ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.405 |
97.150 |
-0.255 |
-0.3% |
98.100 |
High |
97.805 |
97.321 |
-0.484 |
-0.5% |
98.745 |
Low |
97.164 |
97.140 |
-0.024 |
0.0% |
97.435 |
Close |
97.164 |
97.321 |
0.157 |
0.2% |
97.498 |
Range |
0.641 |
0.181 |
-0.460 |
-71.8% |
1.310 |
ATR |
0.536 |
0.510 |
-0.025 |
-4.7% |
0.000 |
Volume |
297 |
126 |
-171 |
-57.6% |
205 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.804 |
97.743 |
97.421 |
|
R3 |
97.623 |
97.562 |
97.371 |
|
R2 |
97.442 |
97.442 |
97.354 |
|
R1 |
97.381 |
97.381 |
97.338 |
97.412 |
PP |
97.261 |
97.261 |
97.261 |
97.276 |
S1 |
97.200 |
97.200 |
97.304 |
97.231 |
S2 |
97.080 |
97.080 |
97.288 |
|
S3 |
96.899 |
97.019 |
97.271 |
|
S4 |
96.718 |
96.838 |
97.221 |
|
|
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 |
97.140 |
1.605 |
1.6% |
0.489 |
0.5% |
11% |
False |
True |
112 |
10 |
98.745 |
97.140 |
1.605 |
1.6% |
0.472 |
0.5% |
11% |
False |
True |
75 |
20 |
98.745 |
95.500 |
3.245 |
3.3% |
0.335 |
0.3% |
56% |
False |
False |
43 |
40 |
100.030 |
95.500 |
4.530 |
4.7% |
0.400 |
0.4% |
40% |
False |
False |
32 |
60 |
100.030 |
95.500 |
4.530 |
4.7% |
0.404 |
0.4% |
40% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.090 |
2.618 |
97.795 |
1.618 |
97.614 |
1.000 |
97.502 |
0.618 |
97.433 |
HIGH |
97.321 |
0.618 |
97.252 |
0.500 |
97.231 |
0.382 |
97.209 |
LOW |
97.140 |
0.618 |
97.028 |
1.000 |
96.959 |
1.618 |
96.847 |
2.618 |
96.666 |
4.250 |
96.371 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.291 |
97.548 |
PP |
97.261 |
97.472 |
S1 |
97.231 |
97.397 |
|