ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
94.300 |
93.920 |
-0.380 |
-0.4% |
93.000 |
| High |
94.305 |
94.213 |
-0.092 |
-0.1% |
94.005 |
| Low |
93.750 |
93.890 |
0.140 |
0.1% |
92.000 |
| Close |
93.880 |
94.213 |
0.333 |
0.4% |
93.973 |
| Range |
0.555 |
0.323 |
-0.232 |
-41.8% |
2.005 |
| ATR |
0.620 |
0.599 |
-0.020 |
-3.3% |
0.000 |
| Volume |
317 |
370 |
53 |
16.7% |
3,472 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.074 |
94.967 |
94.391 |
|
| R3 |
94.751 |
94.644 |
94.302 |
|
| R2 |
94.428 |
94.428 |
94.272 |
|
| R1 |
94.321 |
94.321 |
94.243 |
94.375 |
| PP |
94.105 |
94.105 |
94.105 |
94.132 |
| S1 |
93.998 |
93.998 |
94.183 |
94.052 |
| S2 |
93.782 |
93.782 |
94.154 |
|
| S3 |
93.459 |
93.675 |
94.124 |
|
| S4 |
93.136 |
93.352 |
94.035 |
|
|
| 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% |
0.466 |
0.5% |
85% |
False |
False |
434 |
| 10 |
94.385 |
92.000 |
2.385 |
2.5% |
0.584 |
0.6% |
93% |
False |
False |
584 |
| 20 |
95.250 |
92.000 |
3.250 |
3.4% |
0.605 |
0.6% |
68% |
False |
False |
469 |
| 40 |
96.445 |
92.000 |
4.445 |
4.7% |
0.602 |
0.6% |
50% |
False |
False |
355 |
| 60 |
98.745 |
92.000 |
6.745 |
7.2% |
0.578 |
0.6% |
33% |
False |
False |
257 |
| 80 |
100.030 |
92.000 |
8.030 |
8.5% |
0.553 |
0.6% |
28% |
False |
False |
199 |
| 100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.505 |
0.5% |
28% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.586 |
|
2.618 |
95.059 |
|
1.618 |
94.736 |
|
1.000 |
94.536 |
|
0.618 |
94.413 |
|
HIGH |
94.213 |
|
0.618 |
94.090 |
|
0.500 |
94.052 |
|
0.382 |
94.013 |
|
LOW |
93.890 |
|
0.618 |
93.690 |
|
1.000 |
93.567 |
|
1.618 |
93.367 |
|
2.618 |
93.044 |
|
4.250 |
92.517 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.159 |
94.165 |
| PP |
94.105 |
94.116 |
| S1 |
94.052 |
94.068 |
|