ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
94.150 |
94.610 |
0.460 |
0.5% |
93.870 |
High |
94.845 |
94.675 |
-0.170 |
-0.2% |
94.845 |
Low |
94.100 |
94.380 |
0.280 |
0.3% |
93.650 |
Close |
94.593 |
94.550 |
-0.043 |
0.0% |
94.593 |
Range |
0.745 |
0.295 |
-0.450 |
-60.4% |
1.195 |
ATR |
0.650 |
0.625 |
-0.025 |
-3.9% |
0.000 |
Volume |
23,155 |
13,134 |
-10,021 |
-43.3% |
88,201 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.420 |
95.280 |
94.712 |
|
R3 |
95.125 |
94.985 |
94.631 |
|
R2 |
94.830 |
94.830 |
94.604 |
|
R1 |
94.690 |
94.690 |
94.577 |
94.613 |
PP |
94.535 |
94.535 |
94.535 |
94.496 |
S1 |
94.395 |
94.395 |
94.523 |
94.318 |
S2 |
94.240 |
94.240 |
94.496 |
|
S3 |
93.945 |
94.100 |
94.469 |
|
S4 |
93.650 |
93.805 |
94.388 |
|
|
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% |
0.461 |
0.5% |
75% |
False |
False |
17,465 |
10 |
94.845 |
91.880 |
2.965 |
3.1% |
0.594 |
0.6% |
90% |
False |
False |
20,285 |
20 |
95.180 |
91.880 |
3.300 |
3.5% |
0.642 |
0.7% |
81% |
False |
False |
22,467 |
40 |
96.420 |
91.880 |
4.540 |
4.8% |
0.632 |
0.7% |
59% |
False |
False |
21,530 |
60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.691 |
0.7% |
39% |
False |
False |
18,730 |
80 |
99.955 |
91.880 |
8.075 |
8.5% |
0.712 |
0.8% |
33% |
False |
False |
14,188 |
100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.692 |
0.7% |
33% |
False |
False |
11,400 |
120 |
100.700 |
91.880 |
8.820 |
9.3% |
0.690 |
0.7% |
30% |
False |
False |
9,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.929 |
2.618 |
95.447 |
1.618 |
95.152 |
1.000 |
94.970 |
0.618 |
94.857 |
HIGH |
94.675 |
0.618 |
94.562 |
0.500 |
94.528 |
0.382 |
94.493 |
LOW |
94.380 |
0.618 |
94.198 |
1.000 |
94.085 |
1.618 |
93.903 |
2.618 |
93.608 |
4.250 |
93.126 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
94.543 |
94.471 |
PP |
94.535 |
94.392 |
S1 |
94.528 |
94.313 |
|