ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.280 |
99.640 |
0.360 |
0.4% |
99.255 |
High |
99.675 |
99.660 |
-0.015 |
0.0% |
99.950 |
Low |
99.190 |
99.280 |
0.090 |
0.1% |
98.680 |
Close |
99.651 |
99.406 |
-0.245 |
-0.2% |
99.651 |
Range |
0.485 |
0.380 |
-0.105 |
-21.6% |
1.270 |
ATR |
0.717 |
0.693 |
-0.024 |
-3.4% |
0.000 |
Volume |
26,443 |
16,694 |
-9,749 |
-36.9% |
152,829 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.589 |
100.377 |
99.615 |
|
R3 |
100.209 |
99.997 |
99.511 |
|
R2 |
99.829 |
99.829 |
99.476 |
|
R1 |
99.617 |
99.617 |
99.441 |
99.533 |
PP |
99.449 |
99.449 |
99.449 |
99.407 |
S1 |
99.237 |
99.237 |
99.371 |
99.153 |
S2 |
99.069 |
99.069 |
99.336 |
|
S3 |
98.689 |
98.857 |
99.302 |
|
S4 |
98.309 |
98.477 |
99.197 |
|
|
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 |
98.680 |
1.270 |
1.3% |
0.577 |
0.6% |
57% |
False |
False |
33,904 |
10 |
99.950 |
98.140 |
1.810 |
1.8% |
0.637 |
0.6% |
70% |
False |
False |
34,068 |
20 |
99.950 |
97.835 |
2.115 |
2.1% |
0.663 |
0.7% |
74% |
False |
False |
29,642 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.723 |
0.7% |
63% |
False |
False |
24,998 |
60 |
100.700 |
96.875 |
3.825 |
3.8% |
0.686 |
0.7% |
66% |
False |
False |
17,133 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.677 |
0.7% |
81% |
False |
False |
12,929 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.649 |
0.7% |
81% |
False |
False |
10,360 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.662 |
0.7% |
83% |
False |
False |
8,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.275 |
2.618 |
100.655 |
1.618 |
100.275 |
1.000 |
100.040 |
0.618 |
99.895 |
HIGH |
99.660 |
0.618 |
99.515 |
0.500 |
99.470 |
0.382 |
99.425 |
LOW |
99.280 |
0.618 |
99.045 |
1.000 |
98.900 |
1.618 |
98.665 |
2.618 |
98.285 |
4.250 |
97.665 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.470 |
99.468 |
PP |
99.449 |
99.447 |
S1 |
99.427 |
99.427 |
|