ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.640 |
99.385 |
-0.255 |
-0.3% |
99.255 |
High |
99.660 |
99.505 |
-0.155 |
-0.2% |
99.950 |
Low |
99.280 |
99.065 |
-0.215 |
-0.2% |
98.680 |
Close |
99.406 |
99.133 |
-0.273 |
-0.3% |
99.651 |
Range |
0.380 |
0.440 |
0.060 |
15.8% |
1.270 |
ATR |
0.693 |
0.675 |
-0.018 |
-2.6% |
0.000 |
Volume |
16,694 |
19,415 |
2,721 |
16.3% |
152,829 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.554 |
100.284 |
99.375 |
|
R3 |
100.114 |
99.844 |
99.254 |
|
R2 |
99.674 |
99.674 |
99.214 |
|
R1 |
99.404 |
99.404 |
99.173 |
99.319 |
PP |
99.234 |
99.234 |
99.234 |
99.192 |
S1 |
98.964 |
98.964 |
99.093 |
98.879 |
S2 |
98.794 |
98.794 |
99.052 |
|
S3 |
98.354 |
98.524 |
99.012 |
|
S4 |
97.914 |
98.084 |
98.891 |
|
|
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% |
0.570 |
0.6% |
36% |
False |
False |
32,952 |
10 |
99.950 |
98.415 |
1.535 |
1.5% |
0.598 |
0.6% |
47% |
False |
False |
32,801 |
20 |
99.950 |
97.835 |
2.115 |
2.1% |
0.662 |
0.7% |
61% |
False |
False |
30,155 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.730 |
0.7% |
55% |
False |
False |
25,458 |
60 |
100.700 |
96.875 |
3.825 |
3.9% |
0.686 |
0.7% |
59% |
False |
False |
17,451 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.677 |
0.7% |
76% |
False |
False |
13,171 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.652 |
0.7% |
76% |
False |
False |
10,554 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.664 |
0.7% |
79% |
False |
False |
8,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.375 |
2.618 |
100.657 |
1.618 |
100.217 |
1.000 |
99.945 |
0.618 |
99.777 |
HIGH |
99.505 |
0.618 |
99.337 |
0.500 |
99.285 |
0.382 |
99.233 |
LOW |
99.065 |
0.618 |
98.793 |
1.000 |
98.625 |
1.618 |
98.353 |
2.618 |
97.913 |
4.250 |
97.195 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.285 |
99.370 |
PP |
99.234 |
99.291 |
S1 |
99.184 |
99.212 |
|