ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.445 |
96.100 |
-0.345 |
-0.4% |
95.130 |
High |
96.445 |
96.200 |
-0.245 |
-0.3% |
96.410 |
Low |
95.955 |
95.165 |
-0.790 |
-0.8% |
95.080 |
Close |
96.010 |
95.216 |
-0.794 |
-0.8% |
96.226 |
Range |
0.490 |
1.035 |
0.545 |
111.2% |
1.330 |
ATR |
0.597 |
0.629 |
0.031 |
5.2% |
0.000 |
Volume |
250 |
309 |
59 |
23.6% |
558 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.632 |
97.959 |
95.785 |
|
R3 |
97.597 |
96.924 |
95.501 |
|
R2 |
96.562 |
96.562 |
95.406 |
|
R1 |
95.889 |
95.889 |
95.311 |
95.708 |
PP |
95.527 |
95.527 |
95.527 |
95.437 |
S1 |
94.854 |
94.854 |
95.121 |
94.673 |
S2 |
94.492 |
94.492 |
95.026 |
|
S3 |
93.457 |
93.819 |
94.931 |
|
S4 |
92.422 |
92.784 |
94.647 |
|
|
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 |
95.165 |
1.280 |
1.3% |
0.544 |
0.6% |
4% |
False |
True |
197 |
10 |
97.100 |
94.655 |
2.445 |
2.6% |
0.639 |
0.7% |
23% |
False |
False |
174 |
20 |
98.745 |
94.655 |
4.090 |
4.3% |
0.636 |
0.7% |
14% |
False |
False |
131 |
40 |
99.140 |
94.655 |
4.485 |
4.7% |
0.537 |
0.6% |
13% |
False |
False |
80 |
60 |
100.030 |
94.655 |
5.375 |
5.6% |
0.487 |
0.5% |
10% |
False |
False |
57 |
80 |
100.030 |
94.655 |
5.375 |
5.6% |
0.471 |
0.5% |
10% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.599 |
2.618 |
98.910 |
1.618 |
97.875 |
1.000 |
97.235 |
0.618 |
96.840 |
HIGH |
96.200 |
0.618 |
95.805 |
0.500 |
95.683 |
0.382 |
95.560 |
LOW |
95.165 |
0.618 |
94.525 |
1.000 |
94.130 |
1.618 |
93.490 |
2.618 |
92.455 |
4.250 |
90.766 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
95.683 |
95.805 |
PP |
95.527 |
95.609 |
S1 |
95.372 |
95.412 |
|