ICE US Dollar Index Future June 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 |
95.650 |
95.400 |
-0.250 |
-0.3% |
94.610 |
| High |
95.665 |
95.410 |
-0.255 |
-0.3% |
95.510 |
| Low |
95.320 |
94.925 |
-0.395 |
-0.4% |
94.310 |
| Close |
95.340 |
95.162 |
-0.178 |
-0.2% |
95.343 |
| Range |
0.345 |
0.485 |
0.140 |
40.6% |
1.200 |
| ATR |
0.545 |
0.541 |
-0.004 |
-0.8% |
0.000 |
| Volume |
11,327 |
18,577 |
7,250 |
64.0% |
82,849 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.621 |
96.376 |
95.429 |
|
| R3 |
96.136 |
95.891 |
95.295 |
|
| R2 |
95.651 |
95.651 |
95.251 |
|
| R1 |
95.406 |
95.406 |
95.206 |
95.286 |
| PP |
95.166 |
95.166 |
95.166 |
95.106 |
| S1 |
94.921 |
94.921 |
95.118 |
94.801 |
| S2 |
94.681 |
94.681 |
95.073 |
|
| S3 |
94.196 |
94.436 |
95.029 |
|
| S4 |
93.711 |
93.951 |
94.895 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.654 |
98.199 |
96.003 |
|
| R3 |
97.454 |
96.999 |
95.673 |
|
| R2 |
96.254 |
96.254 |
95.563 |
|
| R1 |
95.799 |
95.799 |
95.453 |
96.027 |
| PP |
95.054 |
95.054 |
95.054 |
95.168 |
| S1 |
94.599 |
94.599 |
95.233 |
94.827 |
| S2 |
93.854 |
93.854 |
95.123 |
|
| S3 |
92.654 |
93.399 |
95.013 |
|
| S4 |
91.454 |
92.199 |
94.683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.670 |
94.925 |
0.745 |
0.8% |
0.389 |
0.4% |
32% |
False |
True |
13,245 |
| 10 |
95.670 |
94.100 |
1.570 |
1.6% |
0.452 |
0.5% |
68% |
False |
False |
16,130 |
| 20 |
95.670 |
91.880 |
3.790 |
4.0% |
0.536 |
0.6% |
87% |
False |
False |
19,157 |
| 40 |
95.670 |
91.880 |
3.790 |
4.0% |
0.596 |
0.6% |
87% |
False |
False |
20,941 |
| 60 |
98.500 |
91.880 |
6.620 |
7.0% |
0.667 |
0.7% |
50% |
False |
False |
20,645 |
| 80 |
98.700 |
91.880 |
6.820 |
7.2% |
0.679 |
0.7% |
48% |
False |
False |
15,701 |
| 100 |
99.985 |
91.880 |
8.105 |
8.5% |
0.683 |
0.7% |
40% |
False |
False |
12,636 |
| 120 |
99.985 |
91.880 |
8.105 |
8.5% |
0.670 |
0.7% |
40% |
False |
False |
10,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.471 |
|
2.618 |
96.680 |
|
1.618 |
96.195 |
|
1.000 |
95.895 |
|
0.618 |
95.710 |
|
HIGH |
95.410 |
|
0.618 |
95.225 |
|
0.500 |
95.168 |
|
0.382 |
95.110 |
|
LOW |
94.925 |
|
0.618 |
94.625 |
|
1.000 |
94.440 |
|
1.618 |
94.140 |
|
2.618 |
93.655 |
|
4.250 |
92.864 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.168 |
95.298 |
| PP |
95.166 |
95.252 |
| S1 |
95.164 |
95.207 |
|