ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.295 |
95.310 |
0.015 |
0.0% |
94.610 |
High |
95.465 |
95.475 |
0.010 |
0.0% |
95.510 |
Low |
95.180 |
95.110 |
-0.070 |
-0.1% |
94.310 |
Close |
95.343 |
95.216 |
-0.127 |
-0.1% |
95.343 |
Range |
0.285 |
0.365 |
0.080 |
28.1% |
1.200 |
ATR |
0.583 |
0.568 |
-0.016 |
-2.7% |
0.000 |
Volume |
10,923 |
11,758 |
835 |
7.6% |
82,849 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.362 |
96.154 |
95.417 |
|
R3 |
95.997 |
95.789 |
95.316 |
|
R2 |
95.632 |
95.632 |
95.283 |
|
R1 |
95.424 |
95.424 |
95.249 |
95.346 |
PP |
95.267 |
95.267 |
95.267 |
95.228 |
S1 |
95.059 |
95.059 |
95.183 |
94.981 |
S2 |
94.902 |
94.902 |
95.149 |
|
S3 |
94.537 |
94.694 |
95.116 |
|
S4 |
94.172 |
94.329 |
95.015 |
|
|
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% |
0.437 |
0.5% |
76% |
False |
False |
16,294 |
10 |
95.510 |
93.650 |
1.860 |
2.0% |
0.449 |
0.5% |
84% |
False |
False |
16,880 |
20 |
95.510 |
91.880 |
3.630 |
3.8% |
0.584 |
0.6% |
92% |
False |
False |
20,846 |
40 |
96.230 |
91.880 |
4.350 |
4.6% |
0.627 |
0.7% |
77% |
False |
False |
21,791 |
60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.669 |
0.7% |
49% |
False |
False |
19,991 |
80 |
99.800 |
91.880 |
7.920 |
8.3% |
0.701 |
0.7% |
42% |
False |
False |
15,177 |
100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.696 |
0.7% |
41% |
False |
False |
12,207 |
120 |
100.700 |
91.880 |
8.820 |
9.3% |
0.692 |
0.7% |
38% |
False |
False |
10,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.026 |
2.618 |
96.431 |
1.618 |
96.066 |
1.000 |
95.840 |
0.618 |
95.701 |
HIGH |
95.475 |
0.618 |
95.336 |
0.500 |
95.293 |
0.382 |
95.249 |
LOW |
95.110 |
0.618 |
94.884 |
1.000 |
94.745 |
1.618 |
94.519 |
2.618 |
94.154 |
4.250 |
93.559 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.293 |
95.310 |
PP |
95.267 |
95.279 |
S1 |
95.242 |
95.247 |
|