ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
98.330 |
98.235 |
-0.095 |
-0.1% |
96.745 |
High |
98.595 |
98.355 |
-0.240 |
-0.2% |
98.175 |
Low |
98.150 |
97.460 |
-0.690 |
-0.7% |
96.725 |
Close |
98.225 |
97.601 |
-0.624 |
-0.6% |
98.175 |
Range |
0.445 |
0.895 |
0.450 |
101.1% |
1.450 |
ATR |
0.715 |
0.728 |
0.013 |
1.8% |
0.000 |
Volume |
14,509 |
22,216 |
7,707 |
53.1% |
100,209 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.490 |
99.941 |
98.093 |
|
R3 |
99.595 |
99.046 |
97.847 |
|
R2 |
98.700 |
98.700 |
97.765 |
|
R1 |
98.151 |
98.151 |
97.683 |
97.978 |
PP |
97.805 |
97.805 |
97.805 |
97.719 |
S1 |
97.256 |
97.256 |
97.519 |
97.083 |
S2 |
96.910 |
96.910 |
97.437 |
|
S3 |
96.015 |
96.361 |
97.355 |
|
S4 |
95.120 |
95.466 |
97.109 |
|
|
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 |
97.460 |
1.135 |
1.2% |
0.476 |
0.5% |
12% |
False |
True |
20,538 |
10 |
98.595 |
96.575 |
2.020 |
2.1% |
0.558 |
0.6% |
51% |
False |
False |
19,416 |
20 |
98.595 |
95.280 |
3.315 |
3.4% |
0.697 |
0.7% |
70% |
False |
False |
25,740 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.726 |
0.7% |
50% |
False |
False |
30,260 |
60 |
99.950 |
95.280 |
4.670 |
4.8% |
0.713 |
0.7% |
50% |
False |
False |
28,508 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.705 |
0.7% |
43% |
False |
False |
22,293 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.696 |
0.7% |
53% |
False |
False |
17,933 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.690 |
0.7% |
53% |
False |
False |
14,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.159 |
2.618 |
100.698 |
1.618 |
99.803 |
1.000 |
99.250 |
0.618 |
98.908 |
HIGH |
98.355 |
0.618 |
98.013 |
0.500 |
97.908 |
0.382 |
97.802 |
LOW |
97.460 |
0.618 |
96.907 |
1.000 |
96.565 |
1.618 |
96.012 |
2.618 |
95.117 |
4.250 |
93.656 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.908 |
98.028 |
PP |
97.805 |
97.885 |
S1 |
97.703 |
97.743 |
|