ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.130 |
96.445 |
0.315 |
0.3% |
95.130 |
High |
96.410 |
96.445 |
0.035 |
0.0% |
96.410 |
Low |
96.130 |
95.955 |
-0.175 |
-0.2% |
95.080 |
Close |
96.226 |
96.010 |
-0.216 |
-0.2% |
96.226 |
Range |
0.280 |
0.490 |
0.210 |
75.0% |
1.330 |
ATR |
0.606 |
0.597 |
-0.008 |
-1.4% |
0.000 |
Volume |
183 |
250 |
67 |
36.6% |
558 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.607 |
97.298 |
96.280 |
|
R3 |
97.117 |
96.808 |
96.145 |
|
R2 |
96.627 |
96.627 |
96.100 |
|
R1 |
96.318 |
96.318 |
96.055 |
96.228 |
PP |
96.137 |
96.137 |
96.137 |
96.091 |
S1 |
95.828 |
95.828 |
95.965 |
95.738 |
S2 |
95.647 |
95.647 |
95.920 |
|
S3 |
95.157 |
95.338 |
95.875 |
|
S4 |
94.667 |
94.848 |
95.741 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.895 |
99.391 |
96.958 |
|
R3 |
98.565 |
98.061 |
96.592 |
|
R2 |
97.235 |
97.235 |
96.470 |
|
R1 |
96.731 |
96.731 |
96.348 |
96.983 |
PP |
95.905 |
95.905 |
95.905 |
96.032 |
S1 |
95.401 |
95.401 |
96.104 |
95.653 |
S2 |
94.575 |
94.575 |
95.982 |
|
S3 |
93.245 |
94.071 |
95.860 |
|
S4 |
91.915 |
92.741 |
95.495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.445 |
95.080 |
1.365 |
1.4% |
0.407 |
0.4% |
68% |
True |
False |
161 |
10 |
97.100 |
94.655 |
2.445 |
2.5% |
0.576 |
0.6% |
55% |
False |
False |
145 |
20 |
98.745 |
94.655 |
4.090 |
4.3% |
0.609 |
0.6% |
33% |
False |
False |
119 |
40 |
99.170 |
94.655 |
4.515 |
4.7% |
0.511 |
0.5% |
30% |
False |
False |
72 |
60 |
100.030 |
94.655 |
5.375 |
5.6% |
0.479 |
0.5% |
25% |
False |
False |
52 |
80 |
100.890 |
94.655 |
6.235 |
6.5% |
0.494 |
0.5% |
22% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.528 |
2.618 |
97.728 |
1.618 |
97.238 |
1.000 |
96.935 |
0.618 |
96.748 |
HIGH |
96.445 |
0.618 |
96.258 |
0.500 |
96.200 |
0.382 |
96.142 |
LOW |
95.955 |
0.618 |
95.652 |
1.000 |
95.465 |
1.618 |
95.162 |
2.618 |
94.672 |
4.250 |
93.873 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.200 |
96.075 |
PP |
96.137 |
96.053 |
S1 |
96.073 |
96.032 |
|