ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
98.910 |
99.515 |
0.605 |
0.6% |
97.970 |
High |
99.730 |
99.750 |
0.020 |
0.0% |
98.845 |
Low |
98.855 |
99.195 |
0.340 |
0.3% |
97.835 |
Close |
99.496 |
99.266 |
-0.230 |
-0.2% |
98.745 |
Range |
0.875 |
0.555 |
-0.320 |
-36.6% |
1.010 |
ATR |
0.722 |
0.710 |
-0.012 |
-1.7% |
0.000 |
Volume |
38,360 |
29,733 |
-8,627 |
-22.5% |
56,555 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.069 |
100.722 |
99.571 |
|
R3 |
100.514 |
100.167 |
99.419 |
|
R2 |
99.959 |
99.959 |
99.368 |
|
R1 |
99.612 |
99.612 |
99.317 |
99.508 |
PP |
99.404 |
99.404 |
99.404 |
99.352 |
S1 |
99.057 |
99.057 |
99.215 |
98.953 |
S2 |
98.849 |
98.849 |
99.164 |
|
S3 |
98.294 |
98.502 |
99.113 |
|
S4 |
97.739 |
97.947 |
98.961 |
|
|
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 |
99.750 |
98.110 |
1.640 |
1.7% |
0.703 |
0.7% |
70% |
True |
False |
27,141 |
10 |
99.750 |
97.835 |
1.915 |
1.9% |
0.579 |
0.6% |
75% |
True |
False |
20,733 |
20 |
99.750 |
97.225 |
2.525 |
2.5% |
0.682 |
0.7% |
81% |
True |
False |
25,856 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.685 |
0.7% |
59% |
False |
False |
15,045 |
60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.681 |
0.7% |
78% |
False |
False |
10,202 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.672 |
0.7% |
78% |
False |
False |
7,695 |
100 |
100.700 |
93.125 |
7.575 |
7.6% |
0.666 |
0.7% |
81% |
False |
False |
6,164 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.645 |
0.6% |
81% |
False |
False |
5,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.109 |
2.618 |
101.203 |
1.618 |
100.648 |
1.000 |
100.305 |
0.618 |
100.093 |
HIGH |
99.750 |
0.618 |
99.538 |
0.500 |
99.473 |
0.382 |
99.407 |
LOW |
99.195 |
0.618 |
98.852 |
1.000 |
98.640 |
1.618 |
98.297 |
2.618 |
97.742 |
4.250 |
96.836 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.473 |
99.154 |
PP |
99.404 |
99.042 |
S1 |
99.335 |
98.930 |
|