ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.260 |
97.295 |
0.035 |
0.0% |
98.180 |
High |
97.580 |
98.430 |
0.850 |
0.9% |
98.595 |
Low |
96.935 |
95.940 |
-0.995 |
-1.0% |
97.025 |
Close |
97.159 |
96.055 |
-1.104 |
-1.1% |
97.343 |
Range |
0.645 |
2.490 |
1.845 |
286.0% |
1.570 |
ATR |
0.712 |
0.839 |
0.127 |
17.8% |
0.000 |
Volume |
27,937 |
52,905 |
24,968 |
89.4% |
109,749 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.278 |
102.657 |
97.425 |
|
R3 |
101.788 |
100.167 |
96.740 |
|
R2 |
99.298 |
99.298 |
96.512 |
|
R1 |
97.677 |
97.677 |
96.283 |
97.243 |
PP |
96.808 |
96.808 |
96.808 |
96.591 |
S1 |
95.187 |
95.187 |
95.827 |
94.753 |
S2 |
94.318 |
94.318 |
95.599 |
|
S3 |
91.828 |
92.697 |
95.370 |
|
S4 |
89.338 |
90.207 |
94.686 |
|
|
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 |
98.430 |
95.940 |
2.490 |
2.6% |
1.040 |
1.1% |
5% |
True |
True |
29,062 |
10 |
98.595 |
95.940 |
2.655 |
2.8% |
0.758 |
0.8% |
4% |
False |
True |
24,800 |
20 |
98.595 |
95.280 |
3.315 |
3.5% |
0.679 |
0.7% |
23% |
False |
False |
23,057 |
40 |
99.950 |
95.280 |
4.670 |
4.9% |
0.752 |
0.8% |
17% |
False |
False |
29,682 |
60 |
99.950 |
95.280 |
4.670 |
4.9% |
0.736 |
0.8% |
17% |
False |
False |
28,553 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.732 |
0.8% |
14% |
False |
False |
24,039 |
100 |
100.700 |
94.810 |
5.890 |
6.1% |
0.721 |
0.8% |
21% |
False |
False |
19,369 |
120 |
100.700 |
94.050 |
6.650 |
6.9% |
0.702 |
0.7% |
30% |
False |
False |
16,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.013 |
2.618 |
104.949 |
1.618 |
102.459 |
1.000 |
100.920 |
0.618 |
99.969 |
HIGH |
98.430 |
0.618 |
97.479 |
0.500 |
97.185 |
0.382 |
96.891 |
LOW |
95.940 |
0.618 |
94.401 |
1.000 |
93.450 |
1.618 |
91.911 |
2.618 |
89.421 |
4.250 |
85.358 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
97.185 |
97.185 |
PP |
96.808 |
96.808 |
S1 |
96.432 |
96.432 |
|