ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.325 |
98.420 |
-0.905 |
-0.9% |
98.760 |
High |
99.385 |
99.295 |
-0.090 |
-0.1% |
99.750 |
Low |
98.240 |
98.375 |
0.135 |
0.1% |
98.110 |
Close |
98.272 |
98.599 |
0.327 |
0.3% |
98.599 |
Range |
1.145 |
0.920 |
-0.225 |
-19.7% |
1.640 |
ATR |
0.742 |
0.762 |
0.020 |
2.7% |
0.000 |
Volume |
39,144 |
40,217 |
1,073 |
2.7% |
186,462 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.516 |
100.978 |
99.105 |
|
R3 |
100.596 |
100.058 |
98.852 |
|
R2 |
99.676 |
99.676 |
98.768 |
|
R1 |
99.138 |
99.138 |
98.683 |
99.407 |
PP |
98.756 |
98.756 |
98.756 |
98.891 |
S1 |
98.218 |
98.218 |
98.515 |
98.487 |
S2 |
97.836 |
97.836 |
98.430 |
|
S3 |
96.916 |
97.298 |
98.346 |
|
S4 |
95.996 |
96.378 |
98.093 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.740 |
102.809 |
99.501 |
|
R3 |
102.100 |
101.169 |
99.050 |
|
R2 |
100.460 |
100.460 |
98.900 |
|
R1 |
99.529 |
99.529 |
98.749 |
99.175 |
PP |
98.820 |
98.820 |
98.820 |
98.642 |
S1 |
97.889 |
97.889 |
98.449 |
97.535 |
S2 |
97.180 |
97.180 |
98.298 |
|
S3 |
95.540 |
96.249 |
98.148 |
|
S4 |
93.900 |
94.609 |
97.697 |
|
|
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% |
0.937 |
1.0% |
30% |
False |
False |
37,292 |
10 |
99.750 |
97.835 |
1.915 |
1.9% |
0.689 |
0.7% |
40% |
False |
False |
25,216 |
20 |
99.750 |
97.225 |
2.525 |
2.6% |
0.698 |
0.7% |
54% |
False |
False |
27,682 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.713 |
0.7% |
40% |
False |
False |
16,987 |
60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.693 |
0.7% |
68% |
False |
False |
11,516 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.685 |
0.7% |
68% |
False |
False |
8,686 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.681 |
0.7% |
72% |
False |
False |
6,957 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.650 |
0.7% |
72% |
False |
False |
5,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.205 |
2.618 |
101.704 |
1.618 |
100.784 |
1.000 |
100.215 |
0.618 |
99.864 |
HIGH |
99.295 |
0.618 |
98.944 |
0.500 |
98.835 |
0.382 |
98.726 |
LOW |
98.375 |
0.618 |
97.806 |
1.000 |
97.455 |
1.618 |
96.886 |
2.618 |
95.966 |
4.250 |
94.465 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
98.835 |
98.995 |
PP |
98.756 |
98.863 |
S1 |
98.678 |
98.731 |
|