ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
93.055 |
93.360 |
0.305 |
0.3% |
95.180 |
High |
93.450 |
93.935 |
0.485 |
0.5% |
95.180 |
Low |
92.960 |
93.275 |
0.315 |
0.3% |
93.065 |
Close |
93.285 |
93.873 |
0.588 |
0.6% |
93.147 |
Range |
0.490 |
0.660 |
0.170 |
34.7% |
2.115 |
ATR |
0.659 |
0.659 |
0.000 |
0.0% |
0.000 |
Volume |
646 |
693 |
47 |
7.3% |
2,678 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.674 |
95.434 |
94.236 |
|
R3 |
95.014 |
94.774 |
94.055 |
|
R2 |
94.354 |
94.354 |
93.994 |
|
R1 |
94.114 |
94.114 |
93.934 |
94.234 |
PP |
93.694 |
93.694 |
93.694 |
93.755 |
S1 |
93.454 |
93.454 |
93.813 |
93.574 |
S2 |
93.034 |
93.034 |
93.752 |
|
S3 |
92.374 |
92.794 |
93.692 |
|
S4 |
91.714 |
92.134 |
93.510 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.142 |
98.760 |
94.310 |
|
R3 |
98.027 |
96.645 |
93.729 |
|
R2 |
95.912 |
95.912 |
93.535 |
|
R1 |
94.530 |
94.530 |
93.341 |
94.164 |
PP |
93.797 |
93.797 |
93.797 |
93.614 |
S1 |
92.415 |
92.415 |
92.953 |
92.049 |
S2 |
91.682 |
91.682 |
92.759 |
|
S3 |
89.567 |
90.300 |
92.565 |
|
S4 |
87.452 |
88.185 |
91.984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.935 |
92.000 |
1.935 |
2.1% |
0.703 |
0.7% |
97% |
True |
False |
735 |
10 |
95.250 |
92.000 |
3.250 |
3.5% |
0.678 |
0.7% |
58% |
False |
False |
579 |
20 |
95.270 |
92.000 |
3.270 |
3.5% |
0.643 |
0.7% |
57% |
False |
False |
442 |
40 |
98.500 |
92.000 |
6.500 |
6.9% |
0.665 |
0.7% |
29% |
False |
False |
311 |
60 |
98.745 |
92.000 |
6.745 |
7.2% |
0.564 |
0.6% |
28% |
False |
False |
223 |
80 |
100.030 |
92.000 |
8.030 |
8.6% |
0.534 |
0.6% |
23% |
False |
False |
172 |
100 |
100.030 |
92.000 |
8.030 |
8.6% |
0.508 |
0.5% |
23% |
False |
False |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.740 |
2.618 |
95.663 |
1.618 |
95.003 |
1.000 |
94.595 |
0.618 |
94.343 |
HIGH |
93.935 |
0.618 |
93.683 |
0.500 |
93.605 |
0.382 |
93.527 |
LOW |
93.275 |
0.618 |
92.867 |
1.000 |
92.615 |
1.618 |
92.207 |
2.618 |
91.547 |
4.250 |
90.470 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
93.784 |
93.571 |
PP |
93.694 |
93.269 |
S1 |
93.605 |
92.968 |
|