ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
96.250 |
96.770 |
0.520 |
0.5% |
97.150 |
High |
97.000 |
97.100 |
0.100 |
0.1% |
97.575 |
Low |
96.087 |
96.500 |
0.413 |
0.4% |
95.405 |
Close |
96.087 |
96.980 |
0.893 |
0.9% |
96.087 |
Range |
0.913 |
0.600 |
-0.313 |
-34.3% |
2.170 |
ATR |
0.808 |
0.823 |
0.015 |
1.8% |
0.000 |
Volume |
369 |
386 |
17 |
4.6% |
2,841 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.660 |
98.420 |
97.310 |
|
R3 |
98.060 |
97.820 |
97.145 |
|
R2 |
97.460 |
97.460 |
97.090 |
|
R1 |
97.220 |
97.220 |
97.035 |
97.340 |
PP |
96.860 |
96.860 |
96.860 |
96.920 |
S1 |
96.620 |
96.620 |
96.925 |
96.740 |
S2 |
96.260 |
96.260 |
96.870 |
|
S3 |
95.660 |
96.020 |
96.815 |
|
S4 |
95.060 |
95.420 |
96.650 |
|
|
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 |
97.100 |
95.405 |
1.695 |
1.7% |
0.742 |
0.8% |
93% |
True |
False |
470 |
10 |
99.000 |
95.405 |
3.595 |
3.7% |
1.000 |
1.0% |
44% |
False |
False |
646 |
20 |
99.985 |
95.405 |
4.580 |
4.7% |
0.798 |
0.8% |
34% |
False |
False |
539 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.692 |
0.7% |
34% |
False |
False |
364 |
60 |
100.700 |
95.405 |
5.295 |
5.5% |
0.686 |
0.7% |
30% |
False |
False |
278 |
80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.605 |
0.6% |
30% |
False |
False |
213 |
100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.544 |
0.6% |
42% |
False |
False |
171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.650 |
2.618 |
98.671 |
1.618 |
98.071 |
1.000 |
97.700 |
0.618 |
97.471 |
HIGH |
97.100 |
0.618 |
96.871 |
0.500 |
96.800 |
0.382 |
96.729 |
LOW |
96.500 |
0.618 |
96.129 |
1.000 |
95.900 |
1.618 |
95.529 |
2.618 |
94.929 |
4.250 |
93.950 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.920 |
96.783 |
PP |
96.860 |
96.587 |
S1 |
96.800 |
96.390 |
|