ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.865 |
94.760 |
-1.105 |
-1.2% |
96.405 |
High |
95.890 |
95.185 |
-0.705 |
-0.7% |
97.100 |
Low |
94.750 |
94.655 |
-0.095 |
-0.1% |
94.655 |
Close |
94.851 |
95.165 |
0.314 |
0.3% |
95.165 |
Range |
1.140 |
0.530 |
-0.610 |
-53.5% |
2.445 |
ATR |
0.691 |
0.679 |
-0.011 |
-1.7% |
0.000 |
Volume |
190 |
300 |
110 |
57.9% |
643 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.592 |
96.408 |
95.457 |
|
R3 |
96.062 |
95.878 |
95.311 |
|
R2 |
95.532 |
95.532 |
95.262 |
|
R1 |
95.348 |
95.348 |
95.214 |
95.440 |
PP |
95.002 |
95.002 |
95.002 |
95.048 |
S1 |
94.818 |
94.818 |
95.116 |
94.910 |
S2 |
94.472 |
94.472 |
95.068 |
|
S3 |
93.942 |
94.288 |
95.019 |
|
S4 |
93.412 |
93.758 |
94.874 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.975 |
101.515 |
96.510 |
|
R3 |
100.530 |
99.070 |
95.837 |
|
R2 |
98.085 |
98.085 |
95.613 |
|
R1 |
96.625 |
96.625 |
95.389 |
96.133 |
PP |
95.640 |
95.640 |
95.640 |
95.394 |
S1 |
94.180 |
94.180 |
94.941 |
93.688 |
S2 |
93.195 |
93.195 |
94.717 |
|
S3 |
90.750 |
91.735 |
94.493 |
|
S4 |
88.305 |
89.290 |
93.820 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.100 |
94.655 |
2.445 |
2.6% |
0.745 |
0.8% |
21% |
False |
True |
128 |
10 |
98.500 |
94.655 |
3.845 |
4.0% |
0.790 |
0.8% |
13% |
False |
True |
137 |
20 |
98.745 |
94.655 |
4.090 |
4.3% |
0.613 |
0.6% |
12% |
False |
True |
86 |
40 |
99.980 |
94.655 |
5.325 |
5.6% |
0.518 |
0.5% |
10% |
False |
True |
54 |
60 |
100.030 |
94.655 |
5.375 |
5.6% |
0.464 |
0.5% |
9% |
False |
True |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.438 |
2.618 |
96.573 |
1.618 |
96.043 |
1.000 |
95.715 |
0.618 |
95.513 |
HIGH |
95.185 |
0.618 |
94.983 |
0.500 |
94.920 |
0.382 |
94.857 |
LOW |
94.655 |
0.618 |
94.327 |
1.000 |
94.125 |
1.618 |
93.797 |
2.618 |
93.267 |
4.250 |
92.403 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
95.083 |
95.878 |
PP |
95.002 |
95.640 |
S1 |
94.920 |
95.403 |
|