ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
93.360 |
93.845 |
0.485 |
0.5% |
93.000 |
| High |
93.935 |
94.005 |
0.070 |
0.1% |
94.005 |
| Low |
93.275 |
93.200 |
-0.075 |
-0.1% |
92.000 |
| Close |
93.873 |
93.973 |
0.100 |
0.1% |
93.973 |
| Range |
0.660 |
0.805 |
0.145 |
22.0% |
2.005 |
| ATR |
0.659 |
0.669 |
0.010 |
1.6% |
0.000 |
| Volume |
693 |
565 |
-128 |
-18.5% |
3,472 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.141 |
95.862 |
94.416 |
|
| R3 |
95.336 |
95.057 |
94.194 |
|
| R2 |
94.531 |
94.531 |
94.121 |
|
| R1 |
94.252 |
94.252 |
94.047 |
94.392 |
| PP |
93.726 |
93.726 |
93.726 |
93.796 |
| S1 |
93.447 |
93.447 |
93.899 |
93.587 |
| S2 |
92.921 |
92.921 |
93.825 |
|
| S3 |
92.116 |
92.642 |
93.752 |
|
| S4 |
91.311 |
91.837 |
93.530 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.341 |
98.662 |
95.076 |
|
| R3 |
97.336 |
96.657 |
94.524 |
|
| R2 |
95.331 |
95.331 |
94.341 |
|
| R1 |
94.652 |
94.652 |
94.157 |
94.992 |
| PP |
93.326 |
93.326 |
93.326 |
93.496 |
| S1 |
92.647 |
92.647 |
93.789 |
92.987 |
| S2 |
91.321 |
91.321 |
93.605 |
|
| S3 |
89.316 |
90.642 |
93.422 |
|
| S4 |
87.311 |
88.637 |
92.870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.005 |
92.000 |
2.005 |
2.1% |
0.721 |
0.8% |
98% |
True |
False |
694 |
| 10 |
95.180 |
92.000 |
3.180 |
3.4% |
0.693 |
0.7% |
62% |
False |
False |
615 |
| 20 |
95.270 |
92.000 |
3.270 |
3.5% |
0.656 |
0.7% |
60% |
False |
False |
459 |
| 40 |
97.100 |
92.000 |
5.100 |
5.4% |
0.626 |
0.7% |
39% |
False |
False |
321 |
| 60 |
98.745 |
92.000 |
6.745 |
7.2% |
0.572 |
0.6% |
29% |
False |
False |
232 |
| 80 |
100.030 |
92.000 |
8.030 |
8.5% |
0.543 |
0.6% |
25% |
False |
False |
179 |
| 100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.506 |
0.5% |
25% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.426 |
|
2.618 |
96.112 |
|
1.618 |
95.307 |
|
1.000 |
94.810 |
|
0.618 |
94.502 |
|
HIGH |
94.005 |
|
0.618 |
93.697 |
|
0.500 |
93.603 |
|
0.382 |
93.508 |
|
LOW |
93.200 |
|
0.618 |
92.703 |
|
1.000 |
92.395 |
|
1.618 |
91.898 |
|
2.618 |
91.093 |
|
4.250 |
89.779 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
93.850 |
93.810 |
| PP |
93.726 |
93.646 |
| S1 |
93.603 |
93.483 |
|