ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
94.620 |
94.610 |
-0.010 |
0.0% |
94.765 |
| High |
94.760 |
95.250 |
0.490 |
0.5% |
95.250 |
| Low |
93.975 |
94.595 |
0.620 |
0.7% |
93.975 |
| Close |
94.674 |
95.180 |
0.506 |
0.5% |
95.180 |
| Range |
0.785 |
0.655 |
-0.130 |
-16.6% |
1.275 |
| ATR |
0.616 |
0.619 |
0.003 |
0.5% |
0.000 |
| Volume |
577 |
208 |
-369 |
-64.0% |
1,441 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.973 |
96.732 |
95.540 |
|
| R3 |
96.318 |
96.077 |
95.360 |
|
| R2 |
95.663 |
95.663 |
95.300 |
|
| R1 |
95.422 |
95.422 |
95.240 |
95.543 |
| PP |
95.008 |
95.008 |
95.008 |
95.069 |
| S1 |
94.767 |
94.767 |
95.120 |
94.888 |
| S2 |
94.353 |
94.353 |
95.060 |
|
| S3 |
93.698 |
94.112 |
95.000 |
|
| S4 |
93.043 |
93.457 |
94.820 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.627 |
98.178 |
95.881 |
|
| R3 |
97.352 |
96.903 |
95.531 |
|
| R2 |
96.077 |
96.077 |
95.414 |
|
| R1 |
95.628 |
95.628 |
95.297 |
95.853 |
| PP |
94.802 |
94.802 |
94.802 |
94.914 |
| S1 |
94.353 |
94.353 |
95.063 |
94.578 |
| S2 |
93.527 |
93.527 |
94.946 |
|
| S3 |
92.252 |
93.078 |
94.829 |
|
| S4 |
90.977 |
91.803 |
94.479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.250 |
93.975 |
1.275 |
1.3% |
0.620 |
0.7% |
95% |
True |
False |
288 |
| 10 |
95.270 |
93.770 |
1.500 |
1.6% |
0.620 |
0.7% |
94% |
False |
False |
303 |
| 20 |
96.445 |
93.770 |
2.675 |
2.8% |
0.621 |
0.7% |
53% |
False |
False |
271 |
| 40 |
98.745 |
93.770 |
4.975 |
5.2% |
0.623 |
0.7% |
28% |
False |
False |
189 |
| 60 |
99.980 |
93.770 |
6.210 |
6.5% |
0.558 |
0.6% |
23% |
False |
False |
135 |
| 80 |
100.030 |
93.770 |
6.260 |
6.6% |
0.514 |
0.5% |
23% |
False |
False |
104 |
| 100 |
100.890 |
93.770 |
7.120 |
7.5% |
0.515 |
0.5% |
20% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.034 |
|
2.618 |
96.965 |
|
1.618 |
96.310 |
|
1.000 |
95.905 |
|
0.618 |
95.655 |
|
HIGH |
95.250 |
|
0.618 |
95.000 |
|
0.500 |
94.923 |
|
0.382 |
94.845 |
|
LOW |
94.595 |
|
0.618 |
94.190 |
|
1.000 |
93.940 |
|
1.618 |
93.535 |
|
2.618 |
92.880 |
|
4.250 |
91.811 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.094 |
94.991 |
| PP |
95.008 |
94.802 |
| S1 |
94.923 |
94.613 |
|