ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.185 |
96.545 |
-0.640 |
-0.7% |
99.700 |
High |
97.480 |
97.305 |
-0.175 |
-0.2% |
99.750 |
Low |
96.270 |
96.040 |
-0.230 |
-0.2% |
96.040 |
Close |
96.487 |
97.054 |
0.567 |
0.6% |
97.054 |
Range |
1.210 |
1.265 |
0.055 |
4.5% |
3.710 |
ATR |
0.819 |
0.850 |
0.032 |
3.9% |
0.000 |
Volume |
48,431 |
42,338 |
-6,093 |
-12.6% |
198,775 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.595 |
100.089 |
97.750 |
|
R3 |
99.330 |
98.824 |
97.402 |
|
R2 |
98.065 |
98.065 |
97.286 |
|
R1 |
97.559 |
97.559 |
97.170 |
97.812 |
PP |
96.800 |
96.800 |
96.800 |
96.926 |
S1 |
96.294 |
96.294 |
96.938 |
96.547 |
S2 |
95.535 |
95.535 |
96.822 |
|
S3 |
94.270 |
95.029 |
96.706 |
|
S4 |
93.005 |
93.764 |
96.358 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.745 |
106.609 |
99.095 |
|
R3 |
105.035 |
102.899 |
98.074 |
|
R2 |
101.325 |
101.325 |
97.734 |
|
R1 |
99.189 |
99.189 |
97.394 |
98.402 |
PP |
97.615 |
97.615 |
97.615 |
97.221 |
S1 |
95.479 |
95.479 |
96.714 |
94.692 |
S2 |
93.905 |
93.905 |
96.374 |
|
S3 |
90.195 |
91.769 |
96.034 |
|
S4 |
86.485 |
88.059 |
95.014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.750 |
96.040 |
3.710 |
3.8% |
1.132 |
1.2% |
27% |
False |
True |
39,755 |
10 |
99.880 |
96.040 |
3.840 |
4.0% |
0.895 |
0.9% |
26% |
False |
True |
35,329 |
20 |
99.950 |
96.040 |
3.910 |
4.0% |
0.793 |
0.8% |
26% |
False |
True |
35,875 |
40 |
99.950 |
96.040 |
3.910 |
4.0% |
0.756 |
0.8% |
26% |
False |
True |
31,528 |
60 |
100.700 |
96.040 |
4.660 |
4.8% |
0.731 |
0.8% |
22% |
False |
True |
22,627 |
80 |
100.700 |
94.050 |
6.650 |
6.9% |
0.718 |
0.7% |
45% |
False |
False |
17,107 |
100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.704 |
0.7% |
45% |
False |
False |
13,722 |
120 |
100.700 |
93.125 |
7.575 |
7.8% |
0.697 |
0.7% |
52% |
False |
False |
11,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.681 |
2.618 |
100.617 |
1.618 |
99.352 |
1.000 |
98.570 |
0.618 |
98.087 |
HIGH |
97.305 |
0.618 |
96.822 |
0.500 |
96.673 |
0.382 |
96.523 |
LOW |
96.040 |
0.618 |
95.258 |
1.000 |
94.775 |
1.618 |
93.993 |
2.618 |
92.728 |
4.250 |
90.664 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.927 |
97.498 |
PP |
96.800 |
97.350 |
S1 |
96.673 |
97.202 |
|