ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.130 |
95.475 |
0.345 |
0.4% |
96.405 |
High |
95.430 |
95.760 |
0.330 |
0.3% |
97.100 |
Low |
95.080 |
95.340 |
0.260 |
0.3% |
94.655 |
Close |
95.339 |
95.694 |
0.355 |
0.4% |
95.165 |
Range |
0.350 |
0.420 |
0.070 |
20.0% |
2.445 |
ATR |
0.656 |
0.639 |
-0.017 |
-2.6% |
0.000 |
Volume |
132 |
134 |
2 |
1.5% |
643 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.858 |
96.696 |
95.925 |
|
R3 |
96.438 |
96.276 |
95.810 |
|
R2 |
96.018 |
96.018 |
95.771 |
|
R1 |
95.856 |
95.856 |
95.733 |
95.937 |
PP |
95.598 |
95.598 |
95.598 |
95.639 |
S1 |
95.436 |
95.436 |
95.656 |
95.517 |
S2 |
95.178 |
95.178 |
95.617 |
|
S3 |
94.758 |
95.016 |
95.579 |
|
S4 |
94.338 |
94.596 |
95.463 |
|
|
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% |
0.761 |
0.8% |
42% |
False |
False |
170 |
10 |
98.500 |
94.655 |
3.845 |
4.0% |
0.785 |
0.8% |
27% |
False |
False |
122 |
20 |
98.745 |
94.655 |
4.090 |
4.3% |
0.628 |
0.7% |
25% |
False |
False |
98 |
40 |
99.980 |
94.655 |
5.325 |
5.6% |
0.526 |
0.5% |
20% |
False |
False |
60 |
60 |
100.030 |
94.655 |
5.375 |
5.6% |
0.474 |
0.5% |
19% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.545 |
2.618 |
96.860 |
1.618 |
96.440 |
1.000 |
96.180 |
0.618 |
96.020 |
HIGH |
95.760 |
0.618 |
95.600 |
0.500 |
95.550 |
0.382 |
95.500 |
LOW |
95.340 |
0.618 |
95.080 |
1.000 |
94.920 |
1.618 |
94.660 |
2.618 |
94.240 |
4.250 |
93.555 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
95.646 |
95.532 |
PP |
95.598 |
95.370 |
S1 |
95.550 |
95.208 |
|