ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
93.845 |
93.960 |
0.115 |
0.1% |
93.000 |
| High |
94.005 |
94.280 |
0.275 |
0.3% |
94.005 |
| Low |
93.200 |
93.880 |
0.680 |
0.7% |
92.000 |
| Close |
93.973 |
94.210 |
0.237 |
0.3% |
93.973 |
| Range |
0.805 |
0.400 |
-0.405 |
-50.3% |
2.005 |
| ATR |
0.669 |
0.650 |
-0.019 |
-2.9% |
0.000 |
| Volume |
565 |
595 |
30 |
5.3% |
3,472 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.323 |
95.167 |
94.430 |
|
| R3 |
94.923 |
94.767 |
94.320 |
|
| R2 |
94.523 |
94.523 |
94.283 |
|
| R1 |
94.367 |
94.367 |
94.247 |
94.445 |
| PP |
94.123 |
94.123 |
94.123 |
94.163 |
| S1 |
93.967 |
93.967 |
94.173 |
94.045 |
| S2 |
93.723 |
93.723 |
94.137 |
|
| S3 |
93.323 |
93.567 |
94.100 |
|
| S4 |
92.923 |
93.167 |
93.990 |
|
|
| 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 |
94.280 |
92.000 |
2.280 |
2.4% |
0.687 |
0.7% |
97% |
True |
False |
715 |
| 10 |
94.975 |
92.000 |
2.975 |
3.2% |
0.692 |
0.7% |
74% |
False |
False |
639 |
| 20 |
95.270 |
92.000 |
3.270 |
3.5% |
0.649 |
0.7% |
68% |
False |
False |
475 |
| 40 |
97.100 |
92.000 |
5.100 |
5.4% |
0.625 |
0.7% |
43% |
False |
False |
334 |
| 60 |
98.745 |
92.000 |
6.745 |
7.2% |
0.571 |
0.6% |
33% |
False |
False |
242 |
| 80 |
100.030 |
92.000 |
8.030 |
8.5% |
0.543 |
0.6% |
28% |
False |
False |
186 |
| 100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.508 |
0.5% |
28% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.980 |
|
2.618 |
95.327 |
|
1.618 |
94.927 |
|
1.000 |
94.680 |
|
0.618 |
94.527 |
|
HIGH |
94.280 |
|
0.618 |
94.127 |
|
0.500 |
94.080 |
|
0.382 |
94.033 |
|
LOW |
93.880 |
|
0.618 |
93.633 |
|
1.000 |
93.480 |
|
1.618 |
93.233 |
|
2.618 |
92.833 |
|
4.250 |
92.180 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.167 |
94.053 |
| PP |
94.123 |
93.897 |
| S1 |
94.080 |
93.740 |
|