ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
94.550 |
94.525 |
-0.025 |
0.0% |
93.870 |
| High |
94.740 |
95.230 |
0.490 |
0.5% |
94.845 |
| Low |
94.310 |
94.510 |
0.200 |
0.2% |
93.650 |
| Close |
94.531 |
95.063 |
0.532 |
0.6% |
94.593 |
| Range |
0.430 |
0.720 |
0.290 |
67.4% |
1.195 |
| ATR |
0.611 |
0.619 |
0.008 |
1.3% |
0.000 |
| Volume |
11,834 |
24,264 |
12,430 |
105.0% |
88,201 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.094 |
96.799 |
95.459 |
|
| R3 |
96.374 |
96.079 |
95.261 |
|
| R2 |
95.654 |
95.654 |
95.195 |
|
| R1 |
95.359 |
95.359 |
95.129 |
95.507 |
| PP |
94.934 |
94.934 |
94.934 |
95.008 |
| S1 |
94.639 |
94.639 |
94.997 |
94.787 |
| S2 |
94.214 |
94.214 |
94.931 |
|
| S3 |
93.494 |
93.919 |
94.865 |
|
| S4 |
92.774 |
93.199 |
94.667 |
|
|
| 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 |
95.230 |
93.780 |
1.450 |
1.5% |
0.514 |
0.5% |
88% |
True |
False |
18,229 |
| 10 |
95.230 |
93.085 |
2.145 |
2.3% |
0.541 |
0.6% |
92% |
True |
False |
17,709 |
| 20 |
95.230 |
91.880 |
3.350 |
3.5% |
0.634 |
0.7% |
95% |
True |
False |
22,616 |
| 40 |
96.420 |
91.880 |
4.540 |
4.8% |
0.639 |
0.7% |
70% |
False |
False |
21,612 |
| 60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.690 |
0.7% |
47% |
False |
False |
19,312 |
| 80 |
99.955 |
91.880 |
8.075 |
8.5% |
0.717 |
0.8% |
39% |
False |
False |
14,633 |
| 100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.698 |
0.7% |
39% |
False |
False |
11,760 |
| 120 |
100.700 |
91.880 |
8.820 |
9.3% |
0.694 |
0.7% |
36% |
False |
False |
9,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.290 |
|
2.618 |
97.115 |
|
1.618 |
96.395 |
|
1.000 |
95.950 |
|
0.618 |
95.675 |
|
HIGH |
95.230 |
|
0.618 |
94.955 |
|
0.500 |
94.870 |
|
0.382 |
94.785 |
|
LOW |
94.510 |
|
0.618 |
94.065 |
|
1.000 |
93.790 |
|
1.618 |
93.345 |
|
2.618 |
92.625 |
|
4.250 |
91.450 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.999 |
94.965 |
| PP |
94.934 |
94.868 |
| S1 |
94.870 |
94.770 |
|