ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
95.180 |
94.830 |
-0.350 |
-0.4% |
94.765 |
| High |
95.180 |
94.860 |
-0.320 |
-0.3% |
95.250 |
| Low |
94.770 |
94.275 |
-0.495 |
-0.5% |
93.975 |
| Close |
94.899 |
94.618 |
-0.281 |
-0.3% |
95.180 |
| Range |
0.410 |
0.585 |
0.175 |
42.7% |
1.275 |
| ATR |
0.604 |
0.605 |
0.001 |
0.2% |
0.000 |
| Volume |
354 |
777 |
423 |
119.5% |
1,441 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.339 |
96.064 |
94.940 |
|
| R3 |
95.754 |
95.479 |
94.779 |
|
| R2 |
95.169 |
95.169 |
94.725 |
|
| R1 |
94.894 |
94.894 |
94.672 |
94.739 |
| PP |
94.584 |
94.584 |
94.584 |
94.507 |
| S1 |
94.309 |
94.309 |
94.564 |
94.154 |
| S2 |
93.999 |
93.999 |
94.511 |
|
| S3 |
93.414 |
93.724 |
94.457 |
|
| S4 |
92.829 |
93.139 |
94.296 |
|
|
| 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% |
0.616 |
0.7% |
50% |
False |
False |
411 |
| 10 |
95.270 |
93.975 |
1.295 |
1.4% |
0.591 |
0.6% |
50% |
False |
False |
360 |
| 20 |
95.285 |
93.770 |
1.515 |
1.6% |
0.594 |
0.6% |
56% |
False |
False |
300 |
| 40 |
98.745 |
93.770 |
4.975 |
5.3% |
0.615 |
0.6% |
17% |
False |
False |
216 |
| 60 |
99.140 |
93.770 |
5.370 |
5.7% |
0.556 |
0.6% |
16% |
False |
False |
153 |
| 80 |
100.030 |
93.770 |
6.260 |
6.6% |
0.514 |
0.5% |
14% |
False |
False |
118 |
| 100 |
100.030 |
93.770 |
6.260 |
6.6% |
0.496 |
0.5% |
14% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.346 |
|
2.618 |
96.392 |
|
1.618 |
95.807 |
|
1.000 |
95.445 |
|
0.618 |
95.222 |
|
HIGH |
94.860 |
|
0.618 |
94.637 |
|
0.500 |
94.568 |
|
0.382 |
94.498 |
|
LOW |
94.275 |
|
0.618 |
93.913 |
|
1.000 |
93.690 |
|
1.618 |
93.328 |
|
2.618 |
92.743 |
|
4.250 |
91.789 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.601 |
94.763 |
| PP |
94.584 |
94.714 |
| S1 |
94.568 |
94.666 |
|