ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.105 |
98.915 |
-0.190 |
-0.2% |
98.760 |
High |
99.395 |
99.330 |
-0.065 |
-0.1% |
99.750 |
Low |
98.905 |
98.650 |
-0.255 |
-0.3% |
98.110 |
Close |
98.978 |
99.155 |
0.177 |
0.2% |
98.599 |
Range |
0.490 |
0.680 |
0.190 |
38.8% |
1.640 |
ATR |
0.743 |
0.738 |
-0.004 |
-0.6% |
0.000 |
Volume |
27,274 |
38,487 |
11,213 |
41.1% |
186,462 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.085 |
100.800 |
99.529 |
|
R3 |
100.405 |
100.120 |
99.342 |
|
R2 |
99.725 |
99.725 |
99.280 |
|
R1 |
99.440 |
99.440 |
99.217 |
99.583 |
PP |
99.045 |
99.045 |
99.045 |
99.116 |
S1 |
98.760 |
98.760 |
99.093 |
98.903 |
S2 |
98.365 |
98.365 |
99.030 |
|
S3 |
97.685 |
98.080 |
98.968 |
|
S4 |
97.005 |
97.400 |
98.781 |
|
|
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 |
99.395 |
98.140 |
1.255 |
1.3% |
0.725 |
0.7% |
81% |
False |
False |
33,062 |
10 |
99.750 |
98.110 |
1.640 |
1.7% |
0.798 |
0.8% |
64% |
False |
False |
33,033 |
20 |
99.750 |
97.625 |
2.125 |
2.1% |
0.673 |
0.7% |
72% |
False |
False |
27,038 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.719 |
0.7% |
56% |
False |
False |
19,972 |
60 |
100.700 |
94.970 |
5.730 |
5.8% |
0.708 |
0.7% |
73% |
False |
False |
13,584 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.673 |
0.7% |
77% |
False |
False |
10,244 |
100 |
100.700 |
94.010 |
6.690 |
6.7% |
0.657 |
0.7% |
77% |
False |
False |
8,205 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.658 |
0.7% |
80% |
False |
False |
6,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.220 |
2.618 |
101.110 |
1.618 |
100.430 |
1.000 |
100.010 |
0.618 |
99.750 |
HIGH |
99.330 |
0.618 |
99.070 |
0.500 |
98.990 |
0.382 |
98.910 |
LOW |
98.650 |
0.618 |
98.230 |
1.000 |
97.970 |
1.618 |
97.550 |
2.618 |
96.870 |
4.250 |
95.760 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.100 |
99.108 |
PP |
99.045 |
99.062 |
S1 |
98.990 |
99.015 |
|