ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.650 |
95.350 |
-0.300 |
-0.3% |
94.680 |
High |
95.675 |
95.350 |
-0.325 |
-0.3% |
95.580 |
Low |
95.370 |
94.955 |
-0.415 |
-0.4% |
94.400 |
Close |
95.370 |
95.180 |
-0.190 |
-0.2% |
95.383 |
Range |
0.305 |
0.395 |
0.090 |
29.5% |
1.180 |
ATR |
0.508 |
0.501 |
-0.007 |
-1.3% |
0.000 |
Volume |
1,049 |
1,080 |
31 |
3.0% |
2,518 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.347 |
96.158 |
95.397 |
|
R3 |
95.952 |
95.763 |
95.289 |
|
R2 |
95.557 |
95.557 |
95.252 |
|
R1 |
95.368 |
95.368 |
95.216 |
95.265 |
PP |
95.162 |
95.162 |
95.162 |
95.110 |
S1 |
94.973 |
94.973 |
95.144 |
94.870 |
S2 |
94.767 |
94.767 |
95.108 |
|
S3 |
94.372 |
94.578 |
95.071 |
|
S4 |
93.977 |
94.183 |
94.963 |
|
|
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 |
95.685 |
94.955 |
0.730 |
0.8% |
0.346 |
0.4% |
31% |
False |
True |
742 |
10 |
95.685 |
94.185 |
1.500 |
1.6% |
0.412 |
0.4% |
66% |
False |
False |
653 |
20 |
95.685 |
92.000 |
3.685 |
3.9% |
0.498 |
0.5% |
86% |
False |
False |
619 |
40 |
95.685 |
92.000 |
3.685 |
3.9% |
0.555 |
0.6% |
86% |
False |
False |
467 |
60 |
98.500 |
92.000 |
6.500 |
6.8% |
0.594 |
0.6% |
49% |
False |
False |
361 |
80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.540 |
0.6% |
47% |
False |
False |
277 |
100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.517 |
0.5% |
40% |
False |
False |
225 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.501 |
0.5% |
40% |
False |
False |
190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.029 |
2.618 |
96.384 |
1.618 |
95.989 |
1.000 |
95.745 |
0.618 |
95.594 |
HIGH |
95.350 |
0.618 |
95.199 |
0.500 |
95.153 |
0.382 |
95.106 |
LOW |
94.955 |
0.618 |
94.711 |
1.000 |
94.560 |
1.618 |
94.316 |
2.618 |
93.921 |
4.250 |
93.276 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.171 |
95.320 |
PP |
95.162 |
95.273 |
S1 |
95.153 |
95.227 |
|