ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
98.915 |
99.120 |
0.205 |
0.2% |
98.335 |
High |
99.330 |
99.195 |
-0.135 |
-0.1% |
99.395 |
Low |
98.650 |
98.415 |
-0.235 |
-0.2% |
98.140 |
Close |
99.155 |
99.020 |
-0.135 |
-0.1% |
99.020 |
Range |
0.680 |
0.780 |
0.100 |
14.7% |
1.255 |
ATR |
0.738 |
0.741 |
0.003 |
0.4% |
0.000 |
Volume |
38,487 |
46,070 |
7,583 |
19.7% |
171,163 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.217 |
100.898 |
99.449 |
|
R3 |
100.437 |
100.118 |
99.235 |
|
R2 |
99.657 |
99.657 |
99.163 |
|
R1 |
99.338 |
99.338 |
99.092 |
99.108 |
PP |
98.877 |
98.877 |
98.877 |
98.761 |
S1 |
98.558 |
98.558 |
98.949 |
98.328 |
S2 |
98.097 |
98.097 |
98.877 |
|
S3 |
97.317 |
97.778 |
98.806 |
|
S4 |
96.537 |
96.998 |
98.591 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.617 |
102.073 |
99.710 |
|
R3 |
101.362 |
100.818 |
99.365 |
|
R2 |
100.107 |
100.107 |
99.250 |
|
R1 |
99.563 |
99.563 |
99.135 |
99.835 |
PP |
98.852 |
98.852 |
98.852 |
98.988 |
S1 |
98.308 |
98.308 |
98.905 |
98.580 |
S2 |
97.597 |
97.597 |
98.790 |
|
S3 |
96.342 |
97.053 |
98.675 |
|
S4 |
95.087 |
95.798 |
98.330 |
|
|
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% |
0.697 |
0.7% |
70% |
False |
False |
34,232 |
10 |
99.750 |
98.110 |
1.640 |
1.7% |
0.817 |
0.8% |
55% |
False |
False |
35,762 |
20 |
99.750 |
97.835 |
1.915 |
1.9% |
0.661 |
0.7% |
62% |
False |
False |
26,972 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.726 |
0.7% |
52% |
False |
False |
21,085 |
60 |
100.700 |
95.205 |
5.495 |
5.5% |
0.716 |
0.7% |
69% |
False |
False |
14,349 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.677 |
0.7% |
75% |
False |
False |
10,819 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.648 |
0.7% |
75% |
False |
False |
8,666 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.661 |
0.7% |
78% |
False |
False |
7,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.510 |
2.618 |
101.237 |
1.618 |
100.457 |
1.000 |
99.975 |
0.618 |
99.677 |
HIGH |
99.195 |
0.618 |
98.897 |
0.500 |
98.805 |
0.382 |
98.713 |
LOW |
98.415 |
0.618 |
97.933 |
1.000 |
97.635 |
1.618 |
97.153 |
2.618 |
96.373 |
4.250 |
95.100 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
98.948 |
98.982 |
PP |
98.877 |
98.943 |
S1 |
98.805 |
98.905 |
|