ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
95.635 |
95.300 |
-0.335 |
-0.4% |
94.715 |
| High |
95.650 |
95.380 |
-0.270 |
-0.3% |
95.560 |
| Low |
95.400 |
94.985 |
-0.415 |
-0.4% |
94.495 |
| Close |
95.410 |
95.215 |
-0.195 |
-0.2% |
95.418 |
| Range |
0.250 |
0.395 |
0.145 |
58.0% |
1.065 |
| ATR |
0.419 |
0.420 |
0.000 |
0.1% |
0.000 |
| Volume |
31 |
292 |
261 |
841.9% |
849 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.378 |
96.192 |
95.432 |
|
| R3 |
95.983 |
95.797 |
95.324 |
|
| R2 |
95.588 |
95.588 |
95.287 |
|
| R1 |
95.402 |
95.402 |
95.251 |
95.298 |
| PP |
95.193 |
95.193 |
95.193 |
95.141 |
| S1 |
95.007 |
95.007 |
95.179 |
94.903 |
| S2 |
94.798 |
94.798 |
95.143 |
|
| S3 |
94.403 |
94.612 |
95.106 |
|
| S4 |
94.008 |
94.217 |
94.998 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.353 |
97.950 |
96.004 |
|
| R3 |
97.288 |
96.885 |
95.711 |
|
| R2 |
96.223 |
96.223 |
95.613 |
|
| R1 |
95.820 |
95.820 |
95.516 |
96.022 |
| PP |
95.158 |
95.158 |
95.158 |
95.258 |
| S1 |
94.755 |
94.755 |
95.320 |
94.957 |
| S2 |
94.093 |
94.093 |
95.223 |
|
| S3 |
93.028 |
93.690 |
95.125 |
|
| S4 |
91.963 |
92.625 |
94.832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.705 |
94.985 |
0.720 |
0.8% |
0.286 |
0.3% |
32% |
False |
True |
105 |
| 10 |
95.705 |
94.265 |
1.440 |
1.5% |
0.338 |
0.4% |
66% |
False |
False |
136 |
| 20 |
95.705 |
92.095 |
3.610 |
3.8% |
0.379 |
0.4% |
86% |
False |
False |
92 |
| 40 |
95.705 |
92.095 |
3.610 |
3.8% |
0.421 |
0.4% |
86% |
False |
False |
58 |
| 60 |
98.375 |
92.095 |
6.280 |
6.6% |
0.461 |
0.5% |
50% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.059 |
|
2.618 |
96.414 |
|
1.618 |
96.019 |
|
1.000 |
95.775 |
|
0.618 |
95.624 |
|
HIGH |
95.380 |
|
0.618 |
95.229 |
|
0.500 |
95.183 |
|
0.382 |
95.136 |
|
LOW |
94.985 |
|
0.618 |
94.741 |
|
1.000 |
94.590 |
|
1.618 |
94.346 |
|
2.618 |
93.951 |
|
4.250 |
93.306 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.204 |
95.345 |
| PP |
95.193 |
95.302 |
| S1 |
95.183 |
95.258 |
|