ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
94.680 |
94.590 |
-0.090 |
-0.1% |
93.960 |
| High |
94.735 |
94.760 |
0.025 |
0.0% |
94.910 |
| Low |
94.490 |
94.400 |
-0.090 |
-0.1% |
93.750 |
| Close |
94.625 |
94.606 |
-0.019 |
0.0% |
94.673 |
| Range |
0.245 |
0.360 |
0.115 |
46.9% |
1.160 |
| ATR |
0.582 |
0.567 |
-0.016 |
-2.7% |
0.000 |
| Volume |
337 |
355 |
18 |
5.3% |
2,139 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.669 |
95.497 |
94.804 |
|
| R3 |
95.309 |
95.137 |
94.705 |
|
| R2 |
94.949 |
94.949 |
94.672 |
|
| R1 |
94.777 |
94.777 |
94.639 |
94.863 |
| PP |
94.589 |
94.589 |
94.589 |
94.632 |
| S1 |
94.417 |
94.417 |
94.573 |
94.503 |
| S2 |
94.229 |
94.229 |
94.540 |
|
| S3 |
93.869 |
94.057 |
94.507 |
|
| S4 |
93.509 |
93.697 |
94.408 |
|
|
| 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% |
0.442 |
0.5% |
74% |
False |
False |
382 |
| 10 |
94.910 |
92.960 |
1.950 |
2.1% |
0.481 |
0.5% |
84% |
False |
False |
473 |
| 20 |
95.250 |
92.000 |
3.250 |
3.4% |
0.593 |
0.6% |
80% |
False |
False |
495 |
| 40 |
96.445 |
92.000 |
4.445 |
4.7% |
0.585 |
0.6% |
59% |
False |
False |
371 |
| 60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.596 |
0.6% |
39% |
False |
False |
278 |
| 80 |
99.980 |
92.000 |
7.980 |
8.4% |
0.553 |
0.6% |
33% |
False |
False |
214 |
| 100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.516 |
0.5% |
32% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.290 |
|
2.618 |
95.702 |
|
1.618 |
95.342 |
|
1.000 |
95.120 |
|
0.618 |
94.982 |
|
HIGH |
94.760 |
|
0.618 |
94.622 |
|
0.500 |
94.580 |
|
0.382 |
94.538 |
|
LOW |
94.400 |
|
0.618 |
94.178 |
|
1.000 |
94.040 |
|
1.618 |
93.818 |
|
2.618 |
93.458 |
|
4.250 |
92.870 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.597 |
94.587 |
| PP |
94.589 |
94.567 |
| S1 |
94.580 |
94.548 |
|