ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.445 |
97.345 |
-0.100 |
-0.1% |
98.100 |
High |
97.600 |
98.500 |
0.900 |
0.9% |
98.745 |
Low |
97.050 |
96.110 |
-0.940 |
-1.0% |
97.435 |
Close |
97.259 |
96.180 |
-1.079 |
-1.1% |
97.498 |
Range |
0.550 |
2.390 |
1.840 |
334.5% |
1.310 |
ATR |
0.513 |
0.647 |
0.134 |
26.1% |
0.000 |
Volume |
67 |
184 |
117 |
174.6% |
205 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.100 |
102.530 |
97.495 |
|
R3 |
101.710 |
100.140 |
96.837 |
|
R2 |
99.320 |
99.320 |
96.618 |
|
R1 |
97.750 |
97.750 |
96.399 |
97.340 |
PP |
96.930 |
96.930 |
96.930 |
96.725 |
S1 |
95.360 |
95.360 |
95.961 |
94.950 |
S2 |
94.540 |
94.540 |
95.742 |
|
S3 |
92.150 |
92.970 |
95.523 |
|
S4 |
89.760 |
90.580 |
94.866 |
|
|
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 |
98.500 |
96.110 |
2.390 |
2.5% |
0.856 |
0.9% |
3% |
True |
True |
142 |
10 |
98.745 |
96.110 |
2.635 |
2.7% |
0.682 |
0.7% |
3% |
False |
True |
88 |
20 |
98.745 |
95.815 |
2.930 |
3.0% |
0.464 |
0.5% |
12% |
False |
False |
55 |
40 |
100.030 |
95.500 |
4.530 |
4.7% |
0.460 |
0.5% |
15% |
False |
False |
38 |
60 |
100.030 |
95.500 |
4.530 |
4.7% |
0.426 |
0.4% |
15% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.658 |
2.618 |
104.757 |
1.618 |
102.367 |
1.000 |
100.890 |
0.618 |
99.977 |
HIGH |
98.500 |
0.618 |
97.587 |
0.500 |
97.305 |
0.382 |
97.023 |
LOW |
96.110 |
0.618 |
94.633 |
1.000 |
93.720 |
1.618 |
92.243 |
2.618 |
89.853 |
4.250 |
85.953 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.305 |
97.305 |
PP |
96.930 |
96.930 |
S1 |
96.555 |
96.555 |
|