ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
94.620 |
95.210 |
0.590 |
0.6% |
93.960 |
| High |
95.295 |
95.580 |
0.285 |
0.3% |
94.910 |
| Low |
94.620 |
95.200 |
0.580 |
0.6% |
93.750 |
| Close |
95.123 |
95.344 |
0.221 |
0.2% |
94.673 |
| Range |
0.675 |
0.380 |
-0.295 |
-43.7% |
1.160 |
| ATR |
0.575 |
0.567 |
-0.008 |
-1.5% |
0.000 |
| Volume |
901 |
698 |
-203 |
-22.5% |
2,139 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.515 |
96.309 |
95.553 |
|
| R3 |
96.135 |
95.929 |
95.449 |
|
| R2 |
95.755 |
95.755 |
95.414 |
|
| R1 |
95.549 |
95.549 |
95.379 |
95.652 |
| PP |
95.375 |
95.375 |
95.375 |
95.426 |
| S1 |
95.169 |
95.169 |
95.309 |
95.272 |
| S2 |
94.995 |
94.995 |
95.274 |
|
| S3 |
94.615 |
94.789 |
95.240 |
|
| S4 |
94.235 |
94.409 |
95.135 |
|
|
| 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 |
95.580 |
94.185 |
1.395 |
1.5% |
0.477 |
0.5% |
83% |
True |
False |
564 |
| 10 |
95.580 |
93.200 |
2.380 |
2.5% |
0.471 |
0.5% |
90% |
True |
False |
499 |
| 20 |
95.580 |
92.000 |
3.580 |
3.8% |
0.574 |
0.6% |
93% |
True |
False |
539 |
| 40 |
96.445 |
92.000 |
4.445 |
4.7% |
0.588 |
0.6% |
75% |
False |
False |
404 |
| 60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.602 |
0.6% |
50% |
False |
False |
303 |
| 80 |
99.980 |
92.000 |
7.980 |
8.4% |
0.559 |
0.6% |
42% |
False |
False |
233 |
| 100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.522 |
0.5% |
42% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.195 |
|
2.618 |
96.575 |
|
1.618 |
96.195 |
|
1.000 |
95.960 |
|
0.618 |
95.815 |
|
HIGH |
95.580 |
|
0.618 |
95.435 |
|
0.500 |
95.390 |
|
0.382 |
95.345 |
|
LOW |
95.200 |
|
0.618 |
94.965 |
|
1.000 |
94.820 |
|
1.618 |
94.585 |
|
2.618 |
94.205 |
|
4.250 |
93.585 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.390 |
95.226 |
| PP |
95.375 |
95.108 |
| S1 |
95.359 |
94.990 |
|