ICE US Dollar Index Future December 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
95.920 |
95.600 |
-0.320 |
-0.3% |
95.350 |
| High |
95.965 |
95.928 |
-0.037 |
0.0% |
95.710 |
| Low |
95.535 |
95.590 |
0.055 |
0.1% |
94.985 |
| Close |
95.535 |
95.928 |
0.393 |
0.4% |
95.535 |
| Range |
0.430 |
0.338 |
-0.092 |
-21.4% |
0.725 |
| ATR |
0.430 |
0.428 |
-0.003 |
-0.6% |
0.000 |
| Volume |
75 |
35 |
-40 |
-53.3% |
572 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.829 |
96.717 |
96.114 |
|
| R3 |
96.491 |
96.379 |
96.021 |
|
| R2 |
96.153 |
96.153 |
95.990 |
|
| R1 |
96.041 |
96.041 |
95.959 |
96.097 |
| PP |
95.815 |
95.815 |
95.815 |
95.844 |
| S1 |
95.703 |
95.703 |
95.897 |
95.759 |
| S2 |
95.477 |
95.477 |
95.866 |
|
| S3 |
95.139 |
95.365 |
95.835 |
|
| S4 |
94.801 |
95.027 |
95.742 |
|
|
| 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 |
95.965 |
94.985 |
0.980 |
1.0% |
0.397 |
0.4% |
96% |
False |
False |
103 |
| 10 |
95.965 |
94.670 |
1.295 |
1.3% |
0.361 |
0.4% |
97% |
False |
False |
140 |
| 20 |
95.965 |
92.985 |
2.980 |
3.1% |
0.347 |
0.4% |
99% |
False |
False |
91 |
| 40 |
95.965 |
92.095 |
3.870 |
4.0% |
0.420 |
0.4% |
99% |
False |
False |
62 |
| 60 |
98.375 |
92.095 |
6.280 |
6.5% |
0.460 |
0.5% |
61% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.365 |
|
2.618 |
96.813 |
|
1.618 |
96.475 |
|
1.000 |
96.266 |
|
0.618 |
96.137 |
|
HIGH |
95.928 |
|
0.618 |
95.799 |
|
0.500 |
95.759 |
|
0.382 |
95.719 |
|
LOW |
95.590 |
|
0.618 |
95.381 |
|
1.000 |
95.252 |
|
1.618 |
95.043 |
|
2.618 |
94.705 |
|
4.250 |
94.154 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.872 |
95.803 |
| PP |
95.815 |
95.678 |
| S1 |
95.759 |
95.553 |
|