ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.350 |
97.480 |
0.130 |
0.1% |
96.635 |
High |
97.580 |
97.925 |
0.345 |
0.4% |
97.260 |
Low |
97.150 |
97.240 |
0.090 |
0.1% |
96.400 |
Close |
97.485 |
97.464 |
-0.021 |
0.0% |
96.604 |
Range |
0.430 |
0.685 |
0.255 |
59.3% |
0.860 |
ATR |
0.788 |
0.781 |
-0.007 |
-0.9% |
0.000 |
Volume |
14,117 |
27,974 |
13,857 |
98.2% |
62,972 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.598 |
99.216 |
97.841 |
|
R3 |
98.913 |
98.531 |
97.652 |
|
R2 |
98.228 |
98.228 |
97.590 |
|
R1 |
97.846 |
97.846 |
97.527 |
97.695 |
PP |
97.543 |
97.543 |
97.543 |
97.467 |
S1 |
97.161 |
97.161 |
97.401 |
97.010 |
S2 |
96.858 |
96.858 |
97.338 |
|
S3 |
96.173 |
96.476 |
97.276 |
|
S4 |
95.488 |
95.791 |
97.087 |
|
|
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 |
97.925 |
96.575 |
1.350 |
1.4% |
0.617 |
0.6% |
66% |
True |
False |
17,831 |
10 |
97.925 |
95.280 |
2.645 |
2.7% |
0.647 |
0.7% |
83% |
True |
False |
23,293 |
20 |
99.880 |
95.280 |
4.600 |
4.7% |
0.835 |
0.9% |
47% |
False |
False |
31,136 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.749 |
0.8% |
47% |
False |
False |
30,646 |
60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.765 |
0.8% |
40% |
False |
False |
27,351 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.723 |
0.7% |
40% |
False |
False |
20,872 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.708 |
0.7% |
51% |
False |
False |
16,764 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.682 |
0.7% |
51% |
False |
False |
13,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.836 |
2.618 |
99.718 |
1.618 |
99.033 |
1.000 |
98.610 |
0.618 |
98.348 |
HIGH |
97.925 |
0.618 |
97.663 |
0.500 |
97.583 |
0.382 |
97.502 |
LOW |
97.240 |
0.618 |
96.817 |
1.000 |
96.555 |
1.618 |
96.132 |
2.618 |
95.447 |
4.250 |
94.329 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
97.583 |
97.418 |
PP |
97.543 |
97.371 |
S1 |
97.504 |
97.325 |
|