ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
94.610 |
94.550 |
-0.060 |
-0.1% |
93.870 |
| High |
94.675 |
94.740 |
0.065 |
0.1% |
94.845 |
| Low |
94.380 |
94.310 |
-0.070 |
-0.1% |
93.650 |
| Close |
94.550 |
94.531 |
-0.019 |
0.0% |
94.593 |
| Range |
0.295 |
0.430 |
0.135 |
45.8% |
1.195 |
| ATR |
0.625 |
0.611 |
-0.014 |
-2.2% |
0.000 |
| Volume |
13,134 |
11,834 |
-1,300 |
-9.9% |
88,201 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.817 |
95.604 |
94.768 |
|
| R3 |
95.387 |
95.174 |
94.649 |
|
| R2 |
94.957 |
94.957 |
94.610 |
|
| R1 |
94.744 |
94.744 |
94.570 |
94.636 |
| PP |
94.527 |
94.527 |
94.527 |
94.473 |
| S1 |
94.314 |
94.314 |
94.492 |
94.206 |
| S2 |
94.097 |
94.097 |
94.452 |
|
| S3 |
93.667 |
93.884 |
94.413 |
|
| S4 |
93.237 |
93.454 |
94.295 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.948 |
97.465 |
95.250 |
|
| R3 |
96.753 |
96.270 |
94.922 |
|
| R2 |
95.558 |
95.558 |
94.812 |
|
| R1 |
95.075 |
95.075 |
94.703 |
95.317 |
| PP |
94.363 |
94.363 |
94.363 |
94.483 |
| S1 |
93.880 |
93.880 |
94.483 |
94.122 |
| S2 |
93.168 |
93.168 |
94.374 |
|
| S3 |
91.973 |
92.685 |
94.264 |
|
| S4 |
90.778 |
91.490 |
93.936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.845 |
93.650 |
1.195 |
1.3% |
0.483 |
0.5% |
74% |
False |
False |
17,159 |
| 10 |
94.845 |
92.835 |
2.010 |
2.1% |
0.522 |
0.6% |
84% |
False |
False |
18,329 |
| 20 |
95.180 |
91.880 |
3.300 |
3.5% |
0.631 |
0.7% |
80% |
False |
False |
22,182 |
| 40 |
96.420 |
91.880 |
4.540 |
4.8% |
0.633 |
0.7% |
58% |
False |
False |
21,514 |
| 60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.683 |
0.7% |
39% |
False |
False |
18,920 |
| 80 |
99.955 |
91.880 |
8.075 |
8.5% |
0.713 |
0.8% |
33% |
False |
False |
14,332 |
| 100 |
99.985 |
91.880 |
8.105 |
8.6% |
0.692 |
0.7% |
33% |
False |
False |
11,517 |
| 120 |
100.700 |
91.880 |
8.820 |
9.3% |
0.691 |
0.7% |
30% |
False |
False |
9,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.568 |
|
2.618 |
95.866 |
|
1.618 |
95.436 |
|
1.000 |
95.170 |
|
0.618 |
95.006 |
|
HIGH |
94.740 |
|
0.618 |
94.576 |
|
0.500 |
94.525 |
|
0.382 |
94.474 |
|
LOW |
94.310 |
|
0.618 |
94.044 |
|
1.000 |
93.880 |
|
1.618 |
93.614 |
|
2.618 |
93.184 |
|
4.250 |
92.483 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.529 |
94.512 |
| PP |
94.527 |
94.492 |
| S1 |
94.525 |
94.473 |
|