ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
93.870 |
94.130 |
0.260 |
0.3% |
92.995 |
High |
94.195 |
94.335 |
0.140 |
0.1% |
93.955 |
Low |
93.800 |
94.015 |
0.215 |
0.2% |
91.880 |
Close |
94.115 |
94.267 |
0.152 |
0.2% |
93.883 |
Range |
0.395 |
0.320 |
-0.075 |
-19.0% |
2.075 |
ATR |
0.693 |
0.666 |
-0.027 |
-3.8% |
0.000 |
Volume |
14,008 |
13,362 |
-646 |
-4.6% |
123,915 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.166 |
95.036 |
94.443 |
|
R3 |
94.846 |
94.716 |
94.355 |
|
R2 |
94.526 |
94.526 |
94.326 |
|
R1 |
94.396 |
94.396 |
94.296 |
94.461 |
PP |
94.206 |
94.206 |
94.206 |
94.238 |
S1 |
94.076 |
94.076 |
94.238 |
94.141 |
S2 |
93.886 |
93.886 |
94.208 |
|
S3 |
93.566 |
93.756 |
94.179 |
|
S4 |
93.246 |
93.436 |
94.091 |
|
|
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 |
94.335 |
92.835 |
1.500 |
1.6% |
0.560 |
0.6% |
95% |
True |
False |
19,498 |
10 |
94.820 |
91.880 |
2.940 |
3.1% |
0.689 |
0.7% |
81% |
False |
False |
24,009 |
20 |
95.210 |
91.880 |
3.330 |
3.5% |
0.660 |
0.7% |
72% |
False |
False |
22,761 |
40 |
97.090 |
91.880 |
5.210 |
5.5% |
0.675 |
0.7% |
46% |
False |
False |
22,040 |
60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.691 |
0.7% |
35% |
False |
False |
17,535 |
80 |
99.985 |
91.880 |
8.105 |
8.6% |
0.716 |
0.8% |
29% |
False |
False |
13,283 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.691 |
0.7% |
29% |
False |
False |
10,664 |
120 |
100.700 |
91.880 |
8.820 |
9.4% |
0.688 |
0.7% |
27% |
False |
False |
8,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.695 |
2.618 |
95.173 |
1.618 |
94.853 |
1.000 |
94.655 |
0.618 |
94.533 |
HIGH |
94.335 |
0.618 |
94.213 |
0.500 |
94.175 |
0.382 |
94.137 |
LOW |
94.015 |
0.618 |
93.817 |
1.000 |
93.695 |
1.618 |
93.497 |
2.618 |
93.177 |
4.250 |
92.655 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
94.236 |
94.081 |
PP |
94.206 |
93.896 |
S1 |
94.175 |
93.710 |
|