ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
92.955 |
93.240 |
0.285 |
0.3% |
95.045 |
High |
93.360 |
93.860 |
0.500 |
0.5% |
95.100 |
Low |
92.835 |
93.170 |
0.335 |
0.4% |
92.975 |
Close |
93.187 |
93.780 |
0.593 |
0.6% |
93.054 |
Range |
0.525 |
0.690 |
0.165 |
31.4% |
2.125 |
ATR |
0.705 |
0.704 |
-0.001 |
-0.2% |
0.000 |
Volume |
30,460 |
18,224 |
-12,236 |
-40.2% |
125,238 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.673 |
95.417 |
94.160 |
|
R3 |
94.983 |
94.727 |
93.970 |
|
R2 |
94.293 |
94.293 |
93.907 |
|
R1 |
94.037 |
94.037 |
93.843 |
94.165 |
PP |
93.603 |
93.603 |
93.603 |
93.668 |
S1 |
93.347 |
93.347 |
93.717 |
93.475 |
S2 |
92.913 |
92.913 |
93.654 |
|
S3 |
92.223 |
92.657 |
93.590 |
|
S4 |
91.533 |
91.967 |
93.401 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.085 |
98.694 |
94.223 |
|
R3 |
97.960 |
96.569 |
93.638 |
|
R2 |
95.835 |
95.835 |
93.444 |
|
R1 |
94.444 |
94.444 |
93.249 |
94.077 |
PP |
93.710 |
93.710 |
93.710 |
93.526 |
S1 |
92.319 |
92.319 |
92.859 |
91.952 |
S2 |
91.585 |
91.585 |
92.664 |
|
S3 |
89.460 |
90.194 |
92.470 |
|
S4 |
87.335 |
88.069 |
91.885 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.860 |
91.880 |
1.980 |
2.1% |
0.735 |
0.8% |
96% |
True |
False |
27,072 |
10 |
95.180 |
91.880 |
3.300 |
3.5% |
0.712 |
0.8% |
58% |
False |
False |
24,906 |
20 |
95.210 |
91.880 |
3.330 |
3.6% |
0.680 |
0.7% |
57% |
False |
False |
23,519 |
40 |
98.500 |
91.880 |
6.620 |
7.1% |
0.733 |
0.8% |
29% |
False |
False |
23,848 |
60 |
98.700 |
91.880 |
6.820 |
7.3% |
0.701 |
0.7% |
28% |
False |
False |
16,747 |
80 |
99.985 |
91.880 |
8.105 |
8.6% |
0.717 |
0.8% |
23% |
False |
False |
12,687 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.702 |
0.7% |
23% |
False |
False |
10,180 |
120 |
100.700 |
91.880 |
8.820 |
9.4% |
0.685 |
0.7% |
22% |
False |
False |
8,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.793 |
2.618 |
95.666 |
1.618 |
94.976 |
1.000 |
94.550 |
0.618 |
94.286 |
HIGH |
93.860 |
0.618 |
93.596 |
0.500 |
93.515 |
0.382 |
93.434 |
LOW |
93.170 |
0.618 |
92.744 |
1.000 |
92.480 |
1.618 |
92.054 |
2.618 |
91.364 |
4.250 |
90.238 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
93.692 |
93.477 |
PP |
93.603 |
93.173 |
S1 |
93.515 |
92.870 |
|