ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.295 |
96.405 |
0.110 |
0.1% |
97.405 |
High |
96.570 |
96.755 |
0.185 |
0.2% |
98.500 |
Low |
96.160 |
96.345 |
0.185 |
0.2% |
96.110 |
Close |
96.287 |
96.725 |
0.438 |
0.5% |
96.287 |
Range |
0.410 |
0.410 |
0.000 |
0.0% |
2.390 |
ATR |
0.630 |
0.619 |
-0.012 |
-1.8% |
0.000 |
Volume |
62 |
18 |
-44 |
-71.0% |
736 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.838 |
97.692 |
96.951 |
|
R3 |
97.428 |
97.282 |
96.838 |
|
R2 |
97.018 |
97.018 |
96.800 |
|
R1 |
96.872 |
96.872 |
96.763 |
96.945 |
PP |
96.608 |
96.608 |
96.608 |
96.645 |
S1 |
96.462 |
96.462 |
96.687 |
96.535 |
S2 |
96.198 |
96.198 |
96.650 |
|
S3 |
95.788 |
96.052 |
96.612 |
|
S4 |
95.378 |
95.642 |
96.500 |
|
|
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% |
0.788 |
0.8% |
26% |
False |
False |
91 |
10 |
98.745 |
96.110 |
2.635 |
2.7% |
0.633 |
0.7% |
23% |
False |
False |
89 |
20 |
98.745 |
96.110 |
2.635 |
2.7% |
0.470 |
0.5% |
23% |
False |
False |
58 |
40 |
100.030 |
95.500 |
4.530 |
4.7% |
0.471 |
0.5% |
27% |
False |
False |
39 |
60 |
100.030 |
95.500 |
4.530 |
4.7% |
0.424 |
0.4% |
27% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.498 |
2.618 |
97.828 |
1.618 |
97.418 |
1.000 |
97.165 |
0.618 |
97.008 |
HIGH |
96.755 |
0.618 |
96.598 |
0.500 |
96.550 |
0.382 |
96.502 |
LOW |
96.345 |
0.618 |
96.092 |
1.000 |
95.935 |
1.618 |
95.682 |
2.618 |
95.272 |
4.250 |
94.603 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.667 |
97.305 |
PP |
96.608 |
97.112 |
S1 |
96.550 |
96.918 |
|