ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.640 |
96.095 |
0.455 |
0.5% |
96.310 |
High |
96.240 |
96.385 |
0.145 |
0.2% |
97.090 |
Low |
95.630 |
96.060 |
0.430 |
0.4% |
94.605 |
Close |
96.064 |
96.173 |
0.109 |
0.1% |
95.120 |
Range |
0.610 |
0.325 |
-0.285 |
-46.7% |
2.485 |
ATR |
0.774 |
0.742 |
-0.032 |
-4.1% |
0.000 |
Volume |
14,472 |
13,120 |
-1,352 |
-9.3% |
109,503 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.181 |
97.002 |
96.352 |
|
R3 |
96.856 |
96.677 |
96.262 |
|
R2 |
96.531 |
96.531 |
96.233 |
|
R1 |
96.352 |
96.352 |
96.203 |
96.442 |
PP |
96.206 |
96.206 |
96.206 |
96.251 |
S1 |
96.027 |
96.027 |
96.143 |
96.117 |
S2 |
95.881 |
95.881 |
96.113 |
|
S3 |
95.556 |
95.702 |
96.084 |
|
S4 |
95.231 |
95.377 |
95.994 |
|
|
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 |
96.385 |
94.605 |
1.780 |
1.9% |
0.478 |
0.5% |
88% |
True |
False |
16,165 |
10 |
97.090 |
94.605 |
2.485 |
2.6% |
0.692 |
0.7% |
63% |
False |
False |
20,473 |
20 |
98.700 |
94.605 |
4.095 |
4.3% |
0.780 |
0.8% |
38% |
False |
False |
15,929 |
40 |
99.955 |
94.605 |
5.350 |
5.6% |
0.791 |
0.8% |
29% |
False |
False |
8,326 |
60 |
99.985 |
94.605 |
5.380 |
5.6% |
0.740 |
0.8% |
29% |
False |
False |
5,646 |
80 |
100.700 |
94.605 |
6.095 |
6.3% |
0.724 |
0.8% |
26% |
False |
False |
4,266 |
100 |
100.700 |
94.605 |
6.095 |
6.3% |
0.662 |
0.7% |
26% |
False |
False |
3,419 |
120 |
100.700 |
94.317 |
6.383 |
6.6% |
0.598 |
0.6% |
29% |
False |
False |
2,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.766 |
2.618 |
97.236 |
1.618 |
96.911 |
1.000 |
96.710 |
0.618 |
96.586 |
HIGH |
96.385 |
0.618 |
96.261 |
0.500 |
96.223 |
0.382 |
96.184 |
LOW |
96.060 |
0.618 |
95.859 |
1.000 |
95.735 |
1.618 |
95.534 |
2.618 |
95.209 |
4.250 |
94.679 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.223 |
96.059 |
PP |
96.206 |
95.944 |
S1 |
96.190 |
95.830 |
|