ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.430 |
97.590 |
0.160 |
0.2% |
96.250 |
High |
97.680 |
98.035 |
0.355 |
0.4% |
97.290 |
Low |
97.335 |
97.375 |
0.040 |
0.0% |
96.087 |
Close |
97.605 |
97.594 |
-0.011 |
0.0% |
96.724 |
Range |
0.345 |
0.660 |
0.315 |
91.3% |
1.203 |
ATR |
0.738 |
0.732 |
-0.006 |
-0.8% |
0.000 |
Volume |
715 |
1,976 |
1,261 |
176.4% |
2,651 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.648 |
99.281 |
97.957 |
|
R3 |
98.988 |
98.621 |
97.776 |
|
R2 |
98.328 |
98.328 |
97.715 |
|
R1 |
97.961 |
97.961 |
97.655 |
98.145 |
PP |
97.668 |
97.668 |
97.668 |
97.760 |
S1 |
97.301 |
97.301 |
97.534 |
97.485 |
S2 |
97.008 |
97.008 |
97.473 |
|
S3 |
96.348 |
96.641 |
97.413 |
|
S4 |
95.688 |
95.981 |
97.231 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.309 |
99.720 |
97.386 |
|
R3 |
99.106 |
98.517 |
97.055 |
|
R2 |
97.903 |
97.903 |
96.945 |
|
R1 |
97.314 |
97.314 |
96.834 |
97.609 |
PP |
96.700 |
96.700 |
96.700 |
96.848 |
S1 |
96.111 |
96.111 |
96.614 |
96.406 |
S2 |
95.497 |
95.497 |
96.503 |
|
S3 |
94.294 |
94.908 |
96.393 |
|
S4 |
93.091 |
93.705 |
96.062 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.035 |
96.710 |
1.325 |
1.4% |
0.578 |
0.6% |
67% |
True |
False |
951 |
10 |
98.035 |
95.405 |
2.630 |
2.7% |
0.607 |
0.6% |
83% |
True |
False |
690 |
20 |
99.955 |
95.405 |
4.550 |
4.7% |
0.811 |
0.8% |
48% |
False |
False |
675 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.713 |
0.7% |
48% |
False |
False |
476 |
60 |
100.700 |
95.405 |
5.295 |
5.4% |
0.702 |
0.7% |
41% |
False |
False |
357 |
80 |
100.700 |
95.405 |
5.295 |
5.4% |
0.632 |
0.6% |
41% |
False |
False |
275 |
100 |
100.700 |
94.317 |
6.383 |
6.5% |
0.556 |
0.6% |
51% |
False |
False |
221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.840 |
2.618 |
99.763 |
1.618 |
99.103 |
1.000 |
98.695 |
0.618 |
98.443 |
HIGH |
98.035 |
0.618 |
97.783 |
0.500 |
97.705 |
0.382 |
97.627 |
LOW |
97.375 |
0.618 |
96.967 |
1.000 |
96.715 |
1.618 |
96.307 |
2.618 |
95.647 |
4.250 |
94.570 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
97.705 |
97.535 |
PP |
97.668 |
97.476 |
S1 |
97.631 |
97.418 |
|