ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
98.335 |
98.945 |
0.610 |
0.6% |
98.760 |
High |
98.970 |
99.340 |
0.370 |
0.4% |
99.750 |
Low |
98.140 |
98.635 |
0.495 |
0.5% |
98.110 |
Close |
98.784 |
99.024 |
0.240 |
0.2% |
98.599 |
Range |
0.830 |
0.705 |
-0.125 |
-15.1% |
1.640 |
ATR |
0.767 |
0.762 |
-0.004 |
-0.6% |
0.000 |
Volume |
32,091 |
27,241 |
-4,850 |
-15.1% |
186,462 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.115 |
100.774 |
99.412 |
|
R3 |
100.410 |
100.069 |
99.218 |
|
R2 |
99.705 |
99.705 |
99.153 |
|
R1 |
99.364 |
99.364 |
99.089 |
99.535 |
PP |
99.000 |
99.000 |
99.000 |
99.085 |
S1 |
98.659 |
98.659 |
98.959 |
98.830 |
S2 |
98.295 |
98.295 |
98.895 |
|
S3 |
97.590 |
97.954 |
98.830 |
|
S4 |
96.885 |
97.249 |
98.636 |
|
|
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% |
0.831 |
0.8% |
55% |
False |
False |
33,685 |
10 |
99.750 |
97.840 |
1.910 |
1.9% |
0.775 |
0.8% |
62% |
False |
False |
29,157 |
20 |
99.750 |
97.225 |
2.525 |
2.5% |
0.705 |
0.7% |
71% |
False |
False |
26,293 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.712 |
0.7% |
52% |
False |
False |
18,396 |
60 |
100.700 |
94.810 |
5.890 |
5.9% |
0.701 |
0.7% |
72% |
False |
False |
12,494 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.678 |
0.7% |
75% |
False |
False |
9,425 |
100 |
100.700 |
93.125 |
7.575 |
7.6% |
0.679 |
0.7% |
78% |
False |
False |
7,549 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.656 |
0.7% |
78% |
False |
False |
6,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.336 |
2.618 |
101.186 |
1.618 |
100.481 |
1.000 |
100.045 |
0.618 |
99.776 |
HIGH |
99.340 |
0.618 |
99.071 |
0.500 |
98.988 |
0.382 |
98.904 |
LOW |
98.635 |
0.618 |
98.199 |
1.000 |
97.930 |
1.618 |
97.494 |
2.618 |
96.789 |
4.250 |
95.639 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.012 |
98.929 |
PP |
99.000 |
98.835 |
S1 |
98.988 |
98.740 |
|