 |
94.840 |
94.194 |
|
| R1 |
94.450 |
94.450 |
94.127 |
94.280 |
| PP |
94.110 |
94.110 |
94.110 |
94.025 |
| S1 |
93.720 |
93.720 |
93.993 |
93.550 |
| S2 |
93.380 |
93.380 |
93.926 |
|
| S3 |
92.650 |
92.990 |
93.859 |
|
| S4 |
91.920 |
92.260 |
93.659 |
|
|
| 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 |
93.770 |
1.340 |
1.4% |
0.636 |
0.7% |
22% |
False |
True |
298 |
| 10 |
95.285 |
93.770 |
1.515 |
1.6% |
0.598 |
0.6% |
19% |
False |
True |
240 |
| 20 |
97.100 |
93.770 |
3.330 |
3.5% |
0.618 |
0.7% |
9% |
False |
True |
207 |
| 40 |
98.745 |
93.770 |
4.975 |
5.3% |
0.544 |
0.6% |
6% |
False |
True |
132 |
| 60 |
100.030 |
93.770 |
6.260 |
6.7% |
0.520 |
0.6% |
5% |
False |
True |
95 |
| 80 |
100.030 |
93.770 |
6.260 |
6.7% |
0.473 |
0.5% |
5% |
False |
True |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.603 |
|
2.618 |
96.411 |
|
1.618 |
95.681 |
|
1.000 |
95.230 |
|
0.618 |
94.951 |
|
HIGH |
94.500 |
|
0.618 |
94.221 |
|
0.500 |
94.135 |
|
0.382 |
94.049 |
|
LOW |
93.770 |
|
0.618 |
93.319 |
|
1.000 |
93.040 |
|
1.618 |
92.589 |
|
2.618 |
91.859 |
|
4.250 |
90.668 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.135 |
94.270 |
| PP |
94.110 |
94.200 |
| S1 |
94.085 |
94.130 |
|