ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.650 |
96.660 |
0.010 |
0.0% |
97.415 |
High |
96.905 |
97.090 |
0.185 |
0.2% |
98.500 |
Low |
96.490 |
95.560 |
-0.930 |
-1.0% |
95.975 |
Close |
96.668 |
95.925 |
-0.743 |
-0.8% |
96.227 |
Range |
0.415 |
1.530 |
1.115 |
268.7% |
2.525 |
ATR |
0.779 |
0.833 |
0.054 |
6.9% |
0.000 |
Volume |
12,477 |
30,941 |
18,464 |
148.0% |
137,457 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.782 |
99.883 |
96.767 |
|
R3 |
99.252 |
98.353 |
96.346 |
|
R2 |
97.722 |
97.722 |
96.206 |
|
R1 |
96.823 |
96.823 |
96.065 |
96.508 |
PP |
96.192 |
96.192 |
96.192 |
96.034 |
S1 |
95.293 |
95.293 |
95.785 |
94.978 |
S2 |
94.662 |
94.662 |
95.645 |
|
S3 |
93.132 |
93.763 |
95.504 |
|
S4 |
91.602 |
92.233 |
95.084 |
|
|
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 |
95.560 |
2.940 |
3.1% |
1.170 |
1.2% |
12% |
False |
True |
32,907 |
10 |
98.500 |
95.560 |
2.940 |
3.1% |
0.946 |
1.0% |
12% |
False |
True |
20,153 |
20 |
98.700 |
95.560 |
3.140 |
3.3% |
0.770 |
0.8% |
12% |
False |
True |
10,664 |
40 |
99.985 |
95.405 |
4.580 |
4.8% |
0.780 |
0.8% |
11% |
False |
False |
5,606 |
60 |
99.985 |
95.405 |
4.580 |
4.8% |
0.717 |
0.7% |
11% |
False |
False |
3,801 |
80 |
100.700 |
95.405 |
5.295 |
5.5% |
0.709 |
0.7% |
10% |
False |
False |
2,878 |
100 |
100.700 |
95.405 |
5.295 |
5.5% |
0.642 |
0.7% |
10% |
False |
False |
2,306 |
120 |
100.700 |
94.317 |
6.383 |
6.7% |
0.585 |
0.6% |
25% |
False |
False |
1,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.593 |
2.618 |
101.096 |
1.618 |
99.566 |
1.000 |
98.620 |
0.618 |
98.036 |
HIGH |
97.090 |
0.618 |
96.506 |
0.500 |
96.325 |
0.382 |
96.144 |
LOW |
95.560 |
0.618 |
94.614 |
1.000 |
94.030 |
1.618 |
93.084 |
2.618 |
91.554 |
4.250 |
89.058 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.325 |
96.325 |
PP |
96.192 |
96.192 |
S1 |
96.058 |
96.058 |
|