ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.385 |
99.130 |
-0.255 |
-0.3% |
99.255 |
High |
99.505 |
99.230 |
-0.275 |
-0.3% |
99.950 |
Low |
99.065 |
98.745 |
-0.320 |
-0.3% |
98.680 |
Close |
99.133 |
98.954 |
-0.179 |
-0.2% |
99.651 |
Range |
0.440 |
0.485 |
0.045 |
10.2% |
1.270 |
ATR |
0.675 |
0.661 |
-0.014 |
-2.0% |
0.000 |
Volume |
19,415 |
30,069 |
10,654 |
54.9% |
152,829 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.431 |
100.178 |
99.221 |
|
R3 |
99.946 |
99.693 |
99.087 |
|
R2 |
99.461 |
99.461 |
99.043 |
|
R1 |
99.208 |
99.208 |
98.998 |
99.092 |
PP |
98.976 |
98.976 |
98.976 |
98.919 |
S1 |
98.723 |
98.723 |
98.910 |
98.607 |
S2 |
98.491 |
98.491 |
98.865 |
|
S3 |
98.006 |
98.238 |
98.821 |
|
S4 |
97.521 |
97.753 |
98.687 |
|
|
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 |
98.745 |
1.205 |
1.2% |
0.551 |
0.6% |
17% |
False |
True |
32,213 |
10 |
99.950 |
98.415 |
1.535 |
1.6% |
0.576 |
0.6% |
35% |
False |
False |
33,083 |
20 |
99.950 |
97.840 |
2.110 |
2.1% |
0.676 |
0.7% |
53% |
False |
False |
31,120 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.728 |
0.7% |
50% |
False |
False |
26,146 |
60 |
100.700 |
96.930 |
3.770 |
3.8% |
0.681 |
0.7% |
54% |
False |
False |
17,930 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.668 |
0.7% |
74% |
False |
False |
13,543 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.654 |
0.7% |
74% |
False |
False |
10,855 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.661 |
0.7% |
77% |
False |
False |
9,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.291 |
2.618 |
100.500 |
1.618 |
100.015 |
1.000 |
99.715 |
0.618 |
99.530 |
HIGH |
99.230 |
0.618 |
99.045 |
0.500 |
98.988 |
0.382 |
98.930 |
LOW |
98.745 |
0.618 |
98.445 |
1.000 |
98.260 |
1.618 |
97.960 |
2.618 |
97.475 |
4.250 |
96.684 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
98.988 |
99.203 |
PP |
98.976 |
99.120 |
S1 |
98.965 |
99.037 |
|