ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
94.165 |
94.300 |
0.135 |
0.1% |
93.000 |
High |
94.385 |
94.305 |
-0.080 |
-0.1% |
94.005 |
Low |
94.140 |
93.750 |
-0.390 |
-0.4% |
92.000 |
Close |
94.352 |
93.880 |
-0.472 |
-0.5% |
93.973 |
Range |
0.245 |
0.555 |
0.310 |
126.5% |
2.005 |
ATR |
0.621 |
0.620 |
-0.001 |
-0.2% |
0.000 |
Volume |
324 |
317 |
-7 |
-2.2% |
3,472 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.643 |
95.317 |
94.185 |
|
R3 |
95.088 |
94.762 |
94.033 |
|
R2 |
94.533 |
94.533 |
93.982 |
|
R1 |
94.207 |
94.207 |
93.931 |
94.093 |
PP |
93.978 |
93.978 |
93.978 |
93.921 |
S1 |
93.652 |
93.652 |
93.829 |
93.538 |
S2 |
93.423 |
93.423 |
93.778 |
|
S3 |
92.868 |
93.097 |
93.727 |
|
S4 |
92.313 |
92.542 |
93.575 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.341 |
98.662 |
95.076 |
|
R3 |
97.336 |
96.657 |
94.524 |
|
R2 |
95.331 |
95.331 |
94.341 |
|
R1 |
94.652 |
94.652 |
94.157 |
94.992 |
PP |
93.326 |
93.326 |
93.326 |
93.496 |
S1 |
92.647 |
92.647 |
93.789 |
92.987 |
S2 |
91.321 |
91.321 |
93.605 |
|
S3 |
89.316 |
90.642 |
93.422 |
|
S4 |
87.311 |
88.637 |
92.870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.385 |
93.200 |
1.185 |
1.3% |
0.533 |
0.6% |
57% |
False |
False |
498 |
10 |
94.615 |
92.000 |
2.615 |
2.8% |
0.636 |
0.7% |
72% |
False |
False |
602 |
20 |
95.270 |
92.000 |
3.270 |
3.5% |
0.611 |
0.7% |
57% |
False |
False |
472 |
40 |
97.100 |
92.000 |
5.100 |
5.4% |
0.628 |
0.7% |
37% |
False |
False |
349 |
60 |
98.745 |
92.000 |
6.745 |
7.2% |
0.575 |
0.6% |
28% |
False |
False |
252 |
80 |
100.030 |
92.000 |
8.030 |
8.6% |
0.549 |
0.6% |
23% |
False |
False |
194 |
100 |
100.030 |
92.000 |
8.030 |
8.6% |
0.506 |
0.5% |
23% |
False |
False |
158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.664 |
2.618 |
95.758 |
1.618 |
95.203 |
1.000 |
94.860 |
0.618 |
94.648 |
HIGH |
94.305 |
0.618 |
94.093 |
0.500 |
94.028 |
0.382 |
93.962 |
LOW |
93.750 |
0.618 |
93.407 |
1.000 |
93.195 |
1.618 |
92.852 |
2.618 |
92.297 |
4.250 |
91.391 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
94.028 |
94.068 |
PP |
93.978 |
94.005 |
S1 |
93.929 |
93.943 |
|