ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
98.680 |
99.700 |
1.020 |
1.0% |
99.640 |
High |
99.880 |
99.750 |
-0.130 |
-0.1% |
99.880 |
Low |
98.600 |
98.950 |
0.350 |
0.4% |
98.450 |
Close |
99.652 |
99.028 |
-0.624 |
-0.6% |
99.652 |
Range |
1.280 |
0.800 |
-0.480 |
-37.5% |
1.430 |
ATR |
0.712 |
0.719 |
0.006 |
0.9% |
0.000 |
Volume |
53,797 |
27,833 |
-25,964 |
-48.3% |
154,519 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.643 |
101.135 |
99.468 |
|
R3 |
100.843 |
100.335 |
99.248 |
|
R2 |
100.043 |
100.043 |
99.175 |
|
R1 |
99.535 |
99.535 |
99.101 |
99.389 |
PP |
99.243 |
99.243 |
99.243 |
99.170 |
S1 |
98.735 |
98.735 |
98.955 |
98.589 |
S2 |
98.443 |
98.443 |
98.881 |
|
S3 |
97.643 |
97.935 |
98.808 |
|
S4 |
96.843 |
97.135 |
98.588 |
|
|
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% |
0.741 |
0.7% |
40% |
False |
False |
33,131 |
10 |
99.950 |
98.450 |
1.500 |
1.5% |
0.659 |
0.7% |
39% |
False |
False |
33,518 |
20 |
99.950 |
98.110 |
1.840 |
1.9% |
0.738 |
0.7% |
50% |
False |
False |
34,640 |
40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.762 |
0.8% |
52% |
False |
False |
28,741 |
60 |
100.700 |
97.225 |
3.475 |
3.5% |
0.698 |
0.7% |
52% |
False |
False |
19,839 |
80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.681 |
0.7% |
75% |
False |
False |
14,985 |
100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.676 |
0.7% |
75% |
False |
False |
12,014 |
120 |
100.700 |
93.125 |
7.575 |
7.6% |
0.664 |
0.7% |
78% |
False |
False |
10,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.150 |
2.618 |
101.844 |
1.618 |
101.044 |
1.000 |
100.550 |
0.618 |
100.244 |
HIGH |
99.750 |
0.618 |
99.444 |
0.500 |
99.350 |
0.382 |
99.256 |
LOW |
98.950 |
0.618 |
98.456 |
1.000 |
98.150 |
1.618 |
97.656 |
2.618 |
96.856 |
4.250 |
95.550 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
99.350 |
99.165 |
PP |
99.243 |
99.119 |
S1 |
99.135 |
99.074 |
|