ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
93.240 |
93.750 |
0.510 |
0.5% |
92.995 |
| High |
93.860 |
93.955 |
0.095 |
0.1% |
93.955 |
| Low |
93.170 |
93.085 |
-0.085 |
-0.1% |
91.880 |
| Close |
93.780 |
93.883 |
0.103 |
0.1% |
93.883 |
| Range |
0.690 |
0.870 |
0.180 |
26.1% |
2.075 |
| ATR |
0.704 |
0.716 |
0.012 |
1.7% |
0.000 |
| Volume |
18,224 |
21,437 |
3,213 |
17.6% |
123,915 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.251 |
95.937 |
94.362 |
|
| R3 |
95.381 |
95.067 |
94.122 |
|
| R2 |
94.511 |
94.511 |
94.043 |
|
| R1 |
94.197 |
94.197 |
93.963 |
94.354 |
| PP |
93.641 |
93.641 |
93.641 |
93.720 |
| S1 |
93.327 |
93.327 |
93.803 |
93.484 |
| S2 |
92.771 |
92.771 |
93.724 |
|
| S3 |
91.901 |
92.457 |
93.644 |
|
| S4 |
91.031 |
91.587 |
93.405 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.464 |
98.749 |
95.024 |
|
| R3 |
97.389 |
96.674 |
94.454 |
|
| R2 |
95.314 |
95.314 |
94.263 |
|
| R1 |
94.599 |
94.599 |
94.073 |
94.957 |
| PP |
93.239 |
93.239 |
93.239 |
93.418 |
| S1 |
92.524 |
92.524 |
93.693 |
92.882 |
| S2 |
91.164 |
91.164 |
93.503 |
|
| S3 |
89.089 |
90.449 |
93.312 |
|
| S4 |
87.014 |
88.374 |
92.742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.955 |
91.880 |
2.075 |
2.2% |
0.760 |
0.8% |
97% |
True |
False |
24,783 |
| 10 |
95.100 |
91.880 |
3.220 |
3.4% |
0.725 |
0.8% |
62% |
False |
False |
24,915 |
| 20 |
95.210 |
91.880 |
3.330 |
3.5% |
0.693 |
0.7% |
60% |
False |
False |
23,628 |
| 40 |
97.090 |
91.880 |
5.210 |
5.5% |
0.692 |
0.7% |
38% |
False |
False |
22,604 |
| 60 |
98.700 |
91.880 |
6.820 |
7.3% |
0.706 |
0.8% |
29% |
False |
False |
17,095 |
| 80 |
99.985 |
91.880 |
8.105 |
8.6% |
0.720 |
0.8% |
25% |
False |
False |
12,948 |
| 100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.700 |
0.7% |
25% |
False |
False |
10,394 |
| 120 |
100.700 |
91.880 |
8.820 |
9.4% |
0.691 |
0.7% |
23% |
False |
False |
8,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.653 |
|
2.618 |
96.233 |
|
1.618 |
95.363 |
|
1.000 |
94.825 |
|
0.618 |
94.493 |
|
HIGH |
93.955 |
|
0.618 |
93.623 |
|
0.500 |
93.520 |
|
0.382 |
93.417 |
|
LOW |
93.085 |
|
0.618 |
92.547 |
|
1.000 |
92.215 |
|
1.618 |
91.677 |
|
2.618 |
90.807 |
|
4.250 |
89.388 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.762 |
93.720 |
| PP |
93.641 |
93.558 |
| S1 |
93.520 |
93.395 |
|