ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.735 |
97.415 |
-0.320 |
-0.3% |
98.345 |
High |
98.140 |
97.785 |
-0.355 |
-0.4% |
98.700 |
Low |
97.130 |
97.110 |
-0.020 |
0.0% |
97.130 |
Close |
97.438 |
97.144 |
-0.294 |
-0.3% |
97.438 |
Range |
1.010 |
0.675 |
-0.335 |
-33.2% |
1.570 |
ATR |
0.727 |
0.723 |
-0.004 |
-0.5% |
0.000 |
Volume |
3,613 |
5,158 |
1,545 |
42.8% |
9,814 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.371 |
98.933 |
97.515 |
|
R3 |
98.696 |
98.258 |
97.330 |
|
R2 |
98.021 |
98.021 |
97.268 |
|
R1 |
97.583 |
97.583 |
97.206 |
97.465 |
PP |
97.346 |
97.346 |
97.346 |
97.287 |
S1 |
96.908 |
96.908 |
97.082 |
96.790 |
S2 |
96.671 |
96.671 |
97.020 |
|
S3 |
95.996 |
96.233 |
96.958 |
|
S4 |
95.321 |
95.558 |
96.773 |
|
|
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 |
97.110 |
1.590 |
1.6% |
0.694 |
0.7% |
2% |
False |
True |
2,563 |
10 |
98.700 |
97.110 |
1.590 |
1.6% |
0.662 |
0.7% |
2% |
False |
True |
2,035 |
20 |
98.700 |
95.405 |
3.295 |
3.4% |
0.685 |
0.7% |
53% |
False |
False |
1,275 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.704 |
0.7% |
38% |
False |
False |
877 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.684 |
0.7% |
38% |
False |
False |
633 |
80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.659 |
0.7% |
33% |
False |
False |
495 |
100 |
100.700 |
94.959 |
5.741 |
5.9% |
0.593 |
0.6% |
38% |
False |
False |
397 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.549 |
0.6% |
44% |
False |
False |
332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.654 |
2.618 |
99.552 |
1.618 |
98.877 |
1.000 |
98.460 |
0.618 |
98.202 |
HIGH |
97.785 |
0.618 |
97.527 |
0.500 |
97.448 |
0.382 |
97.368 |
LOW |
97.110 |
0.618 |
96.693 |
1.000 |
96.435 |
1.618 |
96.018 |
2.618 |
95.343 |
4.250 |
94.241 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.448 |
97.775 |
PP |
97.346 |
97.565 |
S1 |
97.245 |
97.354 |
|