ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
96.985 |
96.835 |
-0.150 |
-0.2% |
97.050 |
High |
97.115 |
97.100 |
-0.015 |
0.0% |
97.500 |
Low |
96.645 |
96.705 |
0.060 |
0.1% |
95.280 |
Close |
96.800 |
96.960 |
0.160 |
0.2% |
95.982 |
Range |
0.470 |
0.395 |
-0.075 |
-16.0% |
2.220 |
ATR |
0.842 |
0.810 |
-0.032 |
-3.8% |
0.000 |
Volume |
14,185 |
13,496 |
-689 |
-4.9% |
184,884 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.107 |
97.928 |
97.177 |
|
R3 |
97.712 |
97.533 |
97.069 |
|
R2 |
97.317 |
97.317 |
97.032 |
|
R1 |
97.138 |
97.138 |
96.996 |
97.228 |
PP |
96.922 |
96.922 |
96.922 |
96.966 |
S1 |
96.743 |
96.743 |
96.924 |
96.833 |
S2 |
96.527 |
96.527 |
96.888 |
|
S3 |
96.132 |
96.348 |
96.851 |
|
S4 |
95.737 |
95.953 |
96.743 |
|
|
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 |
97.115 |
95.280 |
1.835 |
1.9% |
0.558 |
0.6% |
92% |
False |
False |
24,334 |
10 |
97.500 |
95.280 |
2.220 |
2.3% |
0.837 |
0.9% |
76% |
False |
False |
32,065 |
20 |
99.950 |
95.280 |
4.670 |
4.8% |
0.814 |
0.8% |
36% |
False |
False |
33,903 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.731 |
0.8% |
36% |
False |
False |
30,369 |
60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.750 |
0.8% |
31% |
False |
False |
26,239 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.722 |
0.7% |
31% |
False |
False |
19,946 |
100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.703 |
0.7% |
44% |
False |
False |
16,013 |
120 |
100.700 |
94.050 |
6.650 |
6.9% |
0.672 |
0.7% |
44% |
False |
False |
13,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.779 |
2.618 |
98.134 |
1.618 |
97.739 |
1.000 |
97.495 |
0.618 |
97.344 |
HIGH |
97.100 |
0.618 |
96.949 |
0.500 |
96.903 |
0.382 |
96.856 |
LOW |
96.705 |
0.618 |
96.461 |
1.000 |
96.310 |
1.618 |
96.066 |
2.618 |
95.671 |
4.250 |
95.026 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.941 |
96.893 |
PP |
96.922 |
96.825 |
S1 |
96.903 |
96.758 |
|