ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.475 |
95.705 |
0.230 |
0.2% |
96.405 |
High |
95.760 |
96.200 |
0.440 |
0.5% |
97.100 |
Low |
95.340 |
95.705 |
0.365 |
0.4% |
94.655 |
Close |
95.694 |
96.117 |
0.423 |
0.4% |
95.165 |
Range |
0.420 |
0.495 |
0.075 |
17.9% |
2.445 |
ATR |
0.639 |
0.630 |
-0.010 |
-1.5% |
0.000 |
Volume |
134 |
109 |
-25 |
-18.7% |
643 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.492 |
97.300 |
96.389 |
|
R3 |
96.997 |
96.805 |
96.253 |
|
R2 |
96.502 |
96.502 |
96.208 |
|
R1 |
96.310 |
96.310 |
96.162 |
96.406 |
PP |
96.007 |
96.007 |
96.007 |
96.056 |
S1 |
95.815 |
95.815 |
96.072 |
95.911 |
S2 |
95.512 |
95.512 |
96.026 |
|
S3 |
95.017 |
95.320 |
95.981 |
|
S4 |
94.522 |
94.825 |
95.845 |
|
|
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 |
96.200 |
94.655 |
1.545 |
1.6% |
0.587 |
0.6% |
95% |
True |
False |
173 |
10 |
98.500 |
94.655 |
3.845 |
4.0% |
0.779 |
0.8% |
38% |
False |
False |
126 |
20 |
98.745 |
94.655 |
4.090 |
4.3% |
0.629 |
0.7% |
36% |
False |
False |
99 |
40 |
99.980 |
94.655 |
5.325 |
5.5% |
0.529 |
0.6% |
27% |
False |
False |
63 |
60 |
100.030 |
94.655 |
5.375 |
5.6% |
0.478 |
0.5% |
27% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.304 |
2.618 |
97.496 |
1.618 |
97.001 |
1.000 |
96.695 |
0.618 |
96.506 |
HIGH |
96.200 |
0.618 |
96.011 |
0.500 |
95.953 |
0.382 |
95.894 |
LOW |
95.705 |
0.618 |
95.399 |
1.000 |
95.210 |
1.618 |
94.904 |
2.618 |
94.409 |
4.250 |
93.601 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.062 |
95.958 |
PP |
96.007 |
95.799 |
S1 |
95.953 |
95.640 |
|