ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
96.030 |
95.685 |
-0.345 |
-0.4% |
99.700 |
High |
96.770 |
95.900 |
-0.870 |
-0.9% |
99.750 |
Low |
95.780 |
95.280 |
-0.500 |
-0.5% |
96.040 |
Close |
95.936 |
95.619 |
-0.317 |
-0.3% |
97.054 |
Range |
0.990 |
0.620 |
-0.370 |
-37.4% |
3.710 |
ATR |
0.887 |
0.871 |
-0.017 |
-1.9% |
0.000 |
Volume |
35,599 |
49,090 |
13,491 |
37.9% |
198,775 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.460 |
97.159 |
95.960 |
|
R3 |
96.840 |
96.539 |
95.790 |
|
R2 |
96.220 |
96.220 |
95.733 |
|
R1 |
95.919 |
95.919 |
95.676 |
95.760 |
PP |
95.600 |
95.600 |
95.600 |
95.520 |
S1 |
95.299 |
95.299 |
95.562 |
95.140 |
S2 |
94.980 |
94.980 |
95.505 |
|
S3 |
94.360 |
94.679 |
95.449 |
|
S4 |
93.740 |
94.059 |
95.278 |
|
|
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 |
95.280 |
2.220 |
2.3% |
0.997 |
1.0% |
15% |
False |
True |
39,928 |
10 |
99.880 |
95.280 |
4.600 |
4.8% |
1.066 |
1.1% |
7% |
False |
True |
40,987 |
20 |
99.950 |
95.280 |
4.670 |
4.9% |
0.832 |
0.9% |
7% |
False |
True |
37,399 |
40 |
99.950 |
95.280 |
4.670 |
4.9% |
0.764 |
0.8% |
7% |
False |
True |
31,879 |
60 |
100.700 |
95.280 |
5.420 |
5.7% |
0.751 |
0.8% |
6% |
False |
True |
25,160 |
80 |
100.700 |
94.850 |
5.850 |
6.1% |
0.734 |
0.8% |
13% |
False |
False |
19,058 |
100 |
100.700 |
94.050 |
6.650 |
7.0% |
0.704 |
0.7% |
24% |
False |
False |
15,291 |
120 |
100.700 |
94.010 |
6.690 |
7.0% |
0.690 |
0.7% |
24% |
False |
False |
12,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.535 |
2.618 |
97.523 |
1.618 |
96.903 |
1.000 |
96.520 |
0.618 |
96.283 |
HIGH |
95.900 |
0.618 |
95.663 |
0.500 |
95.590 |
0.382 |
95.517 |
LOW |
95.280 |
0.618 |
94.897 |
1.000 |
94.660 |
1.618 |
94.277 |
2.618 |
93.657 |
4.250 |
92.645 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
95.609 |
96.065 |
PP |
95.600 |
95.916 |
S1 |
95.590 |
95.768 |
|