ICE US Dollar Index Future March 2016
Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
97.295 |
96.175 |
-1.120 |
-1.2% |
97.335 |
High |
98.430 |
96.705 |
-1.725 |
-1.8% |
98.430 |
Low |
95.940 |
95.940 |
0.000 |
0.0% |
95.940 |
Close |
96.055 |
96.172 |
0.117 |
0.1% |
96.172 |
Range |
2.490 |
0.765 |
-1.725 |
-69.3% |
2.490 |
ATR |
0.839 |
0.834 |
-0.005 |
-0.6% |
0.000 |
Volume |
52,905 |
16,878 |
-36,027 |
-68.1% |
128,425 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.567 |
98.135 |
96.593 |
|
R3 |
97.802 |
97.370 |
96.382 |
|
R2 |
97.037 |
97.037 |
96.312 |
|
R1 |
96.605 |
96.605 |
96.242 |
96.439 |
PP |
96.272 |
96.272 |
96.272 |
96.189 |
S1 |
95.840 |
95.840 |
96.102 |
95.674 |
S2 |
95.507 |
95.507 |
96.032 |
|
S3 |
94.742 |
95.075 |
95.962 |
|
S4 |
93.977 |
94.310 |
95.751 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.317 |
102.735 |
97.542 |
|
R3 |
101.827 |
100.245 |
96.857 |
|
R2 |
99.337 |
99.337 |
96.629 |
|
R1 |
97.755 |
97.755 |
96.400 |
97.301 |
PP |
96.847 |
96.847 |
96.847 |
96.621 |
S1 |
95.265 |
95.265 |
95.944 |
94.811 |
S2 |
94.357 |
94.357 |
95.716 |
|
S3 |
91.867 |
92.775 |
95.487 |
|
S4 |
89.377 |
90.285 |
94.803 |
|
|
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% |
0.988 |
1.0% |
9% |
False |
True |
25,685 |
10 |
98.595 |
95.940 |
2.655 |
2.8% |
0.835 |
0.9% |
9% |
False |
True |
23,817 |
20 |
98.595 |
95.545 |
3.050 |
3.2% |
0.686 |
0.7% |
21% |
False |
False |
21,446 |
40 |
99.950 |
95.280 |
4.670 |
4.9% |
0.759 |
0.8% |
19% |
False |
False |
29,422 |
60 |
99.950 |
95.280 |
4.670 |
4.9% |
0.738 |
0.8% |
19% |
False |
False |
28,401 |
80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.735 |
0.8% |
16% |
False |
False |
24,232 |
100 |
100.700 |
94.850 |
5.850 |
6.1% |
0.725 |
0.8% |
23% |
False |
False |
19,536 |
120 |
100.700 |
94.050 |
6.650 |
6.9% |
0.701 |
0.7% |
32% |
False |
False |
16,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.956 |
2.618 |
98.708 |
1.618 |
97.943 |
1.000 |
97.470 |
0.618 |
97.178 |
HIGH |
96.705 |
0.618 |
96.413 |
0.500 |
96.323 |
0.382 |
96.232 |
LOW |
95.940 |
0.618 |
95.467 |
1.000 |
95.175 |
1.618 |
94.702 |
2.618 |
93.937 |
4.250 |
92.689 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
96.323 |
97.185 |
PP |
96.272 |
96.847 |
S1 |
96.222 |
96.510 |
|