ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.400 |
95.150 |
-0.250 |
-0.3% |
95.310 |
High |
95.410 |
95.770 |
0.360 |
0.4% |
95.770 |
Low |
94.925 |
95.075 |
0.150 |
0.2% |
94.925 |
Close |
95.162 |
95.500 |
0.338 |
0.4% |
95.500 |
Range |
0.485 |
0.695 |
0.210 |
43.3% |
0.845 |
ATR |
0.541 |
0.552 |
0.011 |
2.0% |
0.000 |
Volume |
18,577 |
18,434 |
-143 |
-0.8% |
73,738 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.533 |
97.212 |
95.882 |
|
R3 |
96.838 |
96.517 |
95.691 |
|
R2 |
96.143 |
96.143 |
95.627 |
|
R1 |
95.822 |
95.822 |
95.564 |
95.983 |
PP |
95.448 |
95.448 |
95.448 |
95.529 |
S1 |
95.127 |
95.127 |
95.436 |
95.288 |
S2 |
94.753 |
94.753 |
95.373 |
|
S3 |
94.058 |
94.432 |
95.309 |
|
S4 |
93.363 |
93.737 |
95.118 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.933 |
97.562 |
95.965 |
|
R3 |
97.088 |
96.717 |
95.732 |
|
R2 |
96.243 |
96.243 |
95.655 |
|
R1 |
95.872 |
95.872 |
95.577 |
96.058 |
PP |
95.398 |
95.398 |
95.398 |
95.491 |
S1 |
95.027 |
95.027 |
95.423 |
95.213 |
S2 |
94.553 |
94.553 |
95.345 |
|
S3 |
93.708 |
94.182 |
95.268 |
|
S4 |
92.863 |
93.337 |
95.035 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.770 |
94.925 |
0.845 |
0.9% |
0.471 |
0.5% |
68% |
True |
False |
14,747 |
10 |
95.770 |
94.310 |
1.460 |
1.5% |
0.447 |
0.5% |
82% |
True |
False |
15,658 |
20 |
95.770 |
91.880 |
3.890 |
4.1% |
0.534 |
0.6% |
93% |
True |
False |
18,435 |
40 |
95.770 |
91.880 |
3.890 |
4.1% |
0.594 |
0.6% |
93% |
True |
False |
20,695 |
60 |
98.500 |
91.880 |
6.620 |
6.9% |
0.663 |
0.7% |
55% |
False |
False |
20,920 |
80 |
98.700 |
91.880 |
6.820 |
7.1% |
0.673 |
0.7% |
53% |
False |
False |
15,922 |
100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.679 |
0.7% |
45% |
False |
False |
12,818 |
120 |
99.985 |
91.880 |
8.105 |
8.5% |
0.673 |
0.7% |
45% |
False |
False |
10,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.724 |
2.618 |
97.590 |
1.618 |
96.895 |
1.000 |
96.465 |
0.618 |
96.200 |
HIGH |
95.770 |
0.618 |
95.505 |
0.500 |
95.423 |
0.382 |
95.340 |
LOW |
95.075 |
0.618 |
94.645 |
1.000 |
94.380 |
1.618 |
93.950 |
2.618 |
93.255 |
4.250 |
92.121 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.474 |
95.449 |
PP |
95.448 |
95.398 |
S1 |
95.423 |
95.348 |
|