ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.470 |
98.345 |
0.875 |
0.9% |
96.800 |
High |
98.385 |
98.490 |
0.105 |
0.1% |
98.385 |
Low |
97.270 |
97.940 |
0.670 |
0.7% |
96.800 |
Close |
98.293 |
98.334 |
0.041 |
0.0% |
98.293 |
Range |
1.115 |
0.550 |
-0.565 |
-50.7% |
1.585 |
ATR |
0.743 |
0.729 |
-0.014 |
-1.9% |
0.000 |
Volume |
1,378 |
2,154 |
776 |
56.3% |
5,833 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.905 |
99.669 |
98.637 |
|
R3 |
99.355 |
99.119 |
98.485 |
|
R2 |
98.805 |
98.805 |
98.435 |
|
R1 |
98.569 |
98.569 |
98.384 |
98.412 |
PP |
98.255 |
98.255 |
98.255 |
98.176 |
S1 |
98.019 |
98.019 |
98.284 |
97.862 |
S2 |
97.705 |
97.705 |
98.233 |
|
S3 |
97.155 |
97.469 |
98.183 |
|
S4 |
96.605 |
96.919 |
98.032 |
|
|
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 |
98.490 |
97.270 |
1.220 |
1.2% |
0.631 |
0.6% |
87% |
True |
False |
1,508 |
10 |
98.490 |
96.500 |
1.990 |
2.0% |
0.604 |
0.6% |
92% |
True |
False |
1,026 |
20 |
99.190 |
95.405 |
3.785 |
3.8% |
0.787 |
0.8% |
77% |
False |
False |
827 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.721 |
0.7% |
64% |
False |
False |
580 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.677 |
0.7% |
64% |
False |
False |
430 |
80 |
100.700 |
95.405 |
5.295 |
5.4% |
0.650 |
0.7% |
55% |
False |
False |
336 |
100 |
100.700 |
94.317 |
6.383 |
6.5% |
0.575 |
0.6% |
63% |
False |
False |
270 |
120 |
100.700 |
94.317 |
6.383 |
6.5% |
0.533 |
0.5% |
63% |
False |
False |
226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.828 |
2.618 |
99.930 |
1.618 |
99.380 |
1.000 |
99.040 |
0.618 |
98.830 |
HIGH |
98.490 |
0.618 |
98.280 |
0.500 |
98.215 |
0.382 |
98.150 |
LOW |
97.940 |
0.618 |
97.600 |
1.000 |
97.390 |
1.618 |
97.050 |
2.618 |
96.500 |
4.250 |
95.602 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
98.294 |
98.183 |
PP |
98.255 |
98.031 |
S1 |
98.215 |
97.880 |
|