ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
98.335 |
97.735 |
-0.600 |
-0.6% |
98.345 |
High |
98.440 |
98.140 |
-0.300 |
-0.3% |
98.700 |
Low |
97.560 |
97.130 |
-0.430 |
-0.4% |
97.130 |
Close |
97.686 |
97.438 |
-0.248 |
-0.3% |
97.438 |
Range |
0.880 |
1.010 |
0.130 |
14.8% |
1.570 |
ATR |
0.705 |
0.727 |
0.022 |
3.1% |
0.000 |
Volume |
1,895 |
3,613 |
1,718 |
90.7% |
9,814 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.599 |
100.029 |
97.994 |
|
R3 |
99.589 |
99.019 |
97.716 |
|
R2 |
98.579 |
98.579 |
97.623 |
|
R1 |
98.009 |
98.009 |
97.531 |
97.789 |
PP |
97.569 |
97.569 |
97.569 |
97.460 |
S1 |
96.999 |
96.999 |
97.345 |
96.779 |
S2 |
96.559 |
96.559 |
97.253 |
|
S3 |
95.549 |
95.989 |
97.160 |
|
S4 |
94.539 |
94.979 |
96.883 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.466 |
101.522 |
98.302 |
|
R3 |
100.896 |
99.952 |
97.870 |
|
R2 |
99.326 |
99.326 |
97.726 |
|
R1 |
98.382 |
98.382 |
97.582 |
98.069 |
PP |
97.756 |
97.756 |
97.756 |
97.600 |
S1 |
96.812 |
96.812 |
97.294 |
96.499 |
S2 |
96.186 |
96.186 |
97.150 |
|
S3 |
94.616 |
95.242 |
97.006 |
|
S4 |
93.046 |
93.672 |
96.575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.700 |
97.130 |
1.570 |
1.6% |
0.669 |
0.7% |
20% |
False |
True |
1,962 |
10 |
98.700 |
96.800 |
1.900 |
1.9% |
0.687 |
0.7% |
34% |
False |
False |
1,564 |
20 |
98.700 |
95.405 |
3.295 |
3.4% |
0.697 |
0.7% |
62% |
False |
False |
1,056 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.706 |
0.7% |
44% |
False |
False |
750 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.681 |
0.7% |
44% |
False |
False |
553 |
80 |
100.700 |
95.405 |
5.295 |
5.4% |
0.655 |
0.7% |
38% |
False |
False |
431 |
100 |
100.700 |
94.500 |
6.200 |
6.4% |
0.591 |
0.6% |
47% |
False |
False |
346 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.548 |
0.6% |
49% |
False |
False |
289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.433 |
2.618 |
100.784 |
1.618 |
99.774 |
1.000 |
99.150 |
0.618 |
98.764 |
HIGH |
98.140 |
0.618 |
97.754 |
0.500 |
97.635 |
0.382 |
97.516 |
LOW |
97.130 |
0.618 |
96.506 |
1.000 |
96.120 |
1.618 |
95.496 |
2.618 |
94.486 |
4.250 |
92.838 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.635 |
97.915 |
PP |
97.569 |
97.756 |
S1 |
97.504 |
97.597 |
|