ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.350 |
95.165 |
-0.185 |
-0.2% |
95.385 |
High |
95.350 |
95.770 |
0.420 |
0.4% |
95.770 |
Low |
94.955 |
95.125 |
0.170 |
0.2% |
94.955 |
Close |
95.180 |
95.505 |
0.325 |
0.3% |
95.505 |
Range |
0.395 |
0.645 |
0.250 |
63.3% |
0.815 |
ATR |
0.501 |
0.512 |
0.010 |
2.0% |
0.000 |
Volume |
1,080 |
1,356 |
276 |
25.6% |
4,840 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.402 |
97.098 |
95.860 |
|
R3 |
96.757 |
96.453 |
95.682 |
|
R2 |
96.112 |
96.112 |
95.623 |
|
R1 |
95.808 |
95.808 |
95.564 |
95.960 |
PP |
95.467 |
95.467 |
95.467 |
95.543 |
S1 |
95.163 |
95.163 |
95.446 |
95.315 |
S2 |
94.822 |
94.822 |
95.387 |
|
S3 |
94.177 |
94.518 |
95.328 |
|
S4 |
93.532 |
93.873 |
95.150 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.855 |
97.495 |
95.953 |
|
R3 |
97.040 |
96.680 |
95.729 |
|
R2 |
96.225 |
96.225 |
95.654 |
|
R1 |
95.865 |
95.865 |
95.580 |
96.045 |
PP |
95.410 |
95.410 |
95.410 |
95.500 |
S1 |
95.050 |
95.050 |
95.430 |
95.230 |
S2 |
94.595 |
94.595 |
95.356 |
|
S3 |
93.780 |
94.235 |
95.281 |
|
S4 |
92.965 |
93.420 |
95.057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.770 |
94.955 |
0.815 |
0.9% |
0.420 |
0.4% |
67% |
True |
False |
968 |
10 |
95.770 |
94.400 |
1.370 |
1.4% |
0.404 |
0.4% |
81% |
True |
False |
735 |
20 |
95.770 |
92.000 |
3.770 |
3.9% |
0.494 |
0.5% |
93% |
True |
False |
648 |
40 |
95.770 |
92.000 |
3.770 |
3.9% |
0.555 |
0.6% |
93% |
True |
False |
495 |
60 |
98.500 |
92.000 |
6.500 |
6.8% |
0.593 |
0.6% |
54% |
False |
False |
384 |
80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.535 |
0.6% |
52% |
False |
False |
294 |
100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.512 |
0.5% |
44% |
False |
False |
238 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.503 |
0.5% |
44% |
False |
False |
202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.511 |
2.618 |
97.459 |
1.618 |
96.814 |
1.000 |
96.415 |
0.618 |
96.169 |
HIGH |
95.770 |
0.618 |
95.524 |
0.500 |
95.448 |
0.382 |
95.371 |
LOW |
95.125 |
0.618 |
94.726 |
1.000 |
94.480 |
1.618 |
94.081 |
2.618 |
93.436 |
4.250 |
92.384 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.486 |
95.458 |
PP |
95.467 |
95.410 |
S1 |
95.448 |
95.363 |
|