ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
95.300 |
95.215 |
-0.085 |
-0.1% |
95.350 |
| High |
95.380 |
95.710 |
0.330 |
0.3% |
95.710 |
| Low |
94.985 |
95.140 |
0.155 |
0.2% |
94.985 |
| Close |
95.215 |
95.535 |
0.320 |
0.3% |
95.535 |
| Range |
0.395 |
0.570 |
0.175 |
44.3% |
0.725 |
| ATR |
0.420 |
0.430 |
0.011 |
2.6% |
0.000 |
| Volume |
292 |
83 |
-209 |
-71.6% |
572 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.172 |
96.923 |
95.848 |
|
| R3 |
96.602 |
96.353 |
95.692 |
|
| R2 |
96.032 |
96.032 |
95.639 |
|
| R1 |
95.783 |
95.783 |
95.587 |
95.907 |
| PP |
95.462 |
95.462 |
95.462 |
95.524 |
| S1 |
95.213 |
95.213 |
95.483 |
95.338 |
| S2 |
94.892 |
94.892 |
95.431 |
|
| S3 |
94.322 |
94.643 |
95.378 |
|
| S4 |
93.752 |
94.073 |
95.222 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.585 |
97.285 |
95.934 |
|
| R3 |
96.860 |
96.560 |
95.734 |
|
| R2 |
96.135 |
96.135 |
95.668 |
|
| R1 |
95.835 |
95.835 |
95.601 |
95.985 |
| PP |
95.410 |
95.410 |
95.410 |
95.485 |
| S1 |
95.110 |
95.110 |
95.469 |
95.260 |
| S2 |
94.685 |
94.685 |
95.402 |
|
| S3 |
93.960 |
94.385 |
95.336 |
|
| S4 |
93.235 |
93.660 |
95.136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.710 |
94.985 |
0.725 |
0.8% |
0.348 |
0.4% |
76% |
True |
False |
114 |
| 10 |
95.710 |
94.495 |
1.215 |
1.3% |
0.335 |
0.4% |
86% |
True |
False |
142 |
| 20 |
95.710 |
92.095 |
3.615 |
3.8% |
0.372 |
0.4% |
95% |
True |
False |
92 |
| 40 |
95.710 |
92.095 |
3.615 |
3.8% |
0.418 |
0.4% |
95% |
True |
False |
60 |
| 60 |
98.375 |
92.095 |
6.280 |
6.6% |
0.465 |
0.5% |
55% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.132 |
|
2.618 |
97.202 |
|
1.618 |
96.632 |
|
1.000 |
96.280 |
|
0.618 |
96.062 |
|
HIGH |
95.710 |
|
0.618 |
95.492 |
|
0.500 |
95.425 |
|
0.382 |
95.358 |
|
LOW |
95.140 |
|
0.618 |
94.788 |
|
1.000 |
94.570 |
|
1.618 |
94.218 |
|
2.618 |
93.648 |
|
4.250 |
92.718 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.498 |
95.473 |
| PP |
95.462 |
95.410 |
| S1 |
95.425 |
95.348 |
|