ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.445 |
95.640 |
0.195 |
0.2% |
96.310 |
High |
95.750 |
96.240 |
0.490 |
0.5% |
97.090 |
Low |
95.275 |
95.630 |
0.355 |
0.4% |
94.605 |
Close |
95.644 |
96.064 |
0.420 |
0.4% |
95.120 |
Range |
0.475 |
0.610 |
0.135 |
28.4% |
2.485 |
ATR |
0.787 |
0.774 |
-0.013 |
-1.6% |
0.000 |
Volume |
20,351 |
14,472 |
-5,879 |
-28.9% |
109,503 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.808 |
97.546 |
96.400 |
|
R3 |
97.198 |
96.936 |
96.232 |
|
R2 |
96.588 |
96.588 |
96.176 |
|
R1 |
96.326 |
96.326 |
96.120 |
96.457 |
PP |
95.978 |
95.978 |
95.978 |
96.044 |
S1 |
95.716 |
95.716 |
96.008 |
95.847 |
S2 |
95.368 |
95.368 |
95.952 |
|
S3 |
94.758 |
95.106 |
95.896 |
|
S4 |
94.148 |
94.496 |
95.729 |
|
|
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 |
96.240 |
94.605 |
1.635 |
1.7% |
0.651 |
0.7% |
89% |
True |
False |
19,649 |
10 |
98.500 |
94.605 |
3.895 |
4.1% |
0.911 |
0.9% |
37% |
False |
False |
26,278 |
20 |
98.700 |
94.605 |
4.095 |
4.3% |
0.788 |
0.8% |
36% |
False |
False |
15,339 |
40 |
99.955 |
94.605 |
5.350 |
5.6% |
0.800 |
0.8% |
27% |
False |
False |
8,007 |
60 |
99.985 |
94.605 |
5.380 |
5.6% |
0.738 |
0.8% |
27% |
False |
False |
5,430 |
80 |
100.700 |
94.605 |
6.095 |
6.3% |
0.724 |
0.8% |
24% |
False |
False |
4,102 |
100 |
100.700 |
94.605 |
6.095 |
6.3% |
0.663 |
0.7% |
24% |
False |
False |
3,288 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.595 |
0.6% |
27% |
False |
False |
2,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.833 |
2.618 |
97.837 |
1.618 |
97.227 |
1.000 |
96.850 |
0.618 |
96.617 |
HIGH |
96.240 |
0.618 |
96.007 |
0.500 |
95.935 |
0.382 |
95.863 |
LOW |
95.630 |
0.618 |
95.253 |
1.000 |
95.020 |
1.618 |
94.643 |
2.618 |
94.033 |
4.250 |
93.038 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.021 |
95.919 |
PP |
95.978 |
95.775 |
S1 |
95.935 |
95.630 |
|