ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.100 |
95.445 |
0.345 |
0.4% |
96.310 |
High |
95.410 |
95.750 |
0.340 |
0.4% |
97.090 |
Low |
95.020 |
95.275 |
0.255 |
0.3% |
94.605 |
Close |
95.304 |
95.644 |
0.340 |
0.4% |
95.120 |
Range |
0.390 |
0.475 |
0.085 |
21.8% |
2.485 |
ATR |
0.811 |
0.787 |
-0.024 |
-3.0% |
0.000 |
Volume |
12,491 |
20,351 |
7,860 |
62.9% |
109,503 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.981 |
96.788 |
95.905 |
|
R3 |
96.506 |
96.313 |
95.775 |
|
R2 |
96.031 |
96.031 |
95.731 |
|
R1 |
95.838 |
95.838 |
95.688 |
95.935 |
PP |
95.556 |
95.556 |
95.556 |
95.605 |
S1 |
95.363 |
95.363 |
95.600 |
95.460 |
S2 |
95.081 |
95.081 |
95.557 |
|
S3 |
94.606 |
94.888 |
95.513 |
|
S4 |
94.131 |
94.413 |
95.383 |
|
|
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% |
0.835 |
0.9% |
42% |
False |
False |
22,943 |
10 |
98.500 |
94.605 |
3.895 |
4.1% |
0.915 |
1.0% |
27% |
False |
False |
26,819 |
20 |
98.700 |
94.605 |
4.095 |
4.3% |
0.791 |
0.8% |
25% |
False |
False |
14,714 |
40 |
99.955 |
94.605 |
5.350 |
5.6% |
0.795 |
0.8% |
19% |
False |
False |
7,654 |
60 |
99.985 |
94.605 |
5.380 |
5.6% |
0.737 |
0.8% |
19% |
False |
False |
5,191 |
80 |
100.700 |
94.605 |
6.095 |
6.4% |
0.721 |
0.8% |
17% |
False |
False |
3,922 |
100 |
100.700 |
94.605 |
6.095 |
6.4% |
0.659 |
0.7% |
17% |
False |
False |
3,143 |
120 |
100.700 |
94.317 |
6.383 |
6.7% |
0.594 |
0.6% |
21% |
False |
False |
2,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.769 |
2.618 |
96.994 |
1.618 |
96.519 |
1.000 |
96.225 |
0.618 |
96.044 |
HIGH |
95.750 |
0.618 |
95.569 |
0.500 |
95.513 |
0.382 |
95.456 |
LOW |
95.275 |
0.618 |
94.981 |
1.000 |
94.800 |
1.618 |
94.506 |
2.618 |
94.031 |
4.250 |
93.256 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
95.600 |
95.489 |
PP |
95.556 |
95.333 |
S1 |
95.513 |
95.178 |
|