ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.050 |
96.685 |
-0.365 |
-0.4% |
99.700 |
High |
97.500 |
96.850 |
-0.650 |
-0.7% |
99.750 |
Low |
96.565 |
95.675 |
-0.890 |
-0.9% |
96.040 |
Close |
96.581 |
96.094 |
-0.487 |
-0.5% |
97.054 |
Range |
0.935 |
1.175 |
0.240 |
25.7% |
3.710 |
ATR |
0.856 |
0.879 |
0.023 |
2.7% |
0.000 |
Volume |
31,570 |
41,043 |
9,473 |
30.0% |
198,775 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.731 |
99.088 |
96.740 |
|
R3 |
98.556 |
97.913 |
96.417 |
|
R2 |
97.381 |
97.381 |
96.309 |
|
R1 |
96.738 |
96.738 |
96.202 |
96.472 |
PP |
96.206 |
96.206 |
96.206 |
96.074 |
S1 |
95.563 |
95.563 |
95.986 |
95.297 |
S2 |
95.031 |
95.031 |
95.879 |
|
S3 |
93.856 |
94.388 |
95.771 |
|
S4 |
92.681 |
93.213 |
95.448 |
|
|
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 |
98.955 |
95.675 |
3.280 |
3.4% |
1.331 |
1.4% |
13% |
False |
True |
44,784 |
10 |
99.880 |
95.675 |
4.205 |
4.4% |
1.024 |
1.1% |
10% |
False |
True |
38,979 |
20 |
99.950 |
95.675 |
4.275 |
4.4% |
0.811 |
0.8% |
10% |
False |
True |
35,890 |
40 |
99.950 |
95.675 |
4.275 |
4.4% |
0.760 |
0.8% |
10% |
False |
True |
31,414 |
60 |
100.700 |
95.675 |
5.025 |
5.2% |
0.745 |
0.8% |
8% |
False |
True |
23,799 |
80 |
100.700 |
94.685 |
6.015 |
6.3% |
0.723 |
0.8% |
23% |
False |
False |
18,005 |
100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.709 |
0.7% |
31% |
False |
False |
14,446 |
120 |
100.700 |
93.125 |
7.575 |
7.9% |
0.703 |
0.7% |
39% |
False |
False |
12,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.844 |
2.618 |
99.926 |
1.618 |
98.751 |
1.000 |
98.025 |
0.618 |
97.576 |
HIGH |
96.850 |
0.618 |
96.401 |
0.500 |
96.263 |
0.382 |
96.124 |
LOW |
95.675 |
0.618 |
94.949 |
1.000 |
94.500 |
1.618 |
93.774 |
2.618 |
92.599 |
4.250 |
90.681 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.263 |
96.588 |
PP |
96.206 |
96.423 |
S1 |
96.150 |
96.259 |
|