ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
94.525 |
95.190 |
0.665 |
0.7% |
93.870 |
| High |
95.230 |
95.510 |
0.280 |
0.3% |
94.845 |
| Low |
94.510 |
95.125 |
0.615 |
0.7% |
93.650 |
| Close |
95.063 |
95.294 |
0.231 |
0.2% |
94.593 |
| Range |
0.720 |
0.385 |
-0.335 |
-46.5% |
1.195 |
| ATR |
0.619 |
0.606 |
-0.012 |
-2.0% |
0.000 |
| Volume |
24,264 |
22,694 |
-1,570 |
-6.5% |
88,201 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.465 |
96.264 |
95.506 |
|
| R3 |
96.080 |
95.879 |
95.400 |
|
| R2 |
95.695 |
95.695 |
95.365 |
|
| R1 |
95.494 |
95.494 |
95.329 |
95.595 |
| PP |
95.310 |
95.310 |
95.310 |
95.360 |
| S1 |
95.109 |
95.109 |
95.259 |
95.210 |
| S2 |
94.925 |
94.925 |
95.223 |
|
| S3 |
94.540 |
94.724 |
95.188 |
|
| S4 |
94.155 |
94.339 |
95.082 |
|
|
| 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 |
95.510 |
94.100 |
1.410 |
1.5% |
0.515 |
0.5% |
85% |
True |
False |
19,016 |
| 10 |
95.510 |
93.085 |
2.425 |
2.5% |
0.511 |
0.5% |
91% |
True |
False |
18,156 |
| 20 |
95.510 |
91.880 |
3.630 |
3.8% |
0.611 |
0.6% |
94% |
True |
False |
21,531 |
| 40 |
96.420 |
91.880 |
4.540 |
4.8% |
0.633 |
0.7% |
75% |
False |
False |
21,817 |
| 60 |
98.700 |
91.880 |
6.820 |
7.2% |
0.685 |
0.7% |
50% |
False |
False |
19,658 |
| 80 |
99.955 |
91.880 |
8.075 |
8.5% |
0.717 |
0.8% |
42% |
False |
False |
14,912 |
| 100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.696 |
0.7% |
42% |
False |
False |
11,985 |
| 120 |
100.700 |
91.880 |
8.820 |
9.3% |
0.694 |
0.7% |
39% |
False |
False |
10,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.146 |
|
2.618 |
96.518 |
|
1.618 |
96.133 |
|
1.000 |
95.895 |
|
0.618 |
95.748 |
|
HIGH |
95.510 |
|
0.618 |
95.363 |
|
0.500 |
95.318 |
|
0.382 |
95.272 |
|
LOW |
95.125 |
|
0.618 |
94.887 |
|
1.000 |
94.740 |
|
1.618 |
94.502 |
|
2.618 |
94.117 |
|
4.250 |
93.489 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.318 |
95.166 |
| PP |
95.310 |
95.038 |
| S1 |
95.302 |
94.910 |
|