ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
95.150 |
95.600 |
0.450 |
0.5% |
95.310 |
| High |
95.770 |
95.890 |
0.120 |
0.1% |
95.770 |
| Low |
95.075 |
95.455 |
0.380 |
0.4% |
94.925 |
| Close |
95.500 |
95.878 |
0.378 |
0.4% |
95.500 |
| Range |
0.695 |
0.435 |
-0.260 |
-37.4% |
0.845 |
| ATR |
0.552 |
0.543 |
-0.008 |
-1.5% |
0.000 |
| Volume |
18,434 |
17,721 |
-713 |
-3.9% |
73,738 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.046 |
96.897 |
96.117 |
|
| R3 |
96.611 |
96.462 |
95.998 |
|
| R2 |
96.176 |
96.176 |
95.958 |
|
| R1 |
96.027 |
96.027 |
95.918 |
96.102 |
| PP |
95.741 |
95.741 |
95.741 |
95.778 |
| S1 |
95.592 |
95.592 |
95.838 |
95.667 |
| S2 |
95.306 |
95.306 |
95.798 |
|
| S3 |
94.871 |
95.157 |
95.758 |
|
| S4 |
94.436 |
94.722 |
95.639 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.933 |
97.562 |
95.965 |
|
| R3 |
97.088 |
96.717 |
95.732 |
|
| R2 |
96.243 |
96.243 |
95.655 |
|
| R1 |
95.872 |
95.872 |
95.577 |
96.058 |
| PP |
95.398 |
95.398 |
95.398 |
95.491 |
| S1 |
95.027 |
95.027 |
95.423 |
95.213 |
| S2 |
94.553 |
94.553 |
95.345 |
|
| S3 |
93.708 |
94.182 |
95.268 |
|
| S4 |
92.863 |
93.337 |
95.035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.890 |
94.925 |
0.965 |
1.0% |
0.485 |
0.5% |
99% |
True |
False |
15,940 |
| 10 |
95.890 |
94.310 |
1.580 |
1.6% |
0.461 |
0.5% |
99% |
True |
False |
16,117 |
| 20 |
95.890 |
91.880 |
4.010 |
4.2% |
0.527 |
0.5% |
100% |
True |
False |
18,201 |
| 40 |
95.890 |
91.880 |
4.010 |
4.2% |
0.595 |
0.6% |
100% |
True |
False |
20,852 |
| 60 |
98.500 |
91.880 |
6.620 |
6.9% |
0.654 |
0.7% |
60% |
False |
False |
21,156 |
| 80 |
98.700 |
91.880 |
6.820 |
7.1% |
0.665 |
0.7% |
59% |
False |
False |
16,131 |
| 100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.675 |
0.7% |
49% |
False |
False |
12,993 |
| 120 |
99.985 |
91.880 |
8.105 |
8.5% |
0.668 |
0.7% |
49% |
False |
False |
10,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.739 |
|
2.618 |
97.029 |
|
1.618 |
96.594 |
|
1.000 |
96.325 |
|
0.618 |
96.159 |
|
HIGH |
95.890 |
|
0.618 |
95.724 |
|
0.500 |
95.673 |
|
0.382 |
95.621 |
|
LOW |
95.455 |
|
0.618 |
95.186 |
|
1.000 |
95.020 |
|
1.618 |
94.751 |
|
2.618 |
94.316 |
|
4.250 |
93.606 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.810 |
95.721 |
| PP |
95.741 |
95.564 |
| S1 |
95.673 |
95.408 |
|