ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.415 |
97.145 |
-0.270 |
-0.3% |
98.345 |
High |
97.785 |
97.335 |
-0.450 |
-0.5% |
98.700 |
Low |
97.110 |
96.945 |
-0.165 |
-0.2% |
97.130 |
Close |
97.144 |
97.266 |
0.122 |
0.1% |
97.438 |
Range |
0.675 |
0.390 |
-0.285 |
-42.2% |
1.570 |
ATR |
0.723 |
0.699 |
-0.024 |
-3.3% |
0.000 |
Volume |
5,158 |
6,446 |
1,288 |
25.0% |
9,814 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.352 |
98.199 |
97.481 |
|
R3 |
97.962 |
97.809 |
97.373 |
|
R2 |
97.572 |
97.572 |
97.338 |
|
R1 |
97.419 |
97.419 |
97.302 |
97.496 |
PP |
97.182 |
97.182 |
97.182 |
97.220 |
S1 |
97.029 |
97.029 |
97.230 |
97.106 |
S2 |
96.792 |
96.792 |
97.195 |
|
S3 |
96.402 |
96.639 |
97.159 |
|
S4 |
96.012 |
96.249 |
97.052 |
|
|
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 |
96.945 |
1.755 |
1.8% |
0.680 |
0.7% |
18% |
False |
True |
3,616 |
10 |
98.700 |
96.945 |
1.755 |
1.8% |
0.667 |
0.7% |
18% |
False |
True |
2,608 |
20 |
98.700 |
95.405 |
3.295 |
3.4% |
0.650 |
0.7% |
56% |
False |
False |
1,575 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.697 |
0.7% |
41% |
False |
False |
1,034 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.680 |
0.7% |
41% |
False |
False |
739 |
80 |
100.700 |
95.405 |
5.295 |
5.4% |
0.660 |
0.7% |
35% |
False |
False |
576 |
100 |
100.700 |
95.050 |
5.650 |
5.8% |
0.597 |
0.6% |
39% |
False |
False |
462 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.545 |
0.6% |
46% |
False |
False |
386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.993 |
2.618 |
98.356 |
1.618 |
97.966 |
1.000 |
97.725 |
0.618 |
97.576 |
HIGH |
97.335 |
0.618 |
97.186 |
0.500 |
97.140 |
0.382 |
97.094 |
LOW |
96.945 |
0.618 |
96.704 |
1.000 |
96.555 |
1.618 |
96.314 |
2.618 |
95.924 |
4.250 |
95.288 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.224 |
97.543 |
PP |
97.182 |
97.450 |
S1 |
97.140 |
97.358 |
|