ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
94.760 |
95.130 |
0.370 |
0.4% |
96.405 |
High |
95.185 |
95.430 |
0.245 |
0.3% |
97.100 |
Low |
94.655 |
95.080 |
0.425 |
0.4% |
94.655 |
Close |
95.165 |
95.339 |
0.174 |
0.2% |
95.165 |
Range |
0.530 |
0.350 |
-0.180 |
-34.0% |
2.445 |
ATR |
0.679 |
0.656 |
-0.024 |
-3.5% |
0.000 |
Volume |
300 |
132 |
-168 |
-56.0% |
643 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.333 |
96.186 |
95.532 |
|
R3 |
95.983 |
95.836 |
95.435 |
|
R2 |
95.633 |
95.633 |
95.403 |
|
R1 |
95.486 |
95.486 |
95.371 |
95.560 |
PP |
95.283 |
95.283 |
95.283 |
95.320 |
S1 |
95.136 |
95.136 |
95.307 |
95.210 |
S2 |
94.933 |
94.933 |
95.275 |
|
S3 |
94.583 |
94.786 |
95.243 |
|
S4 |
94.233 |
94.436 |
95.147 |
|
|
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% |
0.733 |
0.8% |
28% |
False |
False |
151 |
10 |
98.500 |
94.655 |
3.845 |
4.0% |
0.761 |
0.8% |
18% |
False |
False |
121 |
20 |
98.745 |
94.655 |
4.090 |
4.3% |
0.619 |
0.6% |
17% |
False |
False |
92 |
40 |
99.980 |
94.655 |
5.325 |
5.6% |
0.522 |
0.5% |
13% |
False |
False |
57 |
60 |
100.030 |
94.655 |
5.375 |
5.6% |
0.470 |
0.5% |
13% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.918 |
2.618 |
96.346 |
1.618 |
95.996 |
1.000 |
95.780 |
0.618 |
95.646 |
HIGH |
95.430 |
0.618 |
95.296 |
0.500 |
95.255 |
0.382 |
95.214 |
LOW |
95.080 |
0.618 |
94.864 |
1.000 |
94.730 |
1.618 |
94.514 |
2.618 |
94.164 |
4.250 |
93.593 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
95.311 |
95.317 |
PP |
95.283 |
95.295 |
S1 |
95.255 |
95.273 |
|