ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 15-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
15-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
95.790 |
96.250 |
0.460 |
0.5% |
97.150 |
High |
96.360 |
97.000 |
0.640 |
0.7% |
97.575 |
Low |
95.680 |
96.087 |
0.407 |
0.4% |
95.405 |
Close |
96.087 |
96.087 |
0.000 |
0.0% |
96.087 |
Range |
0.680 |
0.913 |
0.233 |
34.3% |
2.170 |
ATR |
0.800 |
0.808 |
0.008 |
1.0% |
0.000 |
Volume |
589 |
369 |
-220 |
-37.4% |
2,841 |
|
Daily Pivots for day following 15-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.130 |
98.522 |
96.589 |
|
R3 |
98.217 |
97.609 |
96.338 |
|
R2 |
97.304 |
97.304 |
96.254 |
|
R1 |
96.696 |
96.696 |
96.171 |
96.544 |
PP |
96.391 |
96.391 |
96.391 |
96.315 |
S1 |
95.783 |
95.783 |
96.003 |
95.631 |
S2 |
95.478 |
95.478 |
95.920 |
|
S3 |
94.565 |
94.870 |
95.836 |
|
S4 |
93.652 |
93.957 |
95.585 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.866 |
101.646 |
97.281 |
|
R3 |
100.696 |
99.476 |
96.684 |
|
R2 |
98.526 |
98.526 |
96.485 |
|
R1 |
97.306 |
97.306 |
96.286 |
96.831 |
PP |
96.356 |
96.356 |
96.356 |
96.118 |
S1 |
95.136 |
95.136 |
95.888 |
94.661 |
S2 |
94.186 |
94.186 |
95.689 |
|
S3 |
92.016 |
92.966 |
95.490 |
|
S4 |
89.846 |
90.796 |
94.894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.000 |
95.405 |
1.595 |
1.7% |
0.840 |
0.9% |
43% |
True |
False |
485 |
10 |
99.190 |
95.405 |
3.785 |
3.9% |
0.969 |
1.0% |
18% |
False |
False |
627 |
20 |
99.985 |
95.405 |
4.580 |
4.8% |
0.789 |
0.8% |
15% |
False |
False |
526 |
40 |
99.985 |
95.405 |
4.580 |
4.8% |
0.691 |
0.7% |
15% |
False |
False |
357 |
60 |
100.700 |
95.405 |
5.295 |
5.5% |
0.684 |
0.7% |
13% |
False |
False |
274 |
80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.609 |
0.6% |
13% |
False |
False |
208 |
100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.541 |
0.6% |
28% |
False |
False |
167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.880 |
2.618 |
99.390 |
1.618 |
98.477 |
1.000 |
97.913 |
0.618 |
97.564 |
HIGH |
97.000 |
0.618 |
96.651 |
0.500 |
96.544 |
0.382 |
96.436 |
LOW |
96.087 |
0.618 |
95.523 |
1.000 |
95.174 |
1.618 |
94.610 |
2.618 |
93.697 |
4.250 |
92.207 |
|
|
Fisher Pivots for day following 15-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.544 |
96.203 |
PP |
96.391 |
96.164 |
S1 |
96.239 |
96.126 |
|