ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.240 |
96.310 |
0.070 |
0.1% |
97.415 |
High |
96.760 |
96.740 |
-0.020 |
0.0% |
98.500 |
Low |
95.975 |
96.135 |
0.160 |
0.2% |
95.975 |
Close |
96.227 |
96.665 |
0.438 |
0.5% |
96.227 |
Range |
0.785 |
0.605 |
-0.180 |
-22.9% |
2.525 |
ATR |
0.823 |
0.807 |
-0.016 |
-1.9% |
0.000 |
Volume |
34,800 |
15,152 |
-19,648 |
-56.5% |
137,457 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.328 |
98.102 |
96.998 |
|
R3 |
97.723 |
97.497 |
96.831 |
|
R2 |
97.118 |
97.118 |
96.776 |
|
R1 |
96.892 |
96.892 |
96.720 |
97.005 |
PP |
96.513 |
96.513 |
96.513 |
96.570 |
S1 |
96.287 |
96.287 |
96.610 |
96.400 |
S2 |
95.908 |
95.908 |
96.554 |
|
S3 |
95.303 |
95.682 |
96.499 |
|
S4 |
94.698 |
95.077 |
96.332 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.476 |
102.876 |
97.616 |
|
R3 |
101.951 |
100.351 |
96.921 |
|
R2 |
99.426 |
99.426 |
96.690 |
|
R1 |
97.826 |
97.826 |
96.458 |
97.364 |
PP |
96.901 |
96.901 |
96.901 |
96.669 |
S1 |
95.301 |
95.301 |
95.996 |
94.839 |
S2 |
94.376 |
94.376 |
95.764 |
|
S3 |
91.851 |
92.776 |
95.533 |
|
S4 |
89.326 |
90.251 |
94.838 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.500 |
95.975 |
2.525 |
2.6% |
0.989 |
1.0% |
27% |
False |
False |
29,490 |
10 |
98.700 |
95.975 |
2.725 |
2.8% |
0.841 |
0.9% |
25% |
False |
False |
16,026 |
20 |
98.700 |
95.975 |
2.725 |
2.8% |
0.723 |
0.7% |
25% |
False |
False |
8,526 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.756 |
0.8% |
28% |
False |
False |
4,526 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.701 |
0.7% |
28% |
False |
False |
3,080 |
80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.694 |
0.7% |
24% |
False |
False |
2,337 |
100 |
100.700 |
95.405 |
5.295 |
5.5% |
0.631 |
0.7% |
24% |
False |
False |
1,872 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.571 |
0.6% |
37% |
False |
False |
1,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.311 |
2.618 |
98.324 |
1.618 |
97.719 |
1.000 |
97.345 |
0.618 |
97.114 |
HIGH |
96.740 |
0.618 |
96.509 |
0.500 |
96.438 |
0.382 |
96.366 |
LOW |
96.135 |
0.618 |
95.761 |
1.000 |
95.530 |
1.618 |
95.156 |
2.618 |
94.551 |
4.250 |
93.564 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.589 |
97.238 |
PP |
96.513 |
97.047 |
S1 |
96.438 |
96.856 |
|