ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.310 |
95.280 |
-0.030 |
0.0% |
94.610 |
High |
95.475 |
95.670 |
0.195 |
0.2% |
95.510 |
Low |
95.110 |
95.205 |
0.095 |
0.1% |
94.310 |
Close |
95.216 |
95.576 |
0.360 |
0.4% |
95.343 |
Range |
0.365 |
0.465 |
0.100 |
27.4% |
1.200 |
ATR |
0.568 |
0.560 |
-0.007 |
-1.3% |
0.000 |
Volume |
11,758 |
13,642 |
1,884 |
16.0% |
82,849 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.879 |
96.692 |
95.832 |
|
R3 |
96.414 |
96.227 |
95.704 |
|
R2 |
95.949 |
95.949 |
95.661 |
|
R1 |
95.762 |
95.762 |
95.619 |
95.856 |
PP |
95.484 |
95.484 |
95.484 |
95.530 |
S1 |
95.297 |
95.297 |
95.533 |
95.391 |
S2 |
95.019 |
95.019 |
95.491 |
|
S3 |
94.554 |
94.832 |
95.448 |
|
S4 |
94.089 |
94.367 |
95.320 |
|
|
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 |
95.670 |
94.510 |
1.160 |
1.2% |
0.444 |
0.5% |
92% |
True |
False |
16,656 |
10 |
95.670 |
93.650 |
2.020 |
2.1% |
0.464 |
0.5% |
95% |
True |
False |
16,908 |
20 |
95.670 |
91.880 |
3.790 |
4.0% |
0.576 |
0.6% |
98% |
True |
False |
20,458 |
40 |
95.670 |
91.880 |
3.790 |
4.0% |
0.610 |
0.6% |
98% |
True |
False |
21,382 |
60 |
98.700 |
91.880 |
6.820 |
7.1% |
0.668 |
0.7% |
54% |
False |
False |
20,182 |
80 |
99.190 |
91.880 |
7.310 |
7.6% |
0.697 |
0.7% |
51% |
False |
False |
15,343 |
100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.689 |
0.7% |
46% |
False |
False |
12,341 |
120 |
99.985 |
91.880 |
8.105 |
8.5% |
0.672 |
0.7% |
46% |
False |
False |
10,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.646 |
2.618 |
96.887 |
1.618 |
96.422 |
1.000 |
96.135 |
0.618 |
95.957 |
HIGH |
95.670 |
0.618 |
95.492 |
0.500 |
95.438 |
0.382 |
95.383 |
LOW |
95.205 |
0.618 |
94.918 |
1.000 |
94.740 |
1.618 |
94.453 |
2.618 |
93.988 |
4.250 |
93.229 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.530 |
95.514 |
PP |
95.484 |
95.452 |
S1 |
95.438 |
95.390 |
|