ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.345 |
96.295 |
-1.050 |
-1.1% |
97.405 |
High |
98.500 |
96.570 |
-1.930 |
-2.0% |
98.500 |
Low |
96.110 |
96.160 |
0.050 |
0.1% |
96.110 |
Close |
96.180 |
96.287 |
0.107 |
0.1% |
96.287 |
Range |
2.390 |
0.410 |
-1.980 |
-82.8% |
2.390 |
ATR |
0.647 |
0.630 |
-0.017 |
-2.6% |
0.000 |
Volume |
184 |
62 |
-122 |
-66.3% |
736 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.569 |
97.338 |
96.513 |
|
R3 |
97.159 |
96.928 |
96.400 |
|
R2 |
96.749 |
96.749 |
96.362 |
|
R1 |
96.518 |
96.518 |
96.325 |
96.429 |
PP |
96.339 |
96.339 |
96.339 |
96.294 |
S1 |
96.108 |
96.108 |
96.249 |
96.019 |
S2 |
95.929 |
95.929 |
96.212 |
|
S3 |
95.519 |
95.698 |
96.174 |
|
S4 |
95.109 |
95.288 |
96.062 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.136 |
102.601 |
97.602 |
|
R3 |
101.746 |
100.211 |
96.944 |
|
R2 |
99.356 |
99.356 |
96.725 |
|
R1 |
97.821 |
97.821 |
96.506 |
97.394 |
PP |
96.966 |
96.966 |
96.966 |
96.752 |
S1 |
95.431 |
95.431 |
96.068 |
95.004 |
S2 |
94.576 |
94.576 |
95.849 |
|
S3 |
92.186 |
93.041 |
95.630 |
|
S4 |
89.796 |
90.651 |
94.973 |
|
|
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% |
0.834 |
0.9% |
7% |
False |
False |
147 |
10 |
98.745 |
96.110 |
2.635 |
2.7% |
0.642 |
0.7% |
7% |
False |
False |
94 |
20 |
98.745 |
96.110 |
2.635 |
2.7% |
0.462 |
0.5% |
7% |
False |
False |
57 |
40 |
100.030 |
95.500 |
4.530 |
4.7% |
0.461 |
0.5% |
17% |
False |
False |
38 |
60 |
100.030 |
95.500 |
4.530 |
4.7% |
0.430 |
0.4% |
17% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.313 |
2.618 |
97.643 |
1.618 |
97.233 |
1.000 |
96.980 |
0.618 |
96.823 |
HIGH |
96.570 |
0.618 |
96.413 |
0.500 |
96.365 |
0.382 |
96.317 |
LOW |
96.160 |
0.618 |
95.907 |
1.000 |
95.750 |
1.618 |
95.497 |
2.618 |
95.087 |
4.250 |
94.418 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.365 |
97.305 |
PP |
96.339 |
96.966 |
S1 |
96.313 |
96.626 |
|