ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
96.685 |
96.030 |
-0.655 |
-0.7% |
99.700 |
High |
96.850 |
96.770 |
-0.080 |
-0.1% |
99.750 |
Low |
95.675 |
95.780 |
0.105 |
0.1% |
96.040 |
Close |
96.094 |
95.936 |
-0.158 |
-0.2% |
97.054 |
Range |
1.175 |
0.990 |
-0.185 |
-15.7% |
3.710 |
ATR |
0.879 |
0.887 |
0.008 |
0.9% |
0.000 |
Volume |
41,043 |
35,599 |
-5,444 |
-13.3% |
198,775 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.132 |
98.524 |
96.481 |
|
R3 |
98.142 |
97.534 |
96.208 |
|
R2 |
97.152 |
97.152 |
96.118 |
|
R1 |
96.544 |
96.544 |
96.027 |
96.353 |
PP |
96.162 |
96.162 |
96.162 |
96.067 |
S1 |
95.554 |
95.554 |
95.845 |
95.363 |
S2 |
95.172 |
95.172 |
95.755 |
|
S3 |
94.182 |
94.564 |
95.664 |
|
S4 |
93.192 |
93.574 |
95.392 |
|
|
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 |
97.500 |
95.675 |
1.825 |
1.9% |
1.115 |
1.2% |
14% |
False |
False |
39,796 |
10 |
99.880 |
95.675 |
4.205 |
4.4% |
1.074 |
1.1% |
6% |
False |
False |
39,532 |
20 |
99.950 |
95.675 |
4.275 |
4.5% |
0.825 |
0.9% |
6% |
False |
False |
36,308 |
40 |
99.950 |
95.675 |
4.275 |
4.5% |
0.765 |
0.8% |
6% |
False |
False |
31,301 |
60 |
100.700 |
95.675 |
5.025 |
5.2% |
0.750 |
0.8% |
5% |
False |
False |
24,367 |
80 |
100.700 |
94.810 |
5.890 |
6.1% |
0.732 |
0.8% |
19% |
False |
False |
18,448 |
100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.707 |
0.7% |
28% |
False |
False |
14,801 |
120 |
100.700 |
93.125 |
7.575 |
7.9% |
0.703 |
0.7% |
37% |
False |
False |
12,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.978 |
2.618 |
99.362 |
1.618 |
98.372 |
1.000 |
97.760 |
0.618 |
97.382 |
HIGH |
96.770 |
0.618 |
96.392 |
0.500 |
96.275 |
0.382 |
96.158 |
LOW |
95.780 |
0.618 |
95.168 |
1.000 |
94.790 |
1.618 |
94.178 |
2.618 |
93.188 |
4.250 |
91.573 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.275 |
96.588 |
PP |
96.162 |
96.370 |
S1 |
96.049 |
96.153 |
|