ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
94.215 |
93.820 |
-0.395 |
-0.4% |
92.995 |
High |
94.215 |
94.160 |
-0.055 |
-0.1% |
93.955 |
Low |
93.650 |
93.780 |
0.130 |
0.1% |
91.880 |
Close |
93.790 |
94.128 |
0.338 |
0.4% |
93.883 |
Range |
0.565 |
0.380 |
-0.185 |
-32.7% |
2.075 |
ATR |
0.663 |
0.643 |
-0.020 |
-3.0% |
0.000 |
Volume |
18,917 |
18,759 |
-158 |
-0.8% |
123,915 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.163 |
95.025 |
94.337 |
|
R3 |
94.783 |
94.645 |
94.233 |
|
R2 |
94.403 |
94.403 |
94.198 |
|
R1 |
94.265 |
94.265 |
94.163 |
94.334 |
PP |
94.023 |
94.023 |
94.023 |
94.057 |
S1 |
93.885 |
93.885 |
94.093 |
93.954 |
S2 |
93.643 |
93.643 |
94.058 |
|
S3 |
93.263 |
93.505 |
94.024 |
|
S4 |
92.883 |
93.125 |
93.919 |
|
|
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% |
0.506 |
0.5% |
83% |
False |
False |
17,296 |
10 |
94.335 |
91.880 |
2.455 |
2.6% |
0.621 |
0.7% |
92% |
False |
False |
22,184 |
20 |
95.180 |
91.880 |
3.300 |
3.5% |
0.640 |
0.7% |
68% |
False |
False |
22,182 |
40 |
96.420 |
91.880 |
4.540 |
4.8% |
0.650 |
0.7% |
50% |
False |
False |
21,896 |
60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.690 |
0.7% |
33% |
False |
False |
18,152 |
80 |
99.985 |
91.880 |
8.105 |
8.6% |
0.715 |
0.8% |
28% |
False |
False |
13,751 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.690 |
0.7% |
28% |
False |
False |
11,039 |
120 |
100.700 |
91.880 |
8.820 |
9.4% |
0.689 |
0.7% |
25% |
False |
False |
9,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.775 |
2.618 |
95.155 |
1.618 |
94.775 |
1.000 |
94.540 |
0.618 |
94.395 |
HIGH |
94.160 |
0.618 |
94.015 |
0.500 |
93.970 |
0.382 |
93.925 |
LOW |
93.780 |
0.618 |
93.545 |
1.000 |
93.400 |
1.618 |
93.165 |
2.618 |
92.785 |
4.250 |
92.165 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
94.075 |
94.083 |
PP |
94.023 |
94.038 |
S1 |
93.970 |
93.993 |
|