ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.515 |
99.325 |
-0.190 |
-0.2% |
97.970 |
High |
99.750 |
99.385 |
-0.365 |
-0.4% |
98.845 |
Low |
99.195 |
98.240 |
-0.955 |
-1.0% |
97.835 |
Close |
99.266 |
98.272 |
-0.994 |
-1.0% |
98.745 |
Range |
0.555 |
1.145 |
0.590 |
106.3% |
1.010 |
ATR |
0.710 |
0.742 |
0.031 |
4.4% |
0.000 |
Volume |
29,733 |
39,144 |
9,411 |
31.7% |
56,555 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.067 |
101.315 |
98.902 |
|
R3 |
100.922 |
100.170 |
98.587 |
|
R2 |
99.777 |
99.777 |
98.482 |
|
R1 |
99.025 |
99.025 |
98.377 |
98.829 |
PP |
98.632 |
98.632 |
98.632 |
98.534 |
S1 |
97.880 |
97.880 |
98.167 |
97.684 |
S2 |
97.487 |
97.487 |
98.062 |
|
S3 |
96.342 |
96.735 |
97.957 |
|
S4 |
95.197 |
95.590 |
97.642 |
|
|
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% |
0.871 |
0.9% |
10% |
False |
False |
33,005 |
10 |
99.750 |
97.835 |
1.915 |
1.9% |
0.643 |
0.7% |
23% |
False |
False |
22,873 |
20 |
99.750 |
97.225 |
2.525 |
2.6% |
0.719 |
0.7% |
41% |
False |
False |
27,181 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.701 |
0.7% |
30% |
False |
False |
16,003 |
60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.693 |
0.7% |
63% |
False |
False |
10,851 |
80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.681 |
0.7% |
63% |
False |
False |
8,184 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.677 |
0.7% |
68% |
False |
False |
6,555 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.646 |
0.7% |
68% |
False |
False |
5,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.251 |
2.618 |
102.383 |
1.618 |
101.238 |
1.000 |
100.530 |
0.618 |
100.093 |
HIGH |
99.385 |
0.618 |
98.948 |
0.500 |
98.813 |
0.382 |
98.677 |
LOW |
98.240 |
0.618 |
97.532 |
1.000 |
97.095 |
1.618 |
96.387 |
2.618 |
95.242 |
4.250 |
93.374 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
98.813 |
98.995 |
PP |
98.632 |
98.754 |
S1 |
98.452 |
98.513 |
|