ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.145 |
97.320 |
0.175 |
0.2% |
98.345 |
High |
97.335 |
97.630 |
0.295 |
0.3% |
98.700 |
Low |
96.945 |
96.980 |
0.035 |
0.0% |
97.130 |
Close |
97.266 |
97.219 |
-0.047 |
0.0% |
97.438 |
Range |
0.390 |
0.650 |
0.260 |
66.7% |
1.570 |
ATR |
0.699 |
0.696 |
-0.004 |
-0.5% |
0.000 |
Volume |
6,446 |
19,885 |
13,439 |
208.5% |
9,814 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.226 |
98.873 |
97.577 |
|
R3 |
98.576 |
98.223 |
97.398 |
|
R2 |
97.926 |
97.926 |
97.338 |
|
R1 |
97.573 |
97.573 |
97.279 |
97.425 |
PP |
97.276 |
97.276 |
97.276 |
97.202 |
S1 |
96.923 |
96.923 |
97.159 |
96.775 |
S2 |
96.626 |
96.626 |
97.100 |
|
S3 |
95.976 |
96.273 |
97.040 |
|
S4 |
95.326 |
95.623 |
96.862 |
|
|
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 |
98.440 |
96.945 |
1.495 |
1.5% |
0.721 |
0.7% |
18% |
False |
False |
7,399 |
10 |
98.700 |
96.945 |
1.755 |
1.8% |
0.666 |
0.7% |
16% |
False |
False |
4,399 |
20 |
98.700 |
95.405 |
3.295 |
3.4% |
0.636 |
0.7% |
55% |
False |
False |
2,545 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.701 |
0.7% |
40% |
False |
False |
1,526 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.680 |
0.7% |
40% |
False |
False |
1,069 |
80 |
100.700 |
95.405 |
5.295 |
5.4% |
0.661 |
0.7% |
34% |
False |
False |
824 |
100 |
100.700 |
95.050 |
5.650 |
5.8% |
0.603 |
0.6% |
38% |
False |
False |
661 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.545 |
0.6% |
45% |
False |
False |
551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.393 |
2.618 |
99.332 |
1.618 |
98.682 |
1.000 |
98.280 |
0.618 |
98.032 |
HIGH |
97.630 |
0.618 |
97.382 |
0.500 |
97.305 |
0.382 |
97.228 |
LOW |
96.980 |
0.618 |
96.578 |
1.000 |
96.330 |
1.618 |
95.928 |
2.618 |
95.278 |
4.250 |
94.218 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.305 |
97.365 |
PP |
97.276 |
97.316 |
S1 |
97.248 |
97.268 |
|