ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.075 |
99.270 |
0.195 |
0.2% |
98.335 |
High |
99.260 |
99.950 |
0.690 |
0.7% |
99.395 |
Low |
98.680 |
98.985 |
0.305 |
0.3% |
98.140 |
Close |
99.174 |
99.128 |
-0.046 |
0.0% |
99.020 |
Range |
0.580 |
0.965 |
0.385 |
66.4% |
1.255 |
ATR |
0.712 |
0.730 |
0.018 |
2.5% |
0.000 |
Volume |
33,763 |
68,446 |
34,683 |
102.7% |
171,163 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.249 |
101.654 |
99.659 |
|
R3 |
101.284 |
100.689 |
99.393 |
|
R2 |
100.319 |
100.319 |
99.305 |
|
R1 |
99.724 |
99.724 |
99.216 |
99.539 |
PP |
99.354 |
99.354 |
99.354 |
99.262 |
S1 |
98.759 |
98.759 |
99.040 |
98.574 |
S2 |
98.389 |
98.389 |
98.951 |
|
S3 |
97.424 |
97.794 |
98.863 |
|
S4 |
96.459 |
96.829 |
98.597 |
|
|
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 |
99.950 |
98.415 |
1.535 |
1.5% |
0.696 |
0.7% |
46% |
True |
False |
42,188 |
10 |
99.950 |
98.140 |
1.810 |
1.8% |
0.757 |
0.8% |
55% |
True |
False |
37,691 |
20 |
99.950 |
97.835 |
2.115 |
2.1% |
0.668 |
0.7% |
61% |
True |
False |
29,212 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.731 |
0.7% |
55% |
False |
False |
24,070 |
60 |
100.700 |
96.755 |
3.945 |
4.0% |
0.700 |
0.7% |
60% |
False |
False |
16,430 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.680 |
0.7% |
76% |
False |
False |
12,393 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.648 |
0.7% |
76% |
False |
False |
9,929 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.663 |
0.7% |
79% |
False |
False |
8,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.051 |
2.618 |
102.476 |
1.618 |
101.511 |
1.000 |
100.915 |
0.618 |
100.546 |
HIGH |
99.950 |
0.618 |
99.581 |
0.500 |
99.468 |
0.382 |
99.354 |
LOW |
98.985 |
0.618 |
98.389 |
1.000 |
98.020 |
1.618 |
97.424 |
2.618 |
96.459 |
4.250 |
94.884 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.468 |
99.315 |
PP |
99.354 |
99.253 |
S1 |
99.241 |
99.190 |
|