ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.340 |
98.180 |
0.840 |
0.9% |
96.745 |
High |
98.175 |
98.390 |
0.215 |
0.2% |
98.175 |
Low |
98.175 |
97.825 |
-0.350 |
-0.4% |
96.725 |
Close |
98.175 |
98.219 |
0.044 |
0.0% |
98.175 |
Range |
0.000 |
0.565 |
0.565 |
|
1.450 |
ATR |
0.771 |
0.756 |
-0.015 |
-1.9% |
0.000 |
Volume |
26,709 |
19,925 |
-6,784 |
-25.4% |
100,209 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.840 |
99.594 |
98.530 |
|
R3 |
99.275 |
99.029 |
98.374 |
|
R2 |
98.710 |
98.710 |
98.323 |
|
R1 |
98.464 |
98.464 |
98.271 |
98.587 |
PP |
98.145 |
98.145 |
98.145 |
98.206 |
S1 |
97.899 |
97.899 |
98.167 |
98.022 |
S2 |
97.580 |
97.580 |
98.115 |
|
S3 |
97.015 |
97.334 |
98.064 |
|
S4 |
96.450 |
96.769 |
97.908 |
|
|
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 |
98.390 |
97.150 |
1.240 |
1.3% |
0.438 |
0.4% |
86% |
True |
False |
20,906 |
10 |
98.390 |
96.400 |
1.990 |
2.0% |
0.523 |
0.5% |
91% |
True |
False |
18,310 |
20 |
99.750 |
95.280 |
4.470 |
4.6% |
0.766 |
0.8% |
66% |
False |
False |
28,338 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.747 |
0.8% |
63% |
False |
False |
31,263 |
60 |
100.700 |
95.280 |
5.420 |
5.5% |
0.762 |
0.8% |
54% |
False |
False |
28,244 |
80 |
100.700 |
95.280 |
5.420 |
5.5% |
0.715 |
0.7% |
54% |
False |
False |
21,628 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.693 |
0.7% |
63% |
False |
False |
17,381 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.687 |
0.7% |
63% |
False |
False |
14,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.791 |
2.618 |
99.869 |
1.618 |
99.304 |
1.000 |
98.955 |
0.618 |
98.739 |
HIGH |
98.390 |
0.618 |
98.174 |
0.500 |
98.108 |
0.382 |
98.041 |
LOW |
97.825 |
0.618 |
97.476 |
1.000 |
97.260 |
1.618 |
96.911 |
2.618 |
96.346 |
4.250 |
95.424 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
98.182 |
98.082 |
PP |
98.145 |
97.945 |
S1 |
98.108 |
97.808 |
|