ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.190 |
95.295 |
0.105 |
0.1% |
94.610 |
High |
95.510 |
95.465 |
-0.045 |
0.0% |
95.510 |
Low |
95.125 |
95.180 |
0.055 |
0.1% |
94.310 |
Close |
95.294 |
95.343 |
0.049 |
0.1% |
95.343 |
Range |
0.385 |
0.285 |
-0.100 |
-26.0% |
1.200 |
ATR |
0.606 |
0.583 |
-0.023 |
-3.8% |
0.000 |
Volume |
22,694 |
10,923 |
-11,771 |
-51.9% |
82,849 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.184 |
96.049 |
95.500 |
|
R3 |
95.899 |
95.764 |
95.421 |
|
R2 |
95.614 |
95.614 |
95.395 |
|
R1 |
95.479 |
95.479 |
95.369 |
95.547 |
PP |
95.329 |
95.329 |
95.329 |
95.363 |
S1 |
95.194 |
95.194 |
95.317 |
95.262 |
S2 |
95.044 |
95.044 |
95.291 |
|
S3 |
94.759 |
94.909 |
95.265 |
|
S4 |
94.474 |
94.624 |
95.186 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.654 |
98.199 |
96.003 |
|
R3 |
97.454 |
96.999 |
95.673 |
|
R2 |
96.254 |
96.254 |
95.563 |
|
R1 |
95.799 |
95.799 |
95.453 |
96.027 |
PP |
95.054 |
95.054 |
95.054 |
95.168 |
S1 |
94.599 |
94.599 |
95.233 |
94.827 |
S2 |
93.854 |
93.854 |
95.123 |
|
S3 |
92.654 |
93.399 |
95.013 |
|
S4 |
91.454 |
92.199 |
94.683 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.510 |
94.310 |
1.200 |
1.3% |
0.423 |
0.4% |
86% |
False |
False |
16,569 |
10 |
95.510 |
93.650 |
1.860 |
2.0% |
0.452 |
0.5% |
91% |
False |
False |
17,105 |
20 |
95.510 |
91.880 |
3.630 |
3.8% |
0.588 |
0.6% |
95% |
False |
False |
21,010 |
40 |
96.420 |
91.880 |
4.540 |
4.8% |
0.632 |
0.7% |
76% |
False |
False |
21,762 |
60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.682 |
0.7% |
51% |
False |
False |
19,818 |
80 |
99.955 |
91.880 |
8.075 |
8.5% |
0.712 |
0.7% |
43% |
False |
False |
15,044 |
100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.697 |
0.7% |
43% |
False |
False |
12,093 |
120 |
100.700 |
91.880 |
8.820 |
9.3% |
0.694 |
0.7% |
39% |
False |
False |
10,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.676 |
2.618 |
96.211 |
1.618 |
95.926 |
1.000 |
95.750 |
0.618 |
95.641 |
HIGH |
95.465 |
0.618 |
95.356 |
0.500 |
95.323 |
0.382 |
95.289 |
LOW |
95.180 |
0.618 |
95.004 |
1.000 |
94.895 |
1.618 |
94.719 |
2.618 |
94.434 |
4.250 |
93.969 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.336 |
95.232 |
PP |
95.329 |
95.121 |
S1 |
95.323 |
95.010 |
|