ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.480 |
97.540 |
0.060 |
0.1% |
96.635 |
High |
97.925 |
97.735 |
-0.190 |
-0.2% |
97.260 |
Low |
97.240 |
97.225 |
-0.015 |
0.0% |
96.400 |
Close |
97.464 |
97.282 |
-0.182 |
-0.2% |
96.604 |
Range |
0.685 |
0.510 |
-0.175 |
-25.5% |
0.860 |
ATR |
0.781 |
0.762 |
-0.019 |
-2.5% |
0.000 |
Volume |
27,974 |
15,808 |
-12,166 |
-43.5% |
62,972 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.944 |
98.623 |
97.563 |
|
R3 |
98.434 |
98.113 |
97.422 |
|
R2 |
97.924 |
97.924 |
97.376 |
|
R1 |
97.603 |
97.603 |
97.329 |
97.509 |
PP |
97.414 |
97.414 |
97.414 |
97.367 |
S1 |
97.093 |
97.093 |
97.235 |
96.999 |
S2 |
96.904 |
96.904 |
97.189 |
|
S3 |
96.394 |
96.583 |
97.142 |
|
S4 |
95.884 |
96.073 |
97.002 |
|
|
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% |
0.640 |
0.7% |
52% |
False |
False |
18,294 |
10 |
97.925 |
95.280 |
2.645 |
2.7% |
0.599 |
0.6% |
76% |
False |
False |
21,314 |
20 |
99.880 |
95.280 |
4.600 |
4.7% |
0.837 |
0.9% |
44% |
False |
False |
30,423 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.756 |
0.8% |
43% |
False |
False |
30,772 |
60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.764 |
0.8% |
37% |
False |
False |
27,572 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.720 |
0.7% |
37% |
False |
False |
21,053 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.702 |
0.7% |
49% |
False |
False |
16,919 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.685 |
0.7% |
49% |
False |
False |
14,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.903 |
2.618 |
99.070 |
1.618 |
98.560 |
1.000 |
98.245 |
0.618 |
98.050 |
HIGH |
97.735 |
0.618 |
97.540 |
0.500 |
97.480 |
0.382 |
97.420 |
LOW |
97.225 |
0.618 |
96.910 |
1.000 |
96.715 |
1.618 |
96.400 |
2.618 |
95.890 |
4.250 |
95.058 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
97.480 |
97.538 |
PP |
97.414 |
97.452 |
S1 |
97.348 |
97.367 |
|