ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
99.005 |
98.680 |
-0.325 |
-0.3% |
99.640 |
High |
99.150 |
99.880 |
0.730 |
0.7% |
99.880 |
Low |
98.450 |
98.600 |
0.150 |
0.2% |
98.450 |
Close |
98.539 |
99.652 |
1.113 |
1.1% |
99.652 |
Range |
0.700 |
1.280 |
0.580 |
82.9% |
1.430 |
ATR |
0.664 |
0.712 |
0.048 |
7.3% |
0.000 |
Volume |
34,544 |
53,797 |
19,253 |
55.7% |
154,519 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.217 |
102.715 |
100.356 |
|
R3 |
101.937 |
101.435 |
100.004 |
|
R2 |
100.657 |
100.657 |
99.887 |
|
R1 |
100.155 |
100.155 |
99.769 |
100.406 |
PP |
99.377 |
99.377 |
99.377 |
99.503 |
S1 |
98.875 |
98.875 |
99.535 |
99.126 |
S2 |
98.097 |
98.097 |
99.417 |
|
S3 |
96.817 |
97.595 |
99.300 |
|
S4 |
95.537 |
96.315 |
98.948 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.617 |
103.065 |
100.439 |
|
R3 |
102.187 |
101.635 |
100.045 |
|
R2 |
100.757 |
100.757 |
99.914 |
|
R1 |
100.205 |
100.205 |
99.783 |
100.481 |
PP |
99.327 |
99.327 |
99.327 |
99.466 |
S1 |
98.775 |
98.775 |
99.521 |
99.051 |
S2 |
97.897 |
97.897 |
99.390 |
|
S3 |
96.467 |
97.345 |
99.259 |
|
S4 |
95.037 |
95.915 |
98.866 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.880 |
98.450 |
1.430 |
1.4% |
0.657 |
0.7% |
84% |
True |
False |
30,903 |
10 |
99.950 |
98.415 |
1.535 |
1.5% |
0.657 |
0.7% |
81% |
False |
False |
35,341 |
20 |
99.950 |
98.110 |
1.840 |
1.8% |
0.728 |
0.7% |
84% |
False |
False |
34,187 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.760 |
0.8% |
70% |
False |
False |
28,197 |
60 |
100.700 |
97.225 |
3.475 |
3.5% |
0.698 |
0.7% |
70% |
False |
False |
19,391 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.675 |
0.7% |
84% |
False |
False |
14,642 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.671 |
0.7% |
84% |
False |
False |
11,735 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.668 |
0.7% |
86% |
False |
False |
9,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.320 |
2.618 |
103.231 |
1.618 |
101.951 |
1.000 |
101.160 |
0.618 |
100.671 |
HIGH |
99.880 |
0.618 |
99.391 |
0.500 |
99.240 |
0.382 |
99.089 |
LOW |
98.600 |
0.618 |
97.809 |
1.000 |
97.320 |
1.618 |
96.529 |
2.618 |
95.249 |
4.250 |
93.160 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
99.515 |
99.490 |
PP |
99.377 |
99.327 |
S1 |
99.240 |
99.165 |
|