ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 30-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
96.100 |
95.275 |
-0.825 |
-0.9% |
95.130 |
High |
96.200 |
95.285 |
-0.915 |
-1.0% |
96.410 |
Low |
95.165 |
94.680 |
-0.485 |
-0.5% |
95.080 |
Close |
95.216 |
94.904 |
-0.312 |
-0.3% |
96.226 |
Range |
1.035 |
0.605 |
-0.430 |
-41.5% |
1.330 |
ATR |
0.629 |
0.627 |
-0.002 |
-0.3% |
0.000 |
Volume |
309 |
238 |
-71 |
-23.0% |
558 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.771 |
96.443 |
95.237 |
|
R3 |
96.166 |
95.838 |
95.070 |
|
R2 |
95.561 |
95.561 |
95.015 |
|
R1 |
95.233 |
95.233 |
94.959 |
95.095 |
PP |
94.956 |
94.956 |
94.956 |
94.887 |
S1 |
94.628 |
94.628 |
94.849 |
94.490 |
S2 |
94.351 |
94.351 |
94.793 |
|
S3 |
93.746 |
94.023 |
94.738 |
|
S4 |
93.141 |
93.418 |
94.571 |
|
|
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 |
94.680 |
1.765 |
1.9% |
0.581 |
0.6% |
13% |
False |
True |
217 |
10 |
97.100 |
94.655 |
2.445 |
2.6% |
0.671 |
0.7% |
10% |
False |
False |
193 |
20 |
98.745 |
94.655 |
4.090 |
4.3% |
0.660 |
0.7% |
6% |
False |
False |
143 |
40 |
98.915 |
94.655 |
4.260 |
4.5% |
0.549 |
0.6% |
6% |
False |
False |
86 |
60 |
100.030 |
94.655 |
5.375 |
5.7% |
0.486 |
0.5% |
5% |
False |
False |
61 |
80 |
100.030 |
94.655 |
5.375 |
5.7% |
0.473 |
0.5% |
5% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.856 |
2.618 |
96.869 |
1.618 |
96.264 |
1.000 |
95.890 |
0.618 |
95.659 |
HIGH |
95.285 |
0.618 |
95.054 |
0.500 |
94.983 |
0.382 |
94.911 |
LOW |
94.680 |
0.618 |
94.306 |
1.000 |
94.075 |
1.618 |
93.701 |
2.618 |
93.096 |
4.250 |
92.109 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
94.983 |
95.563 |
PP |
94.956 |
95.343 |
S1 |
94.930 |
95.124 |
|