ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
95.385 |
95.335 |
-0.050 |
-0.1% |
94.680 |
| High |
95.500 |
95.685 |
0.185 |
0.2% |
95.580 |
| Low |
95.160 |
95.270 |
0.110 |
0.1% |
94.400 |
| Close |
95.261 |
95.611 |
0.350 |
0.4% |
95.383 |
| Range |
0.340 |
0.415 |
0.075 |
22.1% |
1.180 |
| ATR |
0.531 |
0.524 |
-0.008 |
-1.4% |
0.000 |
| Volume |
413 |
942 |
529 |
128.1% |
2,518 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.767 |
96.604 |
95.839 |
|
| R3 |
96.352 |
96.189 |
95.725 |
|
| R2 |
95.937 |
95.937 |
95.687 |
|
| R1 |
95.774 |
95.774 |
95.649 |
95.856 |
| PP |
95.522 |
95.522 |
95.522 |
95.563 |
| S1 |
95.359 |
95.359 |
95.573 |
95.441 |
| S2 |
95.107 |
95.107 |
95.535 |
|
| S3 |
94.692 |
94.944 |
95.497 |
|
| S4 |
94.277 |
94.529 |
95.383 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.661 |
98.202 |
96.032 |
|
| R3 |
97.481 |
97.022 |
95.708 |
|
| R2 |
96.301 |
96.301 |
95.599 |
|
| R1 |
95.842 |
95.842 |
95.491 |
96.072 |
| PP |
95.121 |
95.121 |
95.121 |
95.236 |
| S1 |
94.662 |
94.662 |
95.275 |
94.892 |
| S2 |
93.941 |
93.941 |
95.167 |
|
| S3 |
92.761 |
93.482 |
95.059 |
|
| S4 |
91.581 |
92.302 |
94.734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.685 |
94.620 |
1.065 |
1.1% |
0.417 |
0.4% |
93% |
True |
False |
636 |
| 10 |
95.685 |
93.750 |
1.935 |
2.0% |
0.429 |
0.4% |
96% |
True |
False |
509 |
| 20 |
95.685 |
92.000 |
3.685 |
3.9% |
0.543 |
0.6% |
98% |
True |
False |
551 |
| 40 |
95.685 |
92.000 |
3.685 |
3.9% |
0.569 |
0.6% |
98% |
True |
False |
425 |
| 60 |
98.745 |
92.000 |
6.745 |
7.1% |
0.591 |
0.6% |
54% |
False |
False |
327 |
| 80 |
99.140 |
92.000 |
7.140 |
7.5% |
0.553 |
0.6% |
51% |
False |
False |
253 |
| 100 |
100.030 |
92.000 |
8.030 |
8.4% |
0.520 |
0.5% |
45% |
False |
False |
204 |
| 120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.504 |
0.5% |
45% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.449 |
|
2.618 |
96.771 |
|
1.618 |
96.356 |
|
1.000 |
96.100 |
|
0.618 |
95.941 |
|
HIGH |
95.685 |
|
0.618 |
95.526 |
|
0.500 |
95.478 |
|
0.382 |
95.429 |
|
LOW |
95.270 |
|
0.618 |
95.014 |
|
1.000 |
94.855 |
|
1.618 |
94.599 |
|
2.618 |
94.184 |
|
4.250 |
93.506 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.567 |
95.548 |
| PP |
95.522 |
95.485 |
| S1 |
95.478 |
95.423 |
|