ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
94.130 |
94.215 |
0.085 |
0.1% |
92.995 |
High |
94.335 |
94.215 |
-0.120 |
-0.1% |
93.955 |
Low |
94.015 |
93.650 |
-0.365 |
-0.4% |
91.880 |
Close |
94.267 |
93.790 |
-0.477 |
-0.5% |
93.883 |
Range |
0.320 |
0.565 |
0.245 |
76.6% |
2.075 |
ATR |
0.666 |
0.663 |
-0.004 |
-0.5% |
0.000 |
Volume |
13,362 |
18,917 |
5,555 |
41.6% |
123,915 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.580 |
95.250 |
94.101 |
|
R3 |
95.015 |
94.685 |
93.945 |
|
R2 |
94.450 |
94.450 |
93.894 |
|
R1 |
94.120 |
94.120 |
93.842 |
94.003 |
PP |
93.885 |
93.885 |
93.885 |
93.826 |
S1 |
93.555 |
93.555 |
93.738 |
93.438 |
S2 |
93.320 |
93.320 |
93.686 |
|
S3 |
92.755 |
92.990 |
93.635 |
|
S4 |
92.190 |
92.425 |
93.479 |
|
|
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 |
93.085 |
1.250 |
1.3% |
0.568 |
0.6% |
56% |
False |
False |
17,189 |
10 |
94.570 |
91.880 |
2.690 |
2.9% |
0.673 |
0.7% |
71% |
False |
False |
23,287 |
20 |
95.210 |
91.880 |
3.330 |
3.6% |
0.647 |
0.7% |
57% |
False |
False |
22,405 |
40 |
97.090 |
91.880 |
5.210 |
5.6% |
0.679 |
0.7% |
37% |
False |
False |
22,201 |
60 |
98.700 |
91.880 |
6.820 |
7.3% |
0.691 |
0.7% |
28% |
False |
False |
17,844 |
80 |
99.985 |
91.880 |
8.105 |
8.6% |
0.717 |
0.8% |
24% |
False |
False |
13,518 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.691 |
0.7% |
24% |
False |
False |
10,852 |
120 |
100.700 |
91.880 |
8.820 |
9.4% |
0.689 |
0.7% |
22% |
False |
False |
9,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.616 |
2.618 |
95.694 |
1.618 |
95.129 |
1.000 |
94.780 |
0.618 |
94.564 |
HIGH |
94.215 |
0.618 |
93.999 |
0.500 |
93.933 |
0.382 |
93.866 |
LOW |
93.650 |
0.618 |
93.301 |
1.000 |
93.085 |
1.618 |
92.736 |
2.618 |
92.171 |
4.250 |
91.249 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
93.933 |
93.993 |
PP |
93.885 |
93.925 |
S1 |
93.838 |
93.858 |
|