ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
93.820 |
94.150 |
0.330 |
0.4% |
93.870 |
| High |
94.160 |
94.845 |
0.685 |
0.7% |
94.845 |
| Low |
93.780 |
94.100 |
0.320 |
0.3% |
93.650 |
| Close |
94.128 |
94.593 |
0.465 |
0.5% |
94.593 |
| Range |
0.380 |
0.745 |
0.365 |
96.1% |
1.195 |
| ATR |
0.643 |
0.650 |
0.007 |
1.1% |
0.000 |
| Volume |
18,759 |
23,155 |
4,396 |
23.4% |
88,201 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.748 |
96.415 |
95.003 |
|
| R3 |
96.003 |
95.670 |
94.798 |
|
| R2 |
95.258 |
95.258 |
94.730 |
|
| R1 |
94.925 |
94.925 |
94.661 |
95.092 |
| PP |
94.513 |
94.513 |
94.513 |
94.596 |
| S1 |
94.180 |
94.180 |
94.525 |
94.347 |
| S2 |
93.768 |
93.768 |
94.456 |
|
| S3 |
93.023 |
93.435 |
94.388 |
|
| S4 |
92.278 |
92.690 |
94.183 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.948 |
97.465 |
95.250 |
|
| R3 |
96.753 |
96.270 |
94.922 |
|
| R2 |
95.558 |
95.558 |
94.812 |
|
| R1 |
95.075 |
95.075 |
94.703 |
95.317 |
| PP |
94.363 |
94.363 |
94.363 |
94.483 |
| S1 |
93.880 |
93.880 |
94.483 |
94.122 |
| S2 |
93.168 |
93.168 |
94.374 |
|
| S3 |
91.973 |
92.685 |
94.264 |
|
| S4 |
90.778 |
91.490 |
93.936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.845 |
93.650 |
1.195 |
1.3% |
0.481 |
0.5% |
79% |
True |
False |
17,640 |
| 10 |
94.845 |
91.880 |
2.965 |
3.1% |
0.621 |
0.7% |
92% |
True |
False |
21,211 |
| 20 |
95.180 |
91.880 |
3.300 |
3.5% |
0.649 |
0.7% |
82% |
False |
False |
22,525 |
| 40 |
96.420 |
91.880 |
4.540 |
4.8% |
0.639 |
0.7% |
60% |
False |
False |
21,712 |
| 60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.696 |
0.7% |
40% |
False |
False |
18,532 |
| 80 |
99.955 |
91.880 |
8.075 |
8.5% |
0.713 |
0.8% |
34% |
False |
False |
14,032 |
| 100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.693 |
0.7% |
33% |
False |
False |
11,269 |
| 120 |
100.700 |
91.880 |
8.820 |
9.3% |
0.693 |
0.7% |
31% |
False |
False |
9,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.011 |
|
2.618 |
96.795 |
|
1.618 |
96.050 |
|
1.000 |
95.590 |
|
0.618 |
95.305 |
|
HIGH |
94.845 |
|
0.618 |
94.560 |
|
0.500 |
94.473 |
|
0.382 |
94.385 |
|
LOW |
94.100 |
|
0.618 |
93.640 |
|
1.000 |
93.355 |
|
1.618 |
92.895 |
|
2.618 |
92.150 |
|
4.250 |
90.934 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.553 |
94.478 |
| PP |
94.513 |
94.363 |
| S1 |
94.473 |
94.248 |
|