ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.255 |
99.075 |
-0.180 |
-0.2% |
98.335 |
High |
99.395 |
99.260 |
-0.135 |
-0.1% |
99.395 |
Low |
98.920 |
98.680 |
-0.240 |
-0.2% |
98.140 |
Close |
99.036 |
99.174 |
0.138 |
0.1% |
99.020 |
Range |
0.475 |
0.580 |
0.105 |
22.1% |
1.255 |
ATR |
0.722 |
0.712 |
-0.010 |
-1.4% |
0.000 |
Volume |
24,177 |
33,763 |
9,586 |
39.6% |
171,163 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.778 |
100.556 |
99.493 |
|
R3 |
100.198 |
99.976 |
99.334 |
|
R2 |
99.618 |
99.618 |
99.280 |
|
R1 |
99.396 |
99.396 |
99.227 |
99.507 |
PP |
99.038 |
99.038 |
99.038 |
99.094 |
S1 |
98.816 |
98.816 |
99.121 |
98.927 |
S2 |
98.458 |
98.458 |
99.068 |
|
S3 |
97.878 |
98.236 |
99.015 |
|
S4 |
97.298 |
97.656 |
98.855 |
|
|
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% |
0.601 |
0.6% |
77% |
False |
False |
33,954 |
10 |
99.750 |
98.140 |
1.610 |
1.6% |
0.716 |
0.7% |
64% |
False |
False |
33,819 |
20 |
99.750 |
97.835 |
1.915 |
1.9% |
0.648 |
0.7% |
70% |
False |
False |
26,836 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.718 |
0.7% |
56% |
False |
False |
22,407 |
60 |
100.700 |
96.755 |
3.945 |
4.0% |
0.691 |
0.7% |
61% |
False |
False |
15,294 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.675 |
0.7% |
77% |
False |
False |
11,540 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.643 |
0.6% |
77% |
False |
False |
9,245 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.657 |
0.7% |
80% |
False |
False |
7,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.725 |
2.618 |
100.778 |
1.618 |
100.198 |
1.000 |
99.840 |
0.618 |
99.618 |
HIGH |
99.260 |
0.618 |
99.038 |
0.500 |
98.970 |
0.382 |
98.902 |
LOW |
98.680 |
0.618 |
98.322 |
1.000 |
98.100 |
1.618 |
97.742 |
2.618 |
97.162 |
4.250 |
96.215 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.106 |
99.084 |
PP |
99.038 |
98.995 |
S1 |
98.970 |
98.905 |
|