ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
93.920 |
94.215 |
0.295 |
0.3% |
93.960 |
High |
94.213 |
94.910 |
0.697 |
0.7% |
94.910 |
Low |
93.890 |
94.185 |
0.295 |
0.3% |
93.750 |
Close |
94.213 |
94.673 |
0.460 |
0.5% |
94.673 |
Range |
0.323 |
0.725 |
0.402 |
124.5% |
1.160 |
ATR |
0.599 |
0.608 |
0.009 |
1.5% |
0.000 |
Volume |
370 |
533 |
163 |
44.1% |
2,139 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.764 |
96.444 |
95.072 |
|
R3 |
96.039 |
95.719 |
94.872 |
|
R2 |
95.314 |
95.314 |
94.806 |
|
R1 |
94.994 |
94.994 |
94.739 |
95.154 |
PP |
94.589 |
94.589 |
94.589 |
94.670 |
S1 |
94.269 |
94.269 |
94.607 |
94.429 |
S2 |
93.864 |
93.864 |
94.540 |
|
S3 |
93.139 |
93.544 |
94.474 |
|
S4 |
92.414 |
92.819 |
94.274 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.924 |
97.459 |
95.311 |
|
R3 |
96.764 |
96.299 |
94.992 |
|
R2 |
95.604 |
95.604 |
94.886 |
|
R1 |
95.139 |
95.139 |
94.779 |
95.372 |
PP |
94.444 |
94.444 |
94.444 |
94.561 |
S1 |
93.979 |
93.979 |
94.567 |
94.212 |
S2 |
93.284 |
93.284 |
94.460 |
|
S3 |
92.124 |
92.819 |
94.354 |
|
S4 |
90.964 |
91.659 |
94.035 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.910 |
93.750 |
1.160 |
1.2% |
0.450 |
0.5% |
80% |
True |
False |
427 |
10 |
94.910 |
92.000 |
2.910 |
3.1% |
0.585 |
0.6% |
92% |
True |
False |
561 |
20 |
95.250 |
92.000 |
3.250 |
3.4% |
0.614 |
0.6% |
82% |
False |
False |
486 |
40 |
96.445 |
92.000 |
4.445 |
4.7% |
0.592 |
0.6% |
60% |
False |
False |
364 |
60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.590 |
0.6% |
40% |
False |
False |
266 |
80 |
99.980 |
92.000 |
7.980 |
8.4% |
0.552 |
0.6% |
33% |
False |
False |
205 |
100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.510 |
0.5% |
33% |
False |
False |
167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.991 |
2.618 |
96.808 |
1.618 |
96.083 |
1.000 |
95.635 |
0.618 |
95.358 |
HIGH |
94.910 |
0.618 |
94.633 |
0.500 |
94.548 |
0.382 |
94.462 |
LOW |
94.185 |
0.618 |
93.737 |
1.000 |
93.460 |
1.618 |
93.012 |
2.618 |
92.287 |
4.250 |
91.104 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
94.631 |
94.559 |
PP |
94.589 |
94.444 |
S1 |
94.548 |
94.330 |
|