ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
98.420 |
98.335 |
-0.085 |
-0.1% |
98.760 |
High |
99.295 |
98.970 |
-0.325 |
-0.3% |
99.750 |
Low |
98.375 |
98.140 |
-0.235 |
-0.2% |
98.110 |
Close |
98.599 |
98.784 |
0.185 |
0.2% |
98.599 |
Range |
0.920 |
0.830 |
-0.090 |
-9.8% |
1.640 |
ATR |
0.762 |
0.767 |
0.005 |
0.6% |
0.000 |
Volume |
40,217 |
32,091 |
-8,126 |
-20.2% |
186,462 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.121 |
100.783 |
99.241 |
|
R3 |
100.291 |
99.953 |
99.012 |
|
R2 |
99.461 |
99.461 |
98.936 |
|
R1 |
99.123 |
99.123 |
98.860 |
99.292 |
PP |
98.631 |
98.631 |
98.631 |
98.716 |
S1 |
98.293 |
98.293 |
98.708 |
98.462 |
S2 |
97.801 |
97.801 |
98.632 |
|
S3 |
96.971 |
97.463 |
98.556 |
|
S4 |
96.141 |
96.633 |
98.328 |
|
|
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 |
98.140 |
1.610 |
1.6% |
0.865 |
0.9% |
40% |
False |
True |
35,909 |
10 |
99.750 |
97.835 |
1.915 |
1.9% |
0.727 |
0.7% |
50% |
False |
False |
27,510 |
20 |
99.750 |
97.225 |
2.525 |
2.6% |
0.709 |
0.7% |
62% |
False |
False |
26,938 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.711 |
0.7% |
45% |
False |
False |
17,753 |
60 |
100.700 |
94.685 |
6.015 |
6.1% |
0.694 |
0.7% |
68% |
False |
False |
12,043 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.683 |
0.7% |
71% |
False |
False |
9,085 |
100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.681 |
0.7% |
75% |
False |
False |
7,278 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.653 |
0.7% |
75% |
False |
False |
6,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.498 |
2.618 |
101.143 |
1.618 |
100.313 |
1.000 |
99.800 |
0.618 |
99.483 |
HIGH |
98.970 |
0.618 |
98.653 |
0.500 |
98.555 |
0.382 |
98.457 |
LOW |
98.140 |
0.618 |
97.627 |
1.000 |
97.310 |
1.618 |
96.797 |
2.618 |
95.967 |
4.250 |
94.613 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
98.708 |
98.777 |
PP |
98.631 |
98.770 |
S1 |
98.555 |
98.763 |
|