ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
94.800 |
95.100 |
0.300 |
0.3% |
96.310 |
High |
95.195 |
95.410 |
0.215 |
0.2% |
97.090 |
Low |
94.605 |
95.020 |
0.415 |
0.4% |
94.605 |
Close |
95.120 |
95.304 |
0.184 |
0.2% |
95.120 |
Range |
0.590 |
0.390 |
-0.200 |
-33.9% |
2.485 |
ATR |
0.843 |
0.811 |
-0.032 |
-3.8% |
0.000 |
Volume |
20,394 |
12,491 |
-7,903 |
-38.8% |
109,503 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.415 |
96.249 |
95.519 |
|
R3 |
96.025 |
95.859 |
95.411 |
|
R2 |
95.635 |
95.635 |
95.376 |
|
R1 |
95.469 |
95.469 |
95.340 |
95.552 |
PP |
95.245 |
95.245 |
95.245 |
95.286 |
S1 |
95.079 |
95.079 |
95.268 |
95.162 |
S2 |
94.855 |
94.855 |
95.233 |
|
S3 |
94.465 |
94.689 |
95.197 |
|
S4 |
94.075 |
94.299 |
95.090 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.060 |
101.575 |
96.487 |
|
R3 |
100.575 |
99.090 |
95.803 |
|
R2 |
98.090 |
98.090 |
95.576 |
|
R1 |
96.605 |
96.605 |
95.348 |
96.105 |
PP |
95.605 |
95.605 |
95.605 |
95.355 |
S1 |
94.120 |
94.120 |
94.892 |
93.620 |
S2 |
93.120 |
93.120 |
94.664 |
|
S3 |
90.635 |
91.635 |
94.437 |
|
S4 |
88.150 |
89.150 |
93.753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.090 |
94.605 |
2.485 |
2.6% |
0.823 |
0.9% |
28% |
False |
False |
21,368 |
10 |
98.500 |
94.605 |
3.895 |
4.1% |
0.906 |
1.0% |
18% |
False |
False |
25,429 |
20 |
98.700 |
94.605 |
4.095 |
4.3% |
0.784 |
0.8% |
17% |
False |
False |
13,732 |
40 |
99.955 |
94.605 |
5.350 |
5.6% |
0.793 |
0.8% |
13% |
False |
False |
7,151 |
60 |
99.985 |
94.605 |
5.380 |
5.6% |
0.732 |
0.8% |
13% |
False |
False |
4,853 |
80 |
100.700 |
94.605 |
6.095 |
6.4% |
0.720 |
0.8% |
11% |
False |
False |
3,668 |
100 |
100.700 |
94.605 |
6.095 |
6.4% |
0.659 |
0.7% |
11% |
False |
False |
2,940 |
120 |
100.700 |
94.317 |
6.383 |
6.7% |
0.598 |
0.6% |
15% |
False |
False |
2,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.068 |
2.618 |
96.431 |
1.618 |
96.041 |
1.000 |
95.800 |
0.618 |
95.651 |
HIGH |
95.410 |
0.618 |
95.261 |
0.500 |
95.215 |
0.382 |
95.169 |
LOW |
95.020 |
0.618 |
94.779 |
1.000 |
94.630 |
1.618 |
94.389 |
2.618 |
93.999 |
4.250 |
93.363 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
95.274 |
95.281 |
PP |
95.245 |
95.258 |
S1 |
95.215 |
95.235 |
|