ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
98.440 |
98.335 |
-0.105 |
-0.1% |
96.800 |
High |
98.700 |
98.440 |
-0.260 |
-0.3% |
98.385 |
Low |
98.255 |
97.560 |
-0.695 |
-0.7% |
96.800 |
Close |
98.325 |
97.686 |
-0.639 |
-0.6% |
98.293 |
Range |
0.445 |
0.880 |
0.435 |
97.8% |
1.585 |
ATR |
0.691 |
0.705 |
0.013 |
1.9% |
0.000 |
Volume |
970 |
1,895 |
925 |
95.4% |
5,833 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.535 |
99.991 |
98.170 |
|
R3 |
99.655 |
99.111 |
97.928 |
|
R2 |
98.775 |
98.775 |
97.847 |
|
R1 |
98.231 |
98.231 |
97.767 |
98.063 |
PP |
97.895 |
97.895 |
97.895 |
97.812 |
S1 |
97.351 |
97.351 |
97.605 |
97.183 |
S2 |
97.015 |
97.015 |
97.525 |
|
S3 |
96.135 |
96.471 |
97.444 |
|
S4 |
95.255 |
95.591 |
97.202 |
|
|
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% |
0.690 |
0.7% |
29% |
False |
False |
1,515 |
10 |
98.700 |
96.710 |
1.990 |
2.0% |
0.644 |
0.7% |
49% |
False |
False |
1,327 |
20 |
98.700 |
95.405 |
3.295 |
3.4% |
0.703 |
0.7% |
69% |
False |
False |
927 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.703 |
0.7% |
50% |
False |
False |
664 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.683 |
0.7% |
50% |
False |
False |
495 |
80 |
100.700 |
95.405 |
5.295 |
5.4% |
0.645 |
0.7% |
43% |
False |
False |
386 |
100 |
100.700 |
94.317 |
6.383 |
6.5% |
0.588 |
0.6% |
53% |
False |
False |
310 |
120 |
100.700 |
94.317 |
6.383 |
6.5% |
0.541 |
0.6% |
53% |
False |
False |
259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.180 |
2.618 |
100.744 |
1.618 |
99.864 |
1.000 |
99.320 |
0.618 |
98.984 |
HIGH |
98.440 |
0.618 |
98.104 |
0.500 |
98.000 |
0.382 |
97.896 |
LOW |
97.560 |
0.618 |
97.016 |
1.000 |
96.680 |
1.618 |
96.136 |
2.618 |
95.256 |
4.250 |
93.820 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
98.000 |
98.130 |
PP |
97.895 |
97.982 |
S1 |
97.791 |
97.834 |
|