ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.070 |
97.260 |
0.190 |
0.2% |
98.180 |
High |
97.280 |
97.580 |
0.300 |
0.3% |
98.595 |
Low |
96.895 |
96.935 |
0.040 |
0.0% |
97.025 |
Close |
97.206 |
97.159 |
-0.047 |
0.0% |
97.343 |
Range |
0.385 |
0.645 |
0.260 |
67.5% |
1.570 |
ATR |
0.717 |
0.712 |
-0.005 |
-0.7% |
0.000 |
Volume |
16,218 |
27,937 |
11,719 |
72.3% |
109,749 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.160 |
98.804 |
97.514 |
|
R3 |
98.515 |
98.159 |
97.336 |
|
R2 |
97.870 |
97.870 |
97.277 |
|
R1 |
97.514 |
97.514 |
97.218 |
97.370 |
PP |
97.225 |
97.225 |
97.225 |
97.152 |
S1 |
96.869 |
96.869 |
97.100 |
96.725 |
S2 |
96.580 |
96.580 |
97.041 |
|
S3 |
95.935 |
96.224 |
96.982 |
|
S4 |
95.290 |
95.579 |
96.804 |
|
|
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 |
98.355 |
96.895 |
1.460 |
1.5% |
0.721 |
0.7% |
18% |
False |
False |
22,924 |
10 |
98.595 |
96.895 |
1.700 |
1.7% |
0.560 |
0.6% |
16% |
False |
False |
21,090 |
20 |
98.595 |
95.280 |
3.315 |
3.4% |
0.604 |
0.6% |
57% |
False |
False |
22,192 |
40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.707 |
0.7% |
40% |
False |
False |
29,041 |
60 |
99.950 |
95.280 |
4.670 |
4.8% |
0.708 |
0.7% |
40% |
False |
False |
28,340 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.709 |
0.7% |
35% |
False |
False |
23,397 |
100 |
100.700 |
94.685 |
6.015 |
6.2% |
0.699 |
0.7% |
41% |
False |
False |
18,842 |
120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.691 |
0.7% |
47% |
False |
False |
15,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.321 |
2.618 |
99.269 |
1.618 |
98.624 |
1.000 |
98.225 |
0.618 |
97.979 |
HIGH |
97.580 |
0.618 |
97.334 |
0.500 |
97.258 |
0.382 |
97.181 |
LOW |
96.935 |
0.618 |
96.536 |
1.000 |
96.290 |
1.618 |
95.891 |
2.618 |
95.246 |
4.250 |
94.194 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.258 |
97.298 |
PP |
97.225 |
97.251 |
S1 |
97.192 |
97.205 |
|