ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.540 |
97.340 |
-0.200 |
-0.2% |
96.745 |
High |
97.735 |
98.175 |
0.440 |
0.5% |
98.175 |
Low |
97.225 |
98.175 |
0.950 |
1.0% |
96.725 |
Close |
97.282 |
98.175 |
0.893 |
0.9% |
98.175 |
Range |
0.510 |
0.000 |
-0.510 |
-100.0% |
1.450 |
ATR |
0.762 |
0.771 |
0.009 |
1.2% |
0.000 |
Volume |
15,808 |
26,709 |
10,901 |
69.0% |
100,209 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.175 |
98.175 |
98.175 |
|
R3 |
98.175 |
98.175 |
98.175 |
|
R2 |
98.175 |
98.175 |
98.175 |
|
R1 |
98.175 |
98.175 |
98.175 |
98.175 |
PP |
98.175 |
98.175 |
98.175 |
98.175 |
S1 |
98.175 |
98.175 |
98.175 |
98.175 |
S2 |
98.175 |
98.175 |
98.175 |
|
S3 |
98.175 |
98.175 |
98.175 |
|
S4 |
98.175 |
98.175 |
98.175 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.042 |
101.558 |
98.973 |
|
R3 |
100.592 |
100.108 |
98.574 |
|
R2 |
99.142 |
99.142 |
98.441 |
|
R1 |
98.658 |
98.658 |
98.308 |
98.900 |
PP |
97.692 |
97.692 |
97.692 |
97.813 |
S1 |
97.208 |
97.208 |
98.042 |
97.450 |
S2 |
96.242 |
96.242 |
97.909 |
|
S3 |
94.792 |
95.758 |
97.776 |
|
S4 |
93.342 |
94.308 |
97.378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.175 |
96.725 |
1.450 |
1.5% |
0.503 |
0.5% |
100% |
True |
False |
20,041 |
10 |
98.175 |
95.545 |
2.630 |
2.7% |
0.537 |
0.5% |
100% |
True |
False |
19,076 |
20 |
99.880 |
95.280 |
4.600 |
4.7% |
0.802 |
0.8% |
63% |
False |
False |
30,031 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.740 |
0.8% |
62% |
False |
False |
31,010 |
60 |
100.700 |
95.280 |
5.420 |
5.5% |
0.760 |
0.8% |
53% |
False |
False |
27,973 |
80 |
100.700 |
95.280 |
5.420 |
5.5% |
0.716 |
0.7% |
53% |
False |
False |
21,385 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.695 |
0.7% |
62% |
False |
False |
17,184 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.684 |
0.7% |
62% |
False |
False |
14,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.175 |
2.618 |
98.175 |
1.618 |
98.175 |
1.000 |
98.175 |
0.618 |
98.175 |
HIGH |
98.175 |
0.618 |
98.175 |
0.500 |
98.175 |
0.382 |
98.175 |
LOW |
98.175 |
0.618 |
98.175 |
1.000 |
98.175 |
1.618 |
98.175 |
2.618 |
98.175 |
4.250 |
98.175 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
98.175 |
98.017 |
PP |
98.175 |
97.858 |
S1 |
98.175 |
97.700 |
|