ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
95.015 |
95.055 |
0.040 |
0.0% |
94.310 |
| High |
95.270 |
95.150 |
-0.120 |
-0.1% |
95.270 |
| Low |
94.815 |
94.600 |
-0.215 |
-0.2% |
93.770 |
| Close |
95.018 |
94.799 |
-0.219 |
-0.2% |
94.799 |
| Range |
0.455 |
0.550 |
0.095 |
20.9% |
1.500 |
| ATR |
0.619 |
0.614 |
-0.005 |
-0.8% |
0.000 |
| Volume |
429 |
198 |
-231 |
-53.8% |
1,595 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.500 |
96.199 |
95.102 |
|
| R3 |
95.950 |
95.649 |
94.950 |
|
| R2 |
95.400 |
95.400 |
94.900 |
|
| R1 |
95.099 |
95.099 |
94.849 |
94.975 |
| PP |
94.850 |
94.850 |
94.850 |
94.787 |
| S1 |
94.549 |
94.549 |
94.749 |
94.425 |
| S2 |
94.300 |
94.300 |
94.698 |
|
| S3 |
93.750 |
93.999 |
94.648 |
|
| S4 |
93.200 |
93.449 |
94.497 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.113 |
98.456 |
95.624 |
|
| R3 |
97.613 |
96.956 |
95.212 |
|
| R2 |
96.113 |
96.113 |
95.074 |
|
| R1 |
95.456 |
95.456 |
94.937 |
95.785 |
| PP |
94.613 |
94.613 |
94.613 |
94.777 |
| S1 |
93.956 |
93.956 |
94.662 |
94.285 |
| S2 |
93.113 |
93.113 |
94.524 |
|
| S3 |
91.613 |
92.456 |
94.387 |
|
| S4 |
90.113 |
90.956 |
93.974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.270 |
93.770 |
1.500 |
1.6% |
0.620 |
0.7% |
69% |
False |
False |
319 |
| 10 |
95.270 |
93.770 |
1.500 |
1.6% |
0.588 |
0.6% |
69% |
False |
False |
274 |
| 20 |
96.445 |
93.770 |
2.675 |
2.8% |
0.570 |
0.6% |
38% |
False |
False |
242 |
| 40 |
98.745 |
93.770 |
4.975 |
5.2% |
0.579 |
0.6% |
21% |
False |
False |
157 |
| 60 |
99.980 |
93.770 |
6.210 |
6.6% |
0.532 |
0.6% |
17% |
False |
False |
112 |
| 80 |
100.030 |
93.770 |
6.260 |
6.6% |
0.485 |
0.5% |
16% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.488 |
|
2.618 |
96.590 |
|
1.618 |
96.040 |
|
1.000 |
95.700 |
|
0.618 |
95.490 |
|
HIGH |
95.150 |
|
0.618 |
94.940 |
|
0.500 |
94.875 |
|
0.382 |
94.810 |
|
LOW |
94.600 |
|
0.618 |
94.260 |
|
1.000 |
94.050 |
|
1.618 |
93.710 |
|
2.618 |
93.160 |
|
4.250 |
92.263 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.875 |
94.763 |
| PP |
94.850 |
94.726 |
| S1 |
94.824 |
94.690 |
|