ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.370 |
95.385 |
0.015 |
0.0% |
94.680 |
High |
95.515 |
95.500 |
-0.015 |
0.0% |
95.580 |
Low |
95.240 |
95.160 |
-0.080 |
-0.1% |
94.400 |
Close |
95.383 |
95.261 |
-0.122 |
-0.1% |
95.383 |
Range |
0.275 |
0.340 |
0.065 |
23.6% |
1.180 |
ATR |
0.546 |
0.531 |
-0.015 |
-2.7% |
0.000 |
Volume |
227 |
413 |
186 |
81.9% |
2,518 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.327 |
96.134 |
95.448 |
|
R3 |
95.987 |
95.794 |
95.355 |
|
R2 |
95.647 |
95.647 |
95.323 |
|
R1 |
95.454 |
95.454 |
95.292 |
95.381 |
PP |
95.307 |
95.307 |
95.307 |
95.270 |
S1 |
95.114 |
95.114 |
95.230 |
95.041 |
S2 |
94.967 |
94.967 |
95.199 |
|
S3 |
94.627 |
94.774 |
95.168 |
|
S4 |
94.287 |
94.434 |
95.074 |
|
|
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% |
0.406 |
0.4% |
73% |
False |
False |
518 |
10 |
95.580 |
93.750 |
1.830 |
1.9% |
0.412 |
0.4% |
83% |
False |
False |
447 |
20 |
95.580 |
92.000 |
3.580 |
3.8% |
0.552 |
0.6% |
91% |
False |
False |
543 |
40 |
96.200 |
92.000 |
4.200 |
4.4% |
0.584 |
0.6% |
78% |
False |
False |
410 |
60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.593 |
0.6% |
48% |
False |
False |
313 |
80 |
99.170 |
92.000 |
7.170 |
7.5% |
0.548 |
0.6% |
45% |
False |
False |
241 |
100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.521 |
0.5% |
41% |
False |
False |
195 |
120 |
100.890 |
92.000 |
8.890 |
9.3% |
0.524 |
0.6% |
37% |
False |
False |
165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.945 |
2.618 |
96.390 |
1.618 |
96.050 |
1.000 |
95.840 |
0.618 |
95.710 |
HIGH |
95.500 |
0.618 |
95.370 |
0.500 |
95.330 |
0.382 |
95.290 |
LOW |
95.160 |
0.618 |
94.950 |
1.000 |
94.820 |
1.618 |
94.610 |
2.618 |
94.270 |
4.250 |
93.715 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.330 |
95.370 |
PP |
95.307 |
95.334 |
S1 |
95.284 |
95.297 |
|