ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
96.745 |
97.350 |
0.605 |
0.6% |
96.635 |
High |
97.615 |
97.580 |
-0.035 |
0.0% |
97.260 |
Low |
96.725 |
97.150 |
0.425 |
0.4% |
96.400 |
Close |
97.388 |
97.485 |
0.097 |
0.1% |
96.604 |
Range |
0.890 |
0.430 |
-0.460 |
-51.7% |
0.860 |
ATR |
0.816 |
0.788 |
-0.028 |
-3.4% |
0.000 |
Volume |
15,601 |
14,117 |
-1,484 |
-9.5% |
62,972 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.695 |
98.520 |
97.722 |
|
R3 |
98.265 |
98.090 |
97.603 |
|
R2 |
97.835 |
97.835 |
97.564 |
|
R1 |
97.660 |
97.660 |
97.524 |
97.748 |
PP |
97.405 |
97.405 |
97.405 |
97.449 |
S1 |
97.230 |
97.230 |
97.446 |
97.318 |
S2 |
96.975 |
96.975 |
97.406 |
|
S3 |
96.545 |
96.800 |
97.367 |
|
S4 |
96.115 |
96.370 |
97.249 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.335 |
98.829 |
97.077 |
|
R3 |
98.475 |
97.969 |
96.841 |
|
R2 |
97.615 |
97.615 |
96.762 |
|
R1 |
97.109 |
97.109 |
96.683 |
96.932 |
PP |
96.755 |
96.755 |
96.755 |
96.666 |
S1 |
96.249 |
96.249 |
96.525 |
96.072 |
S2 |
95.895 |
95.895 |
96.446 |
|
S3 |
95.035 |
95.389 |
96.368 |
|
S4 |
94.175 |
94.529 |
96.131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.615 |
96.575 |
1.040 |
1.1% |
0.574 |
0.6% |
88% |
False |
False |
15,074 |
10 |
97.615 |
95.280 |
2.335 |
2.4% |
0.696 |
0.7% |
94% |
False |
False |
24,600 |
20 |
99.880 |
95.280 |
4.600 |
4.7% |
0.823 |
0.8% |
48% |
False |
False |
30,708 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.743 |
0.8% |
47% |
False |
False |
30,175 |
60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.757 |
0.8% |
41% |
False |
False |
26,901 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.720 |
0.7% |
41% |
False |
False |
20,527 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.706 |
0.7% |
52% |
False |
False |
16,485 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.678 |
0.7% |
52% |
False |
False |
13,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.408 |
2.618 |
98.706 |
1.618 |
98.276 |
1.000 |
98.010 |
0.618 |
97.846 |
HIGH |
97.580 |
0.618 |
97.416 |
0.500 |
97.365 |
0.382 |
97.314 |
LOW |
97.150 |
0.618 |
96.884 |
1.000 |
96.720 |
1.618 |
96.454 |
2.618 |
96.024 |
4.250 |
95.323 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
97.445 |
97.355 |
PP |
97.405 |
97.225 |
S1 |
97.365 |
97.095 |
|