ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
98.205 |
98.330 |
0.125 |
0.1% |
96.745 |
High |
98.585 |
98.595 |
0.010 |
0.0% |
98.175 |
Low |
98.110 |
98.150 |
0.040 |
0.0% |
96.725 |
Close |
98.365 |
98.225 |
-0.140 |
-0.1% |
98.175 |
Range |
0.475 |
0.445 |
-0.030 |
-6.3% |
1.450 |
ATR |
0.736 |
0.715 |
-0.021 |
-2.8% |
0.000 |
Volume |
19,335 |
14,509 |
-4,826 |
-25.0% |
100,209 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.658 |
99.387 |
98.470 |
|
R3 |
99.213 |
98.942 |
98.347 |
|
R2 |
98.768 |
98.768 |
98.307 |
|
R1 |
98.497 |
98.497 |
98.266 |
98.410 |
PP |
98.323 |
98.323 |
98.323 |
98.280 |
S1 |
98.052 |
98.052 |
98.184 |
97.965 |
S2 |
97.878 |
97.878 |
98.143 |
|
S3 |
97.433 |
97.607 |
98.103 |
|
S4 |
96.988 |
97.162 |
97.980 |
|
|
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 |
98.595 |
97.225 |
1.370 |
1.4% |
0.399 |
0.4% |
73% |
True |
False |
19,257 |
10 |
98.595 |
96.575 |
2.020 |
2.1% |
0.508 |
0.5% |
82% |
True |
False |
18,544 |
20 |
98.955 |
95.280 |
3.675 |
3.7% |
0.756 |
0.8% |
80% |
False |
False |
27,657 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.725 |
0.7% |
63% |
False |
False |
30,664 |
60 |
99.950 |
95.280 |
4.670 |
4.8% |
0.716 |
0.7% |
63% |
False |
False |
28,301 |
80 |
100.700 |
95.280 |
5.420 |
5.5% |
0.712 |
0.7% |
54% |
False |
False |
22,032 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.693 |
0.7% |
63% |
False |
False |
17,713 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.686 |
0.7% |
63% |
False |
False |
14,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.486 |
2.618 |
99.760 |
1.618 |
99.315 |
1.000 |
99.040 |
0.618 |
98.870 |
HIGH |
98.595 |
0.618 |
98.425 |
0.500 |
98.373 |
0.382 |
98.320 |
LOW |
98.150 |
0.618 |
97.875 |
1.000 |
97.705 |
1.618 |
97.430 |
2.618 |
96.985 |
4.250 |
96.259 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
98.373 |
98.220 |
PP |
98.323 |
98.215 |
S1 |
98.274 |
98.210 |
|