ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.310 |
96.650 |
0.340 |
0.4% |
97.415 |
High |
96.740 |
96.905 |
0.165 |
0.2% |
98.500 |
Low |
96.135 |
96.490 |
0.355 |
0.4% |
95.975 |
Close |
96.665 |
96.668 |
0.003 |
0.0% |
96.227 |
Range |
0.605 |
0.415 |
-0.190 |
-31.4% |
2.525 |
ATR |
0.807 |
0.779 |
-0.028 |
-3.5% |
0.000 |
Volume |
15,152 |
12,477 |
-2,675 |
-17.7% |
137,457 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.933 |
97.715 |
96.896 |
|
R3 |
97.518 |
97.300 |
96.782 |
|
R2 |
97.103 |
97.103 |
96.744 |
|
R1 |
96.885 |
96.885 |
96.706 |
96.994 |
PP |
96.688 |
96.688 |
96.688 |
96.742 |
S1 |
96.470 |
96.470 |
96.630 |
96.579 |
S2 |
96.273 |
96.273 |
96.592 |
|
S3 |
95.858 |
96.055 |
96.554 |
|
S4 |
95.443 |
95.640 |
96.440 |
|
|
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% |
0.994 |
1.0% |
27% |
False |
False |
30,696 |
10 |
98.700 |
95.975 |
2.725 |
2.8% |
0.837 |
0.9% |
25% |
False |
False |
17,156 |
20 |
98.700 |
95.975 |
2.725 |
2.8% |
0.713 |
0.7% |
25% |
False |
False |
9,131 |
40 |
99.985 |
95.405 |
4.580 |
4.7% |
0.756 |
0.8% |
28% |
False |
False |
4,835 |
60 |
99.985 |
95.405 |
4.580 |
4.7% |
0.699 |
0.7% |
28% |
False |
False |
3,286 |
80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.693 |
0.7% |
24% |
False |
False |
2,492 |
100 |
100.700 |
95.405 |
5.295 |
5.5% |
0.627 |
0.6% |
24% |
False |
False |
1,996 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.572 |
0.6% |
37% |
False |
False |
1,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.669 |
2.618 |
97.991 |
1.618 |
97.576 |
1.000 |
97.320 |
0.618 |
97.161 |
HIGH |
96.905 |
0.618 |
96.746 |
0.500 |
96.698 |
0.382 |
96.649 |
LOW |
96.490 |
0.618 |
96.234 |
1.000 |
96.075 |
1.618 |
95.819 |
2.618 |
95.404 |
4.250 |
94.726 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.698 |
96.592 |
PP |
96.688 |
96.516 |
S1 |
96.678 |
96.440 |
|