ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
93.720 |
92.995 |
-0.725 |
-0.8% |
95.045 |
| High |
93.720 |
93.065 |
-0.655 |
-0.7% |
95.100 |
| Low |
92.975 |
92.500 |
-0.475 |
-0.5% |
92.975 |
| Close |
93.054 |
92.618 |
-0.436 |
-0.5% |
93.054 |
| Range |
0.745 |
0.565 |
-0.180 |
-24.2% |
2.125 |
| ATR |
0.695 |
0.686 |
-0.009 |
-1.3% |
0.000 |
| Volume |
32,882 |
22,398 |
-10,484 |
-31.9% |
125,238 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.423 |
94.085 |
92.929 |
|
| R3 |
93.858 |
93.520 |
92.773 |
|
| R2 |
93.293 |
93.293 |
92.722 |
|
| R1 |
92.955 |
92.955 |
92.670 |
92.842 |
| PP |
92.728 |
92.728 |
92.728 |
92.671 |
| S1 |
92.390 |
92.390 |
92.566 |
92.277 |
| S2 |
92.163 |
92.163 |
92.514 |
|
| S3 |
91.598 |
91.825 |
92.463 |
|
| S4 |
91.033 |
91.260 |
92.307 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.085 |
98.694 |
94.223 |
|
| R3 |
97.960 |
96.569 |
93.638 |
|
| R2 |
95.835 |
95.835 |
93.444 |
|
| R1 |
94.444 |
94.444 |
93.249 |
94.077 |
| PP |
93.710 |
93.710 |
93.710 |
93.526 |
| S1 |
92.319 |
92.319 |
92.859 |
91.952 |
| S2 |
91.585 |
91.585 |
92.664 |
|
| S3 |
89.460 |
90.194 |
92.470 |
|
| S4 |
87.335 |
88.069 |
91.885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.820 |
92.500 |
2.320 |
2.5% |
0.712 |
0.8% |
5% |
False |
True |
26,519 |
| 10 |
95.180 |
92.500 |
2.680 |
2.9% |
0.690 |
0.7% |
4% |
False |
True |
24,649 |
| 20 |
95.210 |
92.500 |
2.710 |
2.9% |
0.662 |
0.7% |
4% |
False |
True |
23,502 |
| 40 |
98.500 |
92.500 |
6.000 |
6.5% |
0.717 |
0.8% |
2% |
False |
True |
22,633 |
| 60 |
98.700 |
92.500 |
6.200 |
6.7% |
0.710 |
0.8% |
2% |
False |
True |
15,441 |
| 80 |
99.985 |
92.500 |
7.485 |
8.1% |
0.712 |
0.8% |
2% |
False |
True |
11,691 |
| 100 |
99.985 |
92.500 |
7.485 |
8.1% |
0.696 |
0.8% |
2% |
False |
True |
9,385 |
| 120 |
100.700 |
92.500 |
8.200 |
8.9% |
0.676 |
0.7% |
1% |
False |
True |
7,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.466 |
|
2.618 |
94.544 |
|
1.618 |
93.979 |
|
1.000 |
93.630 |
|
0.618 |
93.414 |
|
HIGH |
93.065 |
|
0.618 |
92.849 |
|
0.500 |
92.783 |
|
0.382 |
92.716 |
|
LOW |
92.500 |
|
0.618 |
92.151 |
|
1.000 |
91.935 |
|
1.618 |
91.586 |
|
2.618 |
91.021 |
|
4.250 |
90.099 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
92.783 |
93.535 |
| PP |
92.728 |
93.229 |
| S1 |
92.673 |
92.924 |
|