ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.875 |
97.405 |
-0.470 |
-0.5% |
98.100 |
High |
97.955 |
97.805 |
-0.150 |
-0.2% |
98.745 |
Low |
97.435 |
97.164 |
-0.271 |
-0.3% |
97.435 |
Close |
97.498 |
97.164 |
-0.334 |
-0.3% |
97.498 |
Range |
0.520 |
0.641 |
0.121 |
23.3% |
1.310 |
ATR |
0.527 |
0.536 |
0.008 |
1.5% |
0.000 |
Volume |
39 |
297 |
258 |
661.5% |
205 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.301 |
98.873 |
97.517 |
|
R3 |
98.660 |
98.232 |
97.340 |
|
R2 |
98.019 |
98.019 |
97.282 |
|
R1 |
97.591 |
97.591 |
97.223 |
97.485 |
PP |
97.378 |
97.378 |
97.378 |
97.324 |
S1 |
96.950 |
96.950 |
97.105 |
96.844 |
S2 |
96.737 |
96.737 |
97.046 |
|
S3 |
96.096 |
96.309 |
96.988 |
|
S4 |
95.455 |
95.668 |
96.811 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.823 |
100.970 |
98.219 |
|
R3 |
100.513 |
99.660 |
97.858 |
|
R2 |
99.203 |
99.203 |
97.738 |
|
R1 |
98.350 |
98.350 |
97.618 |
98.122 |
PP |
97.893 |
97.893 |
97.893 |
97.778 |
S1 |
97.040 |
97.040 |
97.378 |
96.812 |
S2 |
96.583 |
96.583 |
97.258 |
|
S3 |
95.273 |
95.730 |
97.138 |
|
S4 |
93.963 |
94.420 |
96.778 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.745 |
97.164 |
1.581 |
1.6% |
0.478 |
0.5% |
0% |
False |
True |
87 |
10 |
98.745 |
97.164 |
1.581 |
1.6% |
0.477 |
0.5% |
0% |
False |
True |
63 |
20 |
98.745 |
95.500 |
3.245 |
3.3% |
0.359 |
0.4% |
51% |
False |
False |
38 |
40 |
100.030 |
95.500 |
4.530 |
4.7% |
0.401 |
0.4% |
37% |
False |
False |
29 |
60 |
100.030 |
95.500 |
4.530 |
4.7% |
0.410 |
0.4% |
37% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.529 |
2.618 |
99.483 |
1.618 |
98.842 |
1.000 |
98.446 |
0.618 |
98.201 |
HIGH |
97.805 |
0.618 |
97.560 |
0.500 |
97.485 |
0.382 |
97.409 |
LOW |
97.164 |
0.618 |
96.768 |
1.000 |
96.523 |
1.618 |
96.127 |
2.618 |
95.486 |
4.250 |
94.440 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.485 |
97.817 |
PP |
97.378 |
97.599 |
S1 |
97.271 |
97.382 |
|