ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
95.165 |
95.605 |
0.440 |
0.5% |
95.385 |
High |
95.770 |
95.895 |
0.125 |
0.1% |
95.770 |
Low |
95.125 |
95.480 |
0.355 |
0.4% |
94.955 |
Close |
95.505 |
95.893 |
0.388 |
0.4% |
95.505 |
Range |
0.645 |
0.415 |
-0.230 |
-35.7% |
0.815 |
ATR |
0.512 |
0.505 |
-0.007 |
-1.3% |
0.000 |
Volume |
1,356 |
1,364 |
8 |
0.6% |
4,840 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.001 |
96.862 |
96.121 |
|
R3 |
96.586 |
96.447 |
96.007 |
|
R2 |
96.171 |
96.171 |
95.969 |
|
R1 |
96.032 |
96.032 |
95.931 |
96.102 |
PP |
95.756 |
95.756 |
95.756 |
95.791 |
S1 |
95.617 |
95.617 |
95.855 |
95.687 |
S2 |
95.341 |
95.341 |
95.817 |
|
S3 |
94.926 |
95.202 |
95.779 |
|
S4 |
94.511 |
94.787 |
95.665 |
|
|
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 |
95.895 |
94.955 |
0.940 |
1.0% |
0.435 |
0.5% |
100% |
True |
False |
1,158 |
10 |
95.895 |
94.400 |
1.495 |
1.6% |
0.421 |
0.4% |
100% |
True |
False |
838 |
20 |
95.895 |
92.000 |
3.895 |
4.1% |
0.487 |
0.5% |
100% |
True |
False |
692 |
40 |
95.895 |
92.000 |
3.895 |
4.1% |
0.555 |
0.6% |
100% |
True |
False |
528 |
60 |
98.500 |
92.000 |
6.500 |
6.8% |
0.591 |
0.6% |
60% |
False |
False |
406 |
80 |
98.745 |
92.000 |
6.745 |
7.0% |
0.535 |
0.6% |
58% |
False |
False |
310 |
100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.513 |
0.5% |
48% |
False |
False |
252 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.498 |
0.5% |
48% |
False |
False |
212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.659 |
2.618 |
96.981 |
1.618 |
96.566 |
1.000 |
96.310 |
0.618 |
96.151 |
HIGH |
95.895 |
0.618 |
95.736 |
0.500 |
95.688 |
0.382 |
95.639 |
LOW |
95.480 |
0.618 |
95.224 |
1.000 |
95.065 |
1.618 |
94.809 |
2.618 |
94.394 |
4.250 |
93.716 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
95.825 |
95.737 |
PP |
95.756 |
95.581 |
S1 |
95.688 |
95.425 |
|