ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.210 |
95.370 |
0.160 |
0.2% |
94.680 |
High |
95.580 |
95.515 |
-0.065 |
-0.1% |
95.580 |
Low |
95.200 |
95.240 |
0.040 |
0.0% |
94.400 |
Close |
95.344 |
95.383 |
0.039 |
0.0% |
95.383 |
Range |
0.380 |
0.275 |
-0.105 |
-27.6% |
1.180 |
ATR |
0.567 |
0.546 |
-0.021 |
-3.7% |
0.000 |
Volume |
698 |
227 |
-471 |
-67.5% |
2,518 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.204 |
96.069 |
95.534 |
|
R3 |
95.929 |
95.794 |
95.459 |
|
R2 |
95.654 |
95.654 |
95.433 |
|
R1 |
95.519 |
95.519 |
95.408 |
95.587 |
PP |
95.379 |
95.379 |
95.379 |
95.413 |
S1 |
95.244 |
95.244 |
95.358 |
95.312 |
S2 |
95.104 |
95.104 |
95.333 |
|
S3 |
94.829 |
94.969 |
95.307 |
|
S4 |
94.554 |
94.694 |
95.232 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.661 |
98.202 |
96.032 |
|
R3 |
97.481 |
97.022 |
95.708 |
|
R2 |
96.301 |
96.301 |
95.599 |
|
R1 |
95.842 |
95.842 |
95.491 |
96.072 |
PP |
95.121 |
95.121 |
95.121 |
95.236 |
S1 |
94.662 |
94.662 |
95.275 |
94.892 |
S2 |
93.941 |
93.941 |
95.167 |
|
S3 |
92.761 |
93.482 |
95.059 |
|
S4 |
91.581 |
92.302 |
94.734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.580 |
94.400 |
1.180 |
1.2% |
0.387 |
0.4% |
83% |
False |
False |
503 |
10 |
95.580 |
93.750 |
1.830 |
1.9% |
0.418 |
0.4% |
89% |
False |
False |
465 |
20 |
95.580 |
92.000 |
3.580 |
3.8% |
0.555 |
0.6% |
94% |
False |
False |
540 |
40 |
96.445 |
92.000 |
4.445 |
4.7% |
0.588 |
0.6% |
76% |
False |
False |
406 |
60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.600 |
0.6% |
50% |
False |
False |
306 |
80 |
99.980 |
92.000 |
7.980 |
8.4% |
0.557 |
0.6% |
42% |
False |
False |
236 |
100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.523 |
0.5% |
42% |
False |
False |
191 |
120 |
100.890 |
92.000 |
8.890 |
9.3% |
0.521 |
0.5% |
38% |
False |
False |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.684 |
2.618 |
96.235 |
1.618 |
95.960 |
1.000 |
95.790 |
0.618 |
95.685 |
HIGH |
95.515 |
0.618 |
95.410 |
0.500 |
95.378 |
0.382 |
95.345 |
LOW |
95.240 |
0.618 |
95.070 |
1.000 |
94.965 |
1.618 |
94.795 |
2.618 |
94.520 |
4.250 |
94.071 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.381 |
95.289 |
PP |
95.379 |
95.194 |
S1 |
95.378 |
95.100 |
|