ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.650 |
97.470 |
-0.180 |
-0.2% |
96.800 |
High |
97.850 |
98.385 |
0.535 |
0.5% |
98.385 |
Low |
97.365 |
97.270 |
-0.095 |
-0.1% |
96.800 |
Close |
97.410 |
98.293 |
0.883 |
0.9% |
98.293 |
Range |
0.485 |
1.115 |
0.630 |
129.9% |
1.585 |
ATR |
0.715 |
0.743 |
0.029 |
4.0% |
0.000 |
Volume |
1,317 |
1,378 |
61 |
4.6% |
5,833 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.328 |
100.925 |
98.906 |
|
R3 |
100.213 |
99.810 |
98.600 |
|
R2 |
99.098 |
99.098 |
98.497 |
|
R1 |
98.695 |
98.695 |
98.395 |
98.897 |
PP |
97.983 |
97.983 |
97.983 |
98.083 |
S1 |
97.580 |
97.580 |
98.191 |
97.782 |
S2 |
96.868 |
96.868 |
98.089 |
|
S3 |
95.753 |
96.465 |
97.986 |
|
S4 |
94.638 |
95.350 |
97.680 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.581 |
102.022 |
99.165 |
|
R3 |
100.996 |
100.437 |
98.729 |
|
R2 |
99.411 |
99.411 |
98.584 |
|
R1 |
98.852 |
98.852 |
98.438 |
99.132 |
PP |
97.826 |
97.826 |
97.826 |
97.966 |
S1 |
97.267 |
97.267 |
98.148 |
97.547 |
S2 |
96.241 |
96.241 |
98.002 |
|
S3 |
94.656 |
95.682 |
97.857 |
|
S4 |
93.071 |
94.097 |
97.421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.385 |
96.800 |
1.585 |
1.6% |
0.705 |
0.7% |
94% |
True |
False |
1,166 |
10 |
98.385 |
96.087 |
2.298 |
2.3% |
0.640 |
0.7% |
96% |
True |
False |
848 |
20 |
99.800 |
95.405 |
4.395 |
4.5% |
0.796 |
0.8% |
66% |
False |
False |
736 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.735 |
0.7% |
63% |
False |
False |
531 |
60 |
100.700 |
95.405 |
5.295 |
5.4% |
0.715 |
0.7% |
55% |
False |
False |
400 |
80 |
100.700 |
95.405 |
5.295 |
5.4% |
0.644 |
0.7% |
55% |
False |
False |
309 |
100 |
100.700 |
94.317 |
6.383 |
6.5% |
0.572 |
0.6% |
62% |
False |
False |
248 |
120 |
100.700 |
94.317 |
6.383 |
6.5% |
0.529 |
0.5% |
62% |
False |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.124 |
2.618 |
101.304 |
1.618 |
100.189 |
1.000 |
99.500 |
0.618 |
99.074 |
HIGH |
98.385 |
0.618 |
97.959 |
0.500 |
97.828 |
0.382 |
97.696 |
LOW |
97.270 |
0.618 |
96.581 |
1.000 |
96.155 |
1.618 |
95.466 |
2.618 |
94.351 |
4.250 |
92.531 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
98.138 |
98.138 |
PP |
97.983 |
97.983 |
S1 |
97.828 |
97.828 |
|