ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
94.505 |
94.515 |
0.010 |
0.0% |
94.765 |
| High |
94.975 |
94.615 |
-0.360 |
-0.4% |
95.250 |
| Low |
94.200 |
93.780 |
-0.420 |
-0.4% |
93.975 |
| Close |
94.447 |
93.817 |
-0.630 |
-0.7% |
95.180 |
| Range |
0.775 |
0.835 |
0.060 |
7.7% |
1.275 |
| ATR |
0.618 |
0.633 |
0.016 |
2.5% |
0.000 |
| Volume |
232 |
545 |
313 |
134.9% |
1,441 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.576 |
96.031 |
94.276 |
|
| R3 |
95.741 |
95.196 |
94.047 |
|
| R2 |
94.906 |
94.906 |
93.970 |
|
| R1 |
94.361 |
94.361 |
93.894 |
94.216 |
| PP |
94.071 |
94.071 |
94.071 |
93.998 |
| S1 |
93.526 |
93.526 |
93.740 |
93.381 |
| S2 |
93.236 |
93.236 |
93.664 |
|
| S3 |
92.401 |
92.691 |
93.587 |
|
| S4 |
91.566 |
91.856 |
93.358 |
|
|
| 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 |
93.780 |
1.470 |
1.6% |
0.652 |
0.7% |
3% |
False |
True |
423 |
| 10 |
95.250 |
93.780 |
1.470 |
1.6% |
0.626 |
0.7% |
3% |
False |
True |
354 |
| 20 |
95.270 |
93.770 |
1.500 |
1.6% |
0.613 |
0.7% |
3% |
False |
False |
315 |
| 40 |
98.500 |
93.770 |
4.730 |
5.0% |
0.642 |
0.7% |
1% |
False |
False |
233 |
| 60 |
98.745 |
93.770 |
4.975 |
5.3% |
0.554 |
0.6% |
1% |
False |
False |
163 |
| 80 |
100.030 |
93.770 |
6.260 |
6.7% |
0.521 |
0.6% |
1% |
False |
False |
127 |
| 100 |
100.030 |
93.770 |
6.260 |
6.7% |
0.502 |
0.5% |
1% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.164 |
|
2.618 |
96.801 |
|
1.618 |
95.966 |
|
1.000 |
95.450 |
|
0.618 |
95.131 |
|
HIGH |
94.615 |
|
0.618 |
94.296 |
|
0.500 |
94.198 |
|
0.382 |
94.099 |
|
LOW |
93.780 |
|
0.618 |
93.264 |
|
1.000 |
92.945 |
|
1.618 |
92.429 |
|
2.618 |
91.594 |
|
4.250 |
90.231 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.198 |
94.378 |
| PP |
94.071 |
94.191 |
| S1 |
93.944 |
94.004 |
|