ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
98.180 |
98.205 |
0.025 |
0.0% |
96.745 |
High |
98.390 |
98.585 |
0.195 |
0.2% |
98.175 |
Low |
97.825 |
98.110 |
0.285 |
0.3% |
96.725 |
Close |
98.219 |
98.365 |
0.146 |
0.1% |
98.175 |
Range |
0.565 |
0.475 |
-0.090 |
-15.9% |
1.450 |
ATR |
0.756 |
0.736 |
-0.020 |
-2.7% |
0.000 |
Volume |
19,925 |
19,335 |
-590 |
-3.0% |
100,209 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.778 |
99.547 |
98.626 |
|
R3 |
99.303 |
99.072 |
98.496 |
|
R2 |
98.828 |
98.828 |
98.452 |
|
R1 |
98.597 |
98.597 |
98.409 |
98.713 |
PP |
98.353 |
98.353 |
98.353 |
98.411 |
S1 |
98.122 |
98.122 |
98.321 |
98.238 |
S2 |
97.878 |
97.878 |
98.278 |
|
S3 |
97.403 |
97.647 |
98.234 |
|
S4 |
96.928 |
97.172 |
98.104 |
|
|
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 |
98.585 |
97.225 |
1.360 |
1.4% |
0.447 |
0.5% |
84% |
True |
False |
21,950 |
10 |
98.585 |
96.575 |
2.010 |
2.0% |
0.511 |
0.5% |
89% |
True |
False |
18,512 |
20 |
99.105 |
95.280 |
3.825 |
3.9% |
0.750 |
0.8% |
81% |
False |
False |
27,913 |
40 |
99.950 |
95.280 |
4.670 |
4.7% |
0.744 |
0.8% |
66% |
False |
False |
31,276 |
60 |
100.700 |
95.280 |
5.420 |
5.5% |
0.758 |
0.8% |
57% |
False |
False |
28,465 |
80 |
100.700 |
95.280 |
5.420 |
5.5% |
0.711 |
0.7% |
57% |
False |
False |
21,858 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.694 |
0.7% |
65% |
False |
False |
17,570 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.688 |
0.7% |
65% |
False |
False |
14,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.604 |
2.618 |
99.829 |
1.618 |
99.354 |
1.000 |
99.060 |
0.618 |
98.879 |
HIGH |
98.585 |
0.618 |
98.404 |
0.500 |
98.348 |
0.382 |
98.291 |
LOW |
98.110 |
0.618 |
97.816 |
1.000 |
97.635 |
1.618 |
97.341 |
2.618 |
96.866 |
4.250 |
96.091 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
98.359 |
98.312 |
PP |
98.353 |
98.258 |
S1 |
98.348 |
98.205 |
|