ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.130 |
99.005 |
-0.125 |
-0.1% |
99.255 |
High |
99.230 |
99.150 |
-0.080 |
-0.1% |
99.950 |
Low |
98.745 |
98.450 |
-0.295 |
-0.3% |
98.680 |
Close |
98.954 |
98.539 |
-0.415 |
-0.4% |
99.651 |
Range |
0.485 |
0.700 |
0.215 |
44.3% |
1.270 |
ATR |
0.661 |
0.664 |
0.003 |
0.4% |
0.000 |
Volume |
30,069 |
34,544 |
4,475 |
14.9% |
152,829 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.813 |
100.376 |
98.924 |
|
R3 |
100.113 |
99.676 |
98.732 |
|
R2 |
99.413 |
99.413 |
98.667 |
|
R1 |
98.976 |
98.976 |
98.603 |
98.845 |
PP |
98.713 |
98.713 |
98.713 |
98.647 |
S1 |
98.276 |
98.276 |
98.475 |
98.145 |
S2 |
98.013 |
98.013 |
98.411 |
|
S3 |
97.313 |
97.576 |
98.347 |
|
S4 |
96.613 |
96.876 |
98.154 |
|
|
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 |
99.675 |
98.450 |
1.225 |
1.2% |
0.498 |
0.5% |
7% |
False |
True |
25,433 |
10 |
99.950 |
98.415 |
1.535 |
1.6% |
0.597 |
0.6% |
8% |
False |
False |
33,810 |
20 |
99.950 |
98.110 |
1.840 |
1.9% |
0.679 |
0.7% |
23% |
False |
False |
31,989 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.740 |
0.8% |
38% |
False |
False |
26,944 |
60 |
100.700 |
97.075 |
3.625 |
3.7% |
0.688 |
0.7% |
40% |
False |
False |
18,503 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.669 |
0.7% |
68% |
False |
False |
13,972 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.660 |
0.7% |
68% |
False |
False |
11,200 |
120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.661 |
0.7% |
71% |
False |
False |
9,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.125 |
2.618 |
100.983 |
1.618 |
100.283 |
1.000 |
99.850 |
0.618 |
99.583 |
HIGH |
99.150 |
0.618 |
98.883 |
0.500 |
98.800 |
0.382 |
98.717 |
LOW |
98.450 |
0.618 |
98.017 |
1.000 |
97.750 |
1.618 |
97.317 |
2.618 |
96.617 |
4.250 |
95.475 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
98.800 |
98.978 |
PP |
98.713 |
98.831 |
S1 |
98.626 |
98.685 |
|