ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.320 |
97.350 |
0.030 |
0.0% |
98.345 |
High |
97.630 |
98.500 |
0.870 |
0.9% |
98.700 |
Low |
96.980 |
95.985 |
-0.995 |
-1.0% |
97.130 |
Close |
97.219 |
96.120 |
-1.099 |
-1.1% |
97.438 |
Range |
0.650 |
2.515 |
1.865 |
286.9% |
1.570 |
ATR |
0.696 |
0.826 |
0.130 |
18.7% |
0.000 |
Volume |
19,885 |
71,168 |
51,283 |
257.9% |
9,814 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.413 |
102.782 |
97.503 |
|
R3 |
101.898 |
100.267 |
96.812 |
|
R2 |
99.383 |
99.383 |
96.581 |
|
R1 |
97.752 |
97.752 |
96.351 |
97.310 |
PP |
96.868 |
96.868 |
96.868 |
96.648 |
S1 |
95.237 |
95.237 |
95.889 |
94.795 |
S2 |
94.353 |
94.353 |
95.659 |
|
S3 |
91.838 |
92.722 |
95.428 |
|
S4 |
89.323 |
90.207 |
94.737 |
|
|
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 |
98.500 |
95.985 |
2.515 |
2.6% |
1.048 |
1.1% |
5% |
True |
True |
21,254 |
10 |
98.700 |
95.985 |
2.715 |
2.8% |
0.869 |
0.9% |
5% |
False |
True |
11,384 |
20 |
98.700 |
95.680 |
3.020 |
3.1% |
0.733 |
0.8% |
15% |
False |
False |
6,077 |
40 |
99.985 |
95.405 |
4.580 |
4.8% |
0.747 |
0.8% |
16% |
False |
False |
3,291 |
60 |
99.985 |
95.405 |
4.580 |
4.8% |
0.705 |
0.7% |
16% |
False |
False |
2,253 |
80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.690 |
0.7% |
14% |
False |
False |
1,713 |
100 |
100.700 |
95.405 |
5.295 |
5.5% |
0.626 |
0.7% |
14% |
False |
False |
1,372 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.566 |
0.6% |
28% |
False |
False |
1,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.189 |
2.618 |
105.084 |
1.618 |
102.569 |
1.000 |
101.015 |
0.618 |
100.054 |
HIGH |
98.500 |
0.618 |
97.539 |
0.500 |
97.243 |
0.382 |
96.946 |
LOW |
95.985 |
0.618 |
94.431 |
1.000 |
93.470 |
1.618 |
91.916 |
2.618 |
89.401 |
4.250 |
85.296 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.243 |
97.243 |
PP |
96.868 |
96.868 |
S1 |
96.494 |
96.494 |
|