ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
95.695 |
96.635 |
0.940 |
1.0% |
97.050 |
High |
96.250 |
97.000 |
0.750 |
0.8% |
97.500 |
Low |
95.545 |
96.400 |
0.855 |
0.9% |
95.280 |
Close |
95.982 |
96.875 |
0.893 |
0.9% |
95.982 |
Range |
0.705 |
0.600 |
-0.105 |
-14.9% |
2.220 |
ATR |
0.859 |
0.870 |
0.011 |
1.3% |
0.000 |
Volume |
27,582 |
17,320 |
-10,262 |
-37.2% |
184,884 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.558 |
98.317 |
97.205 |
|
R3 |
97.958 |
97.717 |
97.040 |
|
R2 |
97.358 |
97.358 |
96.985 |
|
R1 |
97.117 |
97.117 |
96.930 |
97.238 |
PP |
96.758 |
96.758 |
96.758 |
96.819 |
S1 |
96.517 |
96.517 |
96.820 |
96.638 |
S2 |
96.158 |
96.158 |
96.765 |
|
S3 |
95.558 |
95.917 |
96.710 |
|
S4 |
94.958 |
95.317 |
96.545 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.914 |
101.668 |
97.203 |
|
R3 |
100.694 |
99.448 |
96.593 |
|
R2 |
98.474 |
98.474 |
96.389 |
|
R1 |
97.228 |
97.228 |
96.186 |
96.741 |
PP |
96.254 |
96.254 |
96.254 |
96.011 |
S1 |
95.008 |
95.008 |
95.779 |
94.521 |
S2 |
94.034 |
94.034 |
95.575 |
|
S3 |
91.814 |
92.788 |
95.372 |
|
S4 |
89.594 |
90.568 |
94.761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.000 |
95.280 |
1.720 |
1.8% |
0.818 |
0.8% |
93% |
True |
False |
34,126 |
10 |
99.105 |
95.280 |
3.825 |
3.9% |
0.989 |
1.0% |
42% |
False |
False |
37,314 |
20 |
99.950 |
95.280 |
4.670 |
4.8% |
0.824 |
0.9% |
34% |
False |
False |
35,416 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.743 |
0.8% |
34% |
False |
False |
31,194 |
60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.758 |
0.8% |
29% |
False |
False |
25,862 |
80 |
100.700 |
95.205 |
5.495 |
5.7% |
0.743 |
0.8% |
30% |
False |
False |
19,616 |
100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.706 |
0.7% |
42% |
False |
False |
15,738 |
120 |
100.700 |
94.050 |
6.650 |
6.9% |
0.677 |
0.7% |
42% |
False |
False |
13,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.550 |
2.618 |
98.571 |
1.618 |
97.971 |
1.000 |
97.600 |
0.618 |
97.371 |
HIGH |
97.000 |
0.618 |
96.771 |
0.500 |
96.700 |
0.382 |
96.629 |
LOW |
96.400 |
0.618 |
96.029 |
1.000 |
95.800 |
1.618 |
95.429 |
2.618 |
94.829 |
4.250 |
93.850 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.817 |
96.630 |
PP |
96.758 |
96.385 |
S1 |
96.700 |
96.140 |
|