ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.120 |
99.255 |
0.135 |
0.1% |
98.335 |
High |
99.195 |
99.395 |
0.200 |
0.2% |
99.395 |
Low |
98.415 |
98.920 |
0.505 |
0.5% |
98.140 |
Close |
99.020 |
99.036 |
0.016 |
0.0% |
99.020 |
Range |
0.780 |
0.475 |
-0.305 |
-39.1% |
1.255 |
ATR |
0.741 |
0.722 |
-0.019 |
-2.6% |
0.000 |
Volume |
46,070 |
24,177 |
-21,893 |
-47.5% |
171,163 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.542 |
100.264 |
99.297 |
|
R3 |
100.067 |
99.789 |
99.167 |
|
R2 |
99.592 |
99.592 |
99.123 |
|
R1 |
99.314 |
99.314 |
99.080 |
99.216 |
PP |
99.117 |
99.117 |
99.117 |
99.068 |
S1 |
98.839 |
98.839 |
98.992 |
98.741 |
S2 |
98.642 |
98.642 |
98.949 |
|
S3 |
98.167 |
98.364 |
98.905 |
|
S4 |
97.692 |
97.889 |
98.775 |
|
|
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 |
98.415 |
0.980 |
1.0% |
0.626 |
0.6% |
63% |
True |
False |
32,649 |
10 |
99.750 |
98.140 |
1.610 |
1.6% |
0.746 |
0.8% |
56% |
False |
False |
34,279 |
20 |
99.750 |
97.835 |
1.915 |
1.9% |
0.650 |
0.7% |
63% |
False |
False |
26,632 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.720 |
0.7% |
52% |
False |
False |
21,624 |
60 |
100.700 |
96.430 |
4.270 |
4.3% |
0.699 |
0.7% |
61% |
False |
False |
14,742 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.674 |
0.7% |
75% |
False |
False |
11,120 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.644 |
0.6% |
75% |
False |
False |
8,907 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.661 |
0.7% |
78% |
False |
False |
7,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.414 |
2.618 |
100.639 |
1.618 |
100.164 |
1.000 |
99.870 |
0.618 |
99.689 |
HIGH |
99.395 |
0.618 |
99.214 |
0.500 |
99.158 |
0.382 |
99.101 |
LOW |
98.920 |
0.618 |
98.626 |
1.000 |
98.445 |
1.618 |
98.151 |
2.618 |
97.676 |
4.250 |
96.901 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.158 |
98.992 |
PP |
99.117 |
98.949 |
S1 |
99.077 |
98.905 |
|