ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
94.590 |
94.620 |
0.030 |
0.0% |
93.960 |
| High |
94.760 |
95.295 |
0.535 |
0.6% |
94.910 |
| Low |
94.400 |
94.620 |
0.220 |
0.2% |
93.750 |
| Close |
94.606 |
95.123 |
0.517 |
0.5% |
94.673 |
| Range |
0.360 |
0.675 |
0.315 |
87.5% |
1.160 |
| ATR |
0.567 |
0.575 |
0.009 |
1.5% |
0.000 |
| Volume |
355 |
901 |
546 |
153.8% |
2,139 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.038 |
96.755 |
95.494 |
|
| R3 |
96.363 |
96.080 |
95.309 |
|
| R2 |
95.688 |
95.688 |
95.247 |
|
| R1 |
95.405 |
95.405 |
95.185 |
95.547 |
| PP |
95.013 |
95.013 |
95.013 |
95.083 |
| S1 |
94.730 |
94.730 |
95.061 |
94.872 |
| S2 |
94.338 |
94.338 |
94.999 |
|
| S3 |
93.663 |
94.055 |
94.937 |
|
| S4 |
92.988 |
93.380 |
94.752 |
|
|
| 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 |
95.295 |
93.890 |
1.405 |
1.5% |
0.466 |
0.5% |
88% |
True |
False |
499 |
| 10 |
95.295 |
93.200 |
2.095 |
2.2% |
0.499 |
0.5% |
92% |
True |
False |
499 |
| 20 |
95.295 |
92.000 |
3.295 |
3.5% |
0.595 |
0.6% |
95% |
True |
False |
533 |
| 40 |
96.445 |
92.000 |
4.445 |
4.7% |
0.591 |
0.6% |
70% |
False |
False |
390 |
| 60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.603 |
0.6% |
46% |
False |
False |
293 |
| 80 |
99.980 |
92.000 |
7.980 |
8.4% |
0.559 |
0.6% |
39% |
False |
False |
225 |
| 100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.521 |
0.5% |
39% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.164 |
|
2.618 |
97.062 |
|
1.618 |
96.387 |
|
1.000 |
95.970 |
|
0.618 |
95.712 |
|
HIGH |
95.295 |
|
0.618 |
95.037 |
|
0.500 |
94.958 |
|
0.382 |
94.878 |
|
LOW |
94.620 |
|
0.618 |
94.203 |
|
1.000 |
93.945 |
|
1.618 |
93.528 |
|
2.618 |
92.853 |
|
4.250 |
91.751 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.068 |
95.031 |
| PP |
95.013 |
94.939 |
| S1 |
94.958 |
94.848 |
|