ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.335 |
97.070 |
-0.265 |
-0.3% |
98.180 |
High |
97.700 |
97.280 |
-0.420 |
-0.4% |
98.595 |
Low |
97.045 |
96.895 |
-0.150 |
-0.2% |
97.025 |
Close |
97.084 |
97.206 |
0.122 |
0.1% |
97.343 |
Range |
0.655 |
0.385 |
-0.270 |
-41.2% |
1.570 |
ATR |
0.743 |
0.717 |
-0.026 |
-3.4% |
0.000 |
Volume |
14,487 |
16,218 |
1,731 |
11.9% |
109,749 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.282 |
98.129 |
97.418 |
|
R3 |
97.897 |
97.744 |
97.312 |
|
R2 |
97.512 |
97.512 |
97.277 |
|
R1 |
97.359 |
97.359 |
97.241 |
97.436 |
PP |
97.127 |
97.127 |
97.127 |
97.165 |
S1 |
96.974 |
96.974 |
97.171 |
97.051 |
S2 |
96.742 |
96.742 |
97.135 |
|
S3 |
96.357 |
96.589 |
97.100 |
|
S4 |
95.972 |
96.204 |
96.994 |
|
|
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 |
96.895 |
1.700 |
1.7% |
0.681 |
0.7% |
18% |
False |
True |
20,238 |
10 |
98.595 |
96.895 |
1.700 |
1.7% |
0.564 |
0.6% |
18% |
False |
True |
21,094 |
20 |
98.595 |
95.280 |
3.315 |
3.4% |
0.630 |
0.6% |
58% |
False |
False |
22,847 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.712 |
0.7% |
41% |
False |
False |
29,145 |
60 |
99.950 |
95.280 |
4.670 |
4.8% |
0.707 |
0.7% |
41% |
False |
False |
28,657 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.712 |
0.7% |
36% |
False |
False |
23,066 |
100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.700 |
0.7% |
47% |
False |
False |
18,567 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.694 |
0.7% |
47% |
False |
False |
15,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.916 |
2.618 |
98.288 |
1.618 |
97.903 |
1.000 |
97.665 |
0.618 |
97.518 |
HIGH |
97.280 |
0.618 |
97.133 |
0.500 |
97.088 |
0.382 |
97.042 |
LOW |
96.895 |
0.618 |
96.657 |
1.000 |
96.510 |
1.618 |
96.272 |
2.618 |
95.887 |
4.250 |
95.259 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.167 |
97.473 |
PP |
97.127 |
97.384 |
S1 |
97.088 |
97.295 |
|