ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.645 |
97.335 |
-0.310 |
-0.3% |
98.180 |
High |
98.050 |
97.700 |
-0.350 |
-0.4% |
98.595 |
Low |
97.025 |
97.045 |
0.020 |
0.0% |
97.025 |
Close |
97.343 |
97.084 |
-0.259 |
-0.3% |
97.343 |
Range |
1.025 |
0.655 |
-0.370 |
-36.1% |
1.570 |
ATR |
0.749 |
0.743 |
-0.007 |
-0.9% |
0.000 |
Volume |
33,764 |
14,487 |
-19,277 |
-57.1% |
109,749 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.241 |
98.818 |
97.444 |
|
R3 |
98.586 |
98.163 |
97.264 |
|
R2 |
97.931 |
97.931 |
97.204 |
|
R1 |
97.508 |
97.508 |
97.144 |
97.392 |
PP |
97.276 |
97.276 |
97.276 |
97.219 |
S1 |
96.853 |
96.853 |
97.024 |
96.737 |
S2 |
96.621 |
96.621 |
96.964 |
|
S3 |
95.966 |
96.198 |
96.904 |
|
S4 |
95.311 |
95.543 |
96.724 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.364 |
101.424 |
98.207 |
|
R3 |
100.794 |
99.854 |
97.775 |
|
R2 |
99.224 |
99.224 |
97.631 |
|
R1 |
98.284 |
98.284 |
97.487 |
97.969 |
PP |
97.654 |
97.654 |
97.654 |
97.497 |
S1 |
96.714 |
96.714 |
97.199 |
96.399 |
S2 |
96.084 |
96.084 |
97.055 |
|
S3 |
94.514 |
95.144 |
96.911 |
|
S4 |
92.944 |
93.574 |
96.480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.595 |
97.025 |
1.570 |
1.6% |
0.699 |
0.7% |
4% |
False |
False |
20,862 |
10 |
98.595 |
97.025 |
1.570 |
1.6% |
0.569 |
0.6% |
4% |
False |
False |
20,884 |
20 |
98.595 |
95.280 |
3.315 |
3.4% |
0.658 |
0.7% |
54% |
False |
False |
23,615 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.725 |
0.7% |
39% |
False |
False |
29,745 |
60 |
99.950 |
95.280 |
4.670 |
4.8% |
0.723 |
0.7% |
39% |
False |
False |
28,890 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.713 |
0.7% |
33% |
False |
False |
22,874 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.706 |
0.7% |
46% |
False |
False |
18,409 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.696 |
0.7% |
46% |
False |
False |
15,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.484 |
2.618 |
99.415 |
1.618 |
98.760 |
1.000 |
98.355 |
0.618 |
98.105 |
HIGH |
97.700 |
0.618 |
97.450 |
0.500 |
97.373 |
0.382 |
97.295 |
LOW |
97.045 |
0.618 |
96.640 |
1.000 |
96.390 |
1.618 |
95.985 |
2.618 |
95.330 |
4.250 |
94.261 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.373 |
97.690 |
PP |
97.276 |
97.488 |
S1 |
97.180 |
97.286 |
|