ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.270 |
99.280 |
0.010 |
0.0% |
99.255 |
High |
99.950 |
99.675 |
-0.275 |
-0.3% |
99.950 |
Low |
98.985 |
99.190 |
0.205 |
0.2% |
98.680 |
Close |
99.128 |
99.651 |
0.523 |
0.5% |
99.651 |
Range |
0.965 |
0.485 |
-0.480 |
-49.7% |
1.270 |
ATR |
0.730 |
0.717 |
-0.013 |
-1.8% |
0.000 |
Volume |
68,446 |
26,443 |
-42,003 |
-61.4% |
152,829 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.960 |
100.791 |
99.918 |
|
R3 |
100.475 |
100.306 |
99.784 |
|
R2 |
99.990 |
99.990 |
99.740 |
|
R1 |
99.821 |
99.821 |
99.695 |
99.906 |
PP |
99.505 |
99.505 |
99.505 |
99.548 |
S1 |
99.336 |
99.336 |
99.607 |
99.421 |
S2 |
99.020 |
99.020 |
99.562 |
|
S3 |
98.535 |
98.851 |
99.518 |
|
S4 |
98.050 |
98.366 |
99.384 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.237 |
102.714 |
100.350 |
|
R3 |
101.967 |
101.444 |
100.000 |
|
R2 |
100.697 |
100.697 |
99.884 |
|
R1 |
100.174 |
100.174 |
99.767 |
100.436 |
PP |
99.427 |
99.427 |
99.427 |
99.558 |
S1 |
98.904 |
98.904 |
99.535 |
99.166 |
S2 |
98.157 |
98.157 |
99.418 |
|
S3 |
96.887 |
97.634 |
99.302 |
|
S4 |
95.617 |
96.364 |
98.953 |
|
|
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% |
0.657 |
0.7% |
81% |
False |
False |
39,779 |
10 |
99.950 |
98.140 |
1.810 |
1.8% |
0.691 |
0.7% |
83% |
False |
False |
36,420 |
20 |
99.950 |
97.835 |
2.115 |
2.1% |
0.667 |
0.7% |
86% |
False |
False |
29,646 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.735 |
0.7% |
70% |
False |
False |
24,664 |
60 |
100.700 |
96.755 |
3.945 |
4.0% |
0.701 |
0.7% |
73% |
False |
False |
16,867 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.680 |
0.7% |
84% |
False |
False |
12,722 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.650 |
0.7% |
84% |
False |
False |
10,193 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.662 |
0.7% |
86% |
False |
False |
8,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.736 |
2.618 |
100.945 |
1.618 |
100.460 |
1.000 |
100.160 |
0.618 |
99.975 |
HIGH |
99.675 |
0.618 |
99.490 |
0.500 |
99.433 |
0.382 |
99.375 |
LOW |
99.190 |
0.618 |
98.890 |
1.000 |
98.705 |
1.618 |
98.405 |
2.618 |
97.920 |
4.250 |
97.129 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.578 |
99.539 |
PP |
99.505 |
99.427 |
S1 |
99.433 |
99.315 |
|