ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
92.620 |
92.955 |
0.335 |
0.4% |
95.045 |
| High |
93.030 |
93.360 |
0.330 |
0.4% |
95.100 |
| Low |
91.880 |
92.835 |
0.955 |
1.0% |
92.975 |
| Close |
92.931 |
93.187 |
0.256 |
0.3% |
93.054 |
| Range |
1.150 |
0.525 |
-0.625 |
-54.3% |
2.125 |
| ATR |
0.719 |
0.705 |
-0.014 |
-1.9% |
0.000 |
| Volume |
31,396 |
30,460 |
-936 |
-3.0% |
125,238 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.702 |
94.470 |
93.476 |
|
| R3 |
94.177 |
93.945 |
93.331 |
|
| R2 |
93.652 |
93.652 |
93.283 |
|
| R1 |
93.420 |
93.420 |
93.235 |
93.536 |
| PP |
93.127 |
93.127 |
93.127 |
93.186 |
| S1 |
92.895 |
92.895 |
93.139 |
93.011 |
| S2 |
92.602 |
92.602 |
93.091 |
|
| S3 |
92.077 |
92.370 |
93.043 |
|
| S4 |
91.552 |
91.845 |
92.898 |
|
|
| 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 |
94.570 |
91.880 |
2.690 |
2.9% |
0.778 |
0.8% |
49% |
False |
False |
29,384 |
| 10 |
95.180 |
91.880 |
3.300 |
3.5% |
0.727 |
0.8% |
40% |
False |
False |
27,523 |
| 20 |
95.210 |
91.880 |
3.330 |
3.6% |
0.677 |
0.7% |
39% |
False |
False |
23,920 |
| 40 |
98.500 |
91.880 |
6.620 |
7.1% |
0.732 |
0.8% |
20% |
False |
False |
23,889 |
| 60 |
98.700 |
91.880 |
6.820 |
7.3% |
0.705 |
0.8% |
19% |
False |
False |
16,451 |
| 80 |
99.985 |
91.880 |
8.105 |
8.7% |
0.715 |
0.8% |
16% |
False |
False |
12,461 |
| 100 |
99.985 |
91.880 |
8.105 |
8.7% |
0.701 |
0.8% |
16% |
False |
False |
9,999 |
| 120 |
100.700 |
91.880 |
8.820 |
9.5% |
0.684 |
0.7% |
15% |
False |
False |
8,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.591 |
|
2.618 |
94.734 |
|
1.618 |
94.209 |
|
1.000 |
93.885 |
|
0.618 |
93.684 |
|
HIGH |
93.360 |
|
0.618 |
93.159 |
|
0.500 |
93.098 |
|
0.382 |
93.036 |
|
LOW |
92.835 |
|
0.618 |
92.511 |
|
1.000 |
92.310 |
|
1.618 |
91.986 |
|
2.618 |
91.461 |
|
4.250 |
90.604 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.157 |
92.998 |
| PP |
93.127 |
92.809 |
| S1 |
93.098 |
92.620 |
|