ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
98.760 |
98.910 |
0.150 |
0.2% |
97.970 |
High |
99.300 |
99.730 |
0.430 |
0.4% |
98.845 |
Low |
98.110 |
98.855 |
0.745 |
0.8% |
97.835 |
Close |
98.968 |
99.496 |
0.528 |
0.5% |
98.745 |
Range |
1.190 |
0.875 |
-0.315 |
-26.5% |
1.010 |
ATR |
0.711 |
0.722 |
0.012 |
1.7% |
0.000 |
Volume |
39,008 |
38,360 |
-648 |
-1.7% |
56,555 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.985 |
101.616 |
99.977 |
|
R3 |
101.110 |
100.741 |
99.737 |
|
R2 |
100.235 |
100.235 |
99.656 |
|
R1 |
99.866 |
99.866 |
99.576 |
100.051 |
PP |
99.360 |
99.360 |
99.360 |
99.453 |
S1 |
98.991 |
98.991 |
99.416 |
99.176 |
S2 |
98.485 |
98.485 |
99.336 |
|
S3 |
97.610 |
98.116 |
99.255 |
|
S4 |
96.735 |
97.241 |
99.015 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.505 |
101.135 |
99.301 |
|
R3 |
100.495 |
100.125 |
99.023 |
|
R2 |
99.485 |
99.485 |
98.930 |
|
R1 |
99.115 |
99.115 |
98.838 |
99.300 |
PP |
98.475 |
98.475 |
98.475 |
98.568 |
S1 |
98.105 |
98.105 |
98.652 |
98.290 |
S2 |
97.465 |
97.465 |
98.560 |
|
S3 |
96.455 |
97.095 |
98.467 |
|
S4 |
95.445 |
96.085 |
98.190 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.730 |
97.840 |
1.890 |
1.9% |
0.719 |
0.7% |
88% |
True |
False |
24,630 |
10 |
99.730 |
97.835 |
1.895 |
1.9% |
0.580 |
0.6% |
88% |
True |
False |
19,852 |
20 |
99.730 |
97.225 |
2.505 |
2.5% |
0.686 |
0.7% |
91% |
True |
False |
25,005 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.684 |
0.7% |
65% |
False |
False |
14,326 |
60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.676 |
0.7% |
82% |
False |
False |
9,715 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.672 |
0.7% |
82% |
False |
False |
7,324 |
100 |
100.700 |
93.125 |
7.575 |
7.6% |
0.664 |
0.7% |
84% |
False |
False |
5,867 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.644 |
0.6% |
84% |
False |
False |
4,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.449 |
2.618 |
102.021 |
1.618 |
101.146 |
1.000 |
100.605 |
0.618 |
100.271 |
HIGH |
99.730 |
0.618 |
99.396 |
0.500 |
99.293 |
0.382 |
99.189 |
LOW |
98.855 |
0.618 |
98.314 |
1.000 |
97.980 |
1.618 |
97.439 |
2.618 |
96.564 |
4.250 |
95.136 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.428 |
99.304 |
PP |
99.360 |
99.112 |
S1 |
99.293 |
98.920 |
|