ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
95.275 |
94.860 |
-0.415 |
-0.4% |
95.130 |
High |
95.285 |
95.090 |
-0.195 |
-0.2% |
96.410 |
Low |
94.680 |
94.450 |
-0.230 |
-0.2% |
95.080 |
Close |
94.904 |
94.661 |
-0.243 |
-0.3% |
96.226 |
Range |
0.605 |
0.640 |
0.035 |
5.8% |
1.330 |
ATR |
0.627 |
0.628 |
0.001 |
0.1% |
0.000 |
Volume |
238 |
230 |
-8 |
-3.4% |
558 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.654 |
96.297 |
95.013 |
|
R3 |
96.014 |
95.657 |
94.837 |
|
R2 |
95.374 |
95.374 |
94.778 |
|
R1 |
95.017 |
95.017 |
94.720 |
94.876 |
PP |
94.734 |
94.734 |
94.734 |
94.663 |
S1 |
94.377 |
94.377 |
94.602 |
94.236 |
S2 |
94.094 |
94.094 |
94.544 |
|
S3 |
93.454 |
93.737 |
94.485 |
|
S4 |
92.814 |
93.097 |
94.309 |
|
|
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 |
94.450 |
1.995 |
2.1% |
0.610 |
0.6% |
11% |
False |
True |
242 |
10 |
96.445 |
94.450 |
1.995 |
2.1% |
0.599 |
0.6% |
11% |
False |
True |
207 |
20 |
98.500 |
94.450 |
4.050 |
4.3% |
0.672 |
0.7% |
5% |
False |
True |
151 |
40 |
98.745 |
94.450 |
4.295 |
4.5% |
0.525 |
0.6% |
5% |
False |
True |
87 |
60 |
100.030 |
94.450 |
5.580 |
5.9% |
0.491 |
0.5% |
4% |
False |
True |
64 |
80 |
100.030 |
94.450 |
5.580 |
5.9% |
0.475 |
0.5% |
4% |
False |
True |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.810 |
2.618 |
96.766 |
1.618 |
96.126 |
1.000 |
95.730 |
0.618 |
95.486 |
HIGH |
95.090 |
0.618 |
94.846 |
0.500 |
94.770 |
0.382 |
94.694 |
LOW |
94.450 |
0.618 |
94.054 |
1.000 |
93.810 |
1.618 |
93.414 |
2.618 |
92.774 |
4.250 |
91.730 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
94.770 |
95.325 |
PP |
94.734 |
95.104 |
S1 |
94.697 |
94.882 |
|