ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
94.215 |
94.680 |
0.465 |
0.5% |
93.960 |
| High |
94.910 |
94.735 |
-0.175 |
-0.2% |
94.910 |
| Low |
94.185 |
94.490 |
0.305 |
0.3% |
93.750 |
| Close |
94.673 |
94.625 |
-0.048 |
-0.1% |
94.673 |
| Range |
0.725 |
0.245 |
-0.480 |
-66.2% |
1.160 |
| ATR |
0.608 |
0.582 |
-0.026 |
-4.3% |
0.000 |
| Volume |
533 |
337 |
-196 |
-36.8% |
2,139 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.352 |
95.233 |
94.760 |
|
| R3 |
95.107 |
94.988 |
94.692 |
|
| R2 |
94.862 |
94.862 |
94.670 |
|
| R1 |
94.743 |
94.743 |
94.647 |
94.680 |
| PP |
94.617 |
94.617 |
94.617 |
94.585 |
| S1 |
94.498 |
94.498 |
94.603 |
94.435 |
| S2 |
94.372 |
94.372 |
94.580 |
|
| S3 |
94.127 |
94.253 |
94.558 |
|
| S4 |
93.882 |
94.008 |
94.490 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.924 |
97.459 |
95.311 |
|
| R3 |
96.764 |
96.299 |
94.992 |
|
| R2 |
95.604 |
95.604 |
94.886 |
|
| R1 |
95.139 |
95.139 |
94.779 |
95.372 |
| PP |
94.444 |
94.444 |
94.444 |
94.561 |
| S1 |
93.979 |
93.979 |
94.567 |
94.212 |
| S2 |
93.284 |
93.284 |
94.460 |
|
| S3 |
92.124 |
92.819 |
94.354 |
|
| S4 |
90.964 |
91.659 |
94.035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.910 |
93.750 |
1.160 |
1.2% |
0.419 |
0.4% |
75% |
False |
False |
376 |
| 10 |
94.910 |
92.000 |
2.910 |
3.1% |
0.553 |
0.6% |
90% |
False |
False |
545 |
| 20 |
95.250 |
92.000 |
3.250 |
3.4% |
0.605 |
0.6% |
81% |
False |
False |
495 |
| 40 |
96.445 |
92.000 |
4.445 |
4.7% |
0.584 |
0.6% |
59% |
False |
False |
365 |
| 60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.594 |
0.6% |
39% |
False |
False |
272 |
| 80 |
99.980 |
92.000 |
7.980 |
8.4% |
0.551 |
0.6% |
33% |
False |
False |
210 |
| 100 |
100.030 |
92.000 |
8.030 |
8.5% |
0.512 |
0.5% |
33% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.776 |
|
2.618 |
95.376 |
|
1.618 |
95.131 |
|
1.000 |
94.980 |
|
0.618 |
94.886 |
|
HIGH |
94.735 |
|
0.618 |
94.641 |
|
0.500 |
94.613 |
|
0.382 |
94.584 |
|
LOW |
94.490 |
|
0.618 |
94.339 |
|
1.000 |
94.245 |
|
1.618 |
94.094 |
|
2.618 |
93.849 |
|
4.250 |
93.449 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
94.621 |
94.550 |
| PP |
94.617 |
94.475 |
| S1 |
94.613 |
94.400 |
|