ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.710 |
96.900 |
0.190 |
0.2% |
97.405 |
High |
96.890 |
97.100 |
0.210 |
0.2% |
98.500 |
Low |
96.610 |
95.735 |
-0.875 |
-0.9% |
96.110 |
Close |
96.723 |
95.980 |
-0.743 |
-0.8% |
96.287 |
Range |
0.280 |
1.365 |
1.085 |
387.5% |
2.390 |
ATR |
0.594 |
0.649 |
0.055 |
9.3% |
0.000 |
Volume |
41 |
94 |
53 |
129.3% |
736 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.367 |
99.538 |
96.731 |
|
R3 |
99.002 |
98.173 |
96.355 |
|
R2 |
97.637 |
97.637 |
96.230 |
|
R1 |
96.808 |
96.808 |
96.105 |
96.540 |
PP |
96.272 |
96.272 |
96.272 |
96.138 |
S1 |
95.443 |
95.443 |
95.855 |
95.175 |
S2 |
94.907 |
94.907 |
95.730 |
|
S3 |
93.542 |
94.078 |
95.605 |
|
S4 |
92.177 |
92.713 |
95.229 |
|
|
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 |
95.735 |
2.765 |
2.9% |
0.971 |
1.0% |
9% |
False |
True |
79 |
10 |
98.500 |
95.735 |
2.765 |
2.9% |
0.745 |
0.8% |
9% |
False |
True |
94 |
20 |
98.745 |
95.735 |
3.010 |
3.1% |
0.531 |
0.6% |
8% |
False |
True |
62 |
40 |
100.030 |
95.500 |
4.530 |
4.7% |
0.504 |
0.5% |
11% |
False |
False |
42 |
60 |
100.030 |
95.500 |
4.530 |
4.7% |
0.440 |
0.5% |
11% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.901 |
2.618 |
100.674 |
1.618 |
99.309 |
1.000 |
98.465 |
0.618 |
97.944 |
HIGH |
97.100 |
0.618 |
96.579 |
0.500 |
96.418 |
0.382 |
96.256 |
LOW |
95.735 |
0.618 |
94.891 |
1.000 |
94.370 |
1.618 |
93.526 |
2.618 |
92.161 |
4.250 |
89.934 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.418 |
96.418 |
PP |
96.272 |
96.272 |
S1 |
96.126 |
96.126 |
|