ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
92.995 |
92.620 |
-0.375 |
-0.4% |
95.045 |
| High |
93.065 |
93.030 |
-0.035 |
0.0% |
95.100 |
| Low |
92.500 |
91.880 |
-0.620 |
-0.7% |
92.975 |
| Close |
92.618 |
92.931 |
0.313 |
0.3% |
93.054 |
| Range |
0.565 |
1.150 |
0.585 |
103.5% |
2.125 |
| ATR |
0.686 |
0.719 |
0.033 |
4.8% |
0.000 |
| Volume |
22,398 |
31,396 |
8,998 |
40.2% |
125,238 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.064 |
95.647 |
93.564 |
|
| R3 |
94.914 |
94.497 |
93.247 |
|
| R2 |
93.764 |
93.764 |
93.142 |
|
| R1 |
93.347 |
93.347 |
93.036 |
93.556 |
| PP |
92.614 |
92.614 |
92.614 |
92.718 |
| S1 |
92.197 |
92.197 |
92.826 |
92.406 |
| S2 |
91.464 |
91.464 |
92.720 |
|
| S3 |
90.314 |
91.047 |
92.615 |
|
| S4 |
89.164 |
89.897 |
92.299 |
|
|
| 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 |
91.880 |
2.940 |
3.2% |
0.818 |
0.9% |
36% |
False |
True |
28,520 |
| 10 |
95.180 |
91.880 |
3.300 |
3.6% |
0.741 |
0.8% |
32% |
False |
True |
26,036 |
| 20 |
95.210 |
91.880 |
3.330 |
3.6% |
0.693 |
0.7% |
32% |
False |
True |
24,015 |
| 40 |
98.500 |
91.880 |
6.620 |
7.1% |
0.729 |
0.8% |
16% |
False |
True |
23,289 |
| 60 |
98.700 |
91.880 |
6.820 |
7.3% |
0.714 |
0.8% |
15% |
False |
True |
15,951 |
| 80 |
99.985 |
91.880 |
8.105 |
8.7% |
0.716 |
0.8% |
13% |
False |
True |
12,083 |
| 100 |
99.985 |
91.880 |
8.105 |
8.7% |
0.702 |
0.8% |
13% |
False |
True |
9,695 |
| 120 |
100.700 |
91.880 |
8.820 |
9.5% |
0.682 |
0.7% |
12% |
False |
True |
8,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.918 |
|
2.618 |
96.041 |
|
1.618 |
94.891 |
|
1.000 |
94.180 |
|
0.618 |
93.741 |
|
HIGH |
93.030 |
|
0.618 |
92.591 |
|
0.500 |
92.455 |
|
0.382 |
92.319 |
|
LOW |
91.880 |
|
0.618 |
91.169 |
|
1.000 |
90.730 |
|
1.618 |
90.019 |
|
2.618 |
88.869 |
|
4.250 |
86.993 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
92.772 |
92.887 |
| PP |
92.614 |
92.844 |
| S1 |
92.455 |
92.800 |
|