ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
94.830 |
94.505 |
-0.325 |
-0.3% |
94.765 |
| High |
94.860 |
94.975 |
0.115 |
0.1% |
95.250 |
| Low |
94.275 |
94.200 |
-0.075 |
-0.1% |
93.975 |
| Close |
94.618 |
94.447 |
-0.171 |
-0.2% |
95.180 |
| Range |
0.585 |
0.775 |
0.190 |
32.5% |
1.275 |
| ATR |
0.605 |
0.618 |
0.012 |
2.0% |
0.000 |
| Volume |
777 |
232 |
-545 |
-70.1% |
1,441 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.866 |
96.431 |
94.873 |
|
| R3 |
96.091 |
95.656 |
94.660 |
|
| R2 |
95.316 |
95.316 |
94.589 |
|
| R1 |
94.881 |
94.881 |
94.518 |
94.711 |
| PP |
94.541 |
94.541 |
94.541 |
94.456 |
| S1 |
94.106 |
94.106 |
94.376 |
93.936 |
| S2 |
93.766 |
93.766 |
94.305 |
|
| S3 |
92.991 |
93.331 |
94.234 |
|
| S4 |
92.216 |
92.556 |
94.021 |
|
|
| 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% |
0.642 |
0.7% |
37% |
False |
False |
429 |
| 10 |
95.270 |
93.975 |
1.295 |
1.4% |
0.587 |
0.6% |
36% |
False |
False |
343 |
| 20 |
95.270 |
93.770 |
1.500 |
1.6% |
0.603 |
0.6% |
45% |
False |
False |
300 |
| 40 |
98.745 |
93.770 |
4.975 |
5.3% |
0.631 |
0.7% |
14% |
False |
False |
221 |
| 60 |
98.915 |
93.770 |
5.145 |
5.4% |
0.567 |
0.6% |
13% |
False |
False |
157 |
| 80 |
100.030 |
93.770 |
6.260 |
6.6% |
0.515 |
0.5% |
11% |
False |
False |
120 |
| 100 |
100.030 |
93.770 |
6.260 |
6.6% |
0.499 |
0.5% |
11% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.269 |
|
2.618 |
97.004 |
|
1.618 |
96.229 |
|
1.000 |
95.750 |
|
0.618 |
95.454 |
|
HIGH |
94.975 |
|
0.618 |
94.679 |
|
0.500 |
94.588 |
|
0.382 |
94.496 |
|
LOW |
94.200 |
|
0.618 |
93.721 |
|
1.000 |
93.425 |
|
1.618 |
92.946 |
|
2.618 |
92.171 |
|
4.250 |
90.906 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.588 |
94.690 |
| PP |
94.541 |
94.609 |
| S1 |
94.494 |
94.528 |
|