ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
98.345 |
98.335 |
-0.010 |
0.0% |
96.800 |
High |
98.490 |
98.700 |
0.210 |
0.2% |
98.385 |
Low |
97.940 |
98.240 |
0.300 |
0.3% |
96.800 |
Close |
98.334 |
98.475 |
0.141 |
0.1% |
98.293 |
Range |
0.550 |
0.460 |
-0.090 |
-16.4% |
1.585 |
ATR |
0.729 |
0.710 |
-0.019 |
-2.6% |
0.000 |
Volume |
2,154 |
1,182 |
-972 |
-45.1% |
5,833 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.852 |
99.623 |
98.728 |
|
R3 |
99.392 |
99.163 |
98.601 |
|
R2 |
98.932 |
98.932 |
98.559 |
|
R1 |
98.703 |
98.703 |
98.517 |
98.817 |
PP |
98.472 |
98.472 |
98.472 |
98.529 |
S1 |
98.243 |
98.243 |
98.433 |
98.358 |
S2 |
98.012 |
98.012 |
98.391 |
|
S3 |
97.552 |
97.783 |
98.349 |
|
S4 |
97.092 |
97.323 |
98.222 |
|
|
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 |
98.700 |
97.270 |
1.430 |
1.5% |
0.654 |
0.7% |
84% |
True |
False |
1,601 |
10 |
98.700 |
96.710 |
1.990 |
2.0% |
0.590 |
0.6% |
89% |
True |
False |
1,106 |
20 |
99.000 |
95.405 |
3.595 |
3.7% |
0.795 |
0.8% |
85% |
False |
False |
876 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.711 |
0.7% |
67% |
False |
False |
602 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.674 |
0.7% |
67% |
False |
False |
448 |
80 |
100.700 |
95.405 |
5.295 |
5.4% |
0.637 |
0.6% |
58% |
False |
False |
350 |
100 |
100.700 |
94.317 |
6.383 |
6.5% |
0.577 |
0.6% |
65% |
False |
False |
282 |
120 |
100.700 |
94.317 |
6.383 |
6.5% |
0.534 |
0.5% |
65% |
False |
False |
236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.655 |
2.618 |
99.904 |
1.618 |
99.444 |
1.000 |
99.160 |
0.618 |
98.984 |
HIGH |
98.700 |
0.618 |
98.524 |
0.500 |
98.470 |
0.382 |
98.416 |
LOW |
98.240 |
0.618 |
97.956 |
1.000 |
97.780 |
1.618 |
97.496 |
2.618 |
97.036 |
4.250 |
96.285 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
98.473 |
98.312 |
PP |
98.472 |
98.148 |
S1 |
98.470 |
97.985 |
|