ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
93.960 |
94.165 |
0.205 |
0.2% |
93.000 |
| High |
94.280 |
94.385 |
0.105 |
0.1% |
94.005 |
| Low |
93.880 |
94.140 |
0.260 |
0.3% |
92.000 |
| Close |
94.210 |
94.352 |
0.142 |
0.2% |
93.973 |
| Range |
0.400 |
0.245 |
-0.155 |
-38.8% |
2.005 |
| ATR |
0.650 |
0.621 |
-0.029 |
-4.5% |
0.000 |
| Volume |
595 |
324 |
-271 |
-45.5% |
3,472 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.027 |
94.935 |
94.487 |
|
| R3 |
94.782 |
94.690 |
94.419 |
|
| R2 |
94.537 |
94.537 |
94.397 |
|
| R1 |
94.445 |
94.445 |
94.374 |
94.491 |
| PP |
94.292 |
94.292 |
94.292 |
94.316 |
| S1 |
94.200 |
94.200 |
94.330 |
94.246 |
| S2 |
94.047 |
94.047 |
94.307 |
|
| S3 |
93.802 |
93.955 |
94.285 |
|
| S4 |
93.557 |
93.710 |
94.217 |
|
|
| 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 |
94.385 |
92.960 |
1.425 |
1.5% |
0.520 |
0.6% |
98% |
True |
False |
564 |
| 10 |
94.975 |
92.000 |
2.975 |
3.2% |
0.658 |
0.7% |
79% |
False |
False |
593 |
| 20 |
95.270 |
92.000 |
3.270 |
3.5% |
0.624 |
0.7% |
72% |
False |
False |
477 |
| 40 |
97.100 |
92.000 |
5.100 |
5.4% |
0.621 |
0.7% |
46% |
False |
False |
342 |
| 60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.571 |
0.6% |
35% |
False |
False |
247 |
| 80 |
100.030 |
92.000 |
8.030 |
8.5% |
0.546 |
0.6% |
29% |
False |
False |
190 |
| 100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.503 |
0.5% |
29% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.426 |
|
2.618 |
95.026 |
|
1.618 |
94.781 |
|
1.000 |
94.630 |
|
0.618 |
94.536 |
|
HIGH |
94.385 |
|
0.618 |
94.291 |
|
0.500 |
94.263 |
|
0.382 |
94.234 |
|
LOW |
94.140 |
|
0.618 |
93.989 |
|
1.000 |
93.895 |
|
1.618 |
93.744 |
|
2.618 |
93.499 |
|
4.250 |
93.099 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.322 |
94.166 |
| PP |
94.292 |
93.979 |
| S1 |
94.263 |
93.793 |
|