ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
96.660 |
95.775 |
-0.885 |
-0.9% |
97.415 |
| High |
97.090 |
95.865 |
-1.225 |
-1.3% |
98.500 |
| Low |
95.560 |
94.675 |
-0.885 |
-0.9% |
95.975 |
| Close |
95.925 |
94.801 |
-1.124 |
-1.2% |
96.227 |
| Range |
1.530 |
1.190 |
-0.340 |
-22.2% |
2.525 |
| ATR |
0.833 |
0.863 |
0.030 |
3.6% |
0.000 |
| Volume |
30,941 |
30,539 |
-402 |
-1.3% |
137,457 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.684 |
97.932 |
95.456 |
|
| R3 |
97.494 |
96.742 |
95.128 |
|
| R2 |
96.304 |
96.304 |
95.019 |
|
| R1 |
95.552 |
95.552 |
94.910 |
95.333 |
| PP |
95.114 |
95.114 |
95.114 |
95.004 |
| S1 |
94.362 |
94.362 |
94.692 |
94.143 |
| S2 |
93.924 |
93.924 |
94.583 |
|
| S3 |
92.734 |
93.172 |
94.474 |
|
| S4 |
91.544 |
91.982 |
94.147 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.476 |
102.876 |
97.616 |
|
| R3 |
101.951 |
100.351 |
96.921 |
|
| R2 |
99.426 |
99.426 |
96.690 |
|
| R1 |
97.826 |
97.826 |
96.458 |
97.364 |
| PP |
96.901 |
96.901 |
96.901 |
96.669 |
| S1 |
95.301 |
95.301 |
95.996 |
94.839 |
| S2 |
94.376 |
94.376 |
95.764 |
|
| S3 |
91.851 |
92.776 |
95.533 |
|
| S4 |
89.326 |
90.251 |
94.838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.090 |
94.675 |
2.415 |
2.5% |
0.905 |
1.0% |
5% |
False |
True |
24,781 |
| 10 |
98.500 |
94.675 |
3.825 |
4.0% |
0.977 |
1.0% |
3% |
False |
True |
23,017 |
| 20 |
98.700 |
94.675 |
4.025 |
4.2% |
0.810 |
0.9% |
3% |
False |
True |
12,172 |
| 40 |
99.955 |
94.675 |
5.280 |
5.6% |
0.788 |
0.8% |
2% |
False |
True |
6,353 |
| 60 |
99.985 |
94.675 |
5.310 |
5.6% |
0.728 |
0.8% |
2% |
False |
True |
4,307 |
| 80 |
100.700 |
94.675 |
6.025 |
6.4% |
0.720 |
0.8% |
2% |
False |
True |
3,259 |
| 100 |
100.700 |
94.675 |
6.025 |
6.4% |
0.654 |
0.7% |
2% |
False |
True |
2,611 |
| 120 |
100.700 |
94.317 |
6.383 |
6.7% |
0.595 |
0.6% |
8% |
False |
False |
2,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.923 |
|
2.618 |
98.980 |
|
1.618 |
97.790 |
|
1.000 |
97.055 |
|
0.618 |
96.600 |
|
HIGH |
95.865 |
|
0.618 |
95.410 |
|
0.500 |
95.270 |
|
0.382 |
95.130 |
|
LOW |
94.675 |
|
0.618 |
93.940 |
|
1.000 |
93.485 |
|
1.618 |
92.750 |
|
2.618 |
91.560 |
|
4.250 |
89.618 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.270 |
95.883 |
| PP |
95.114 |
95.522 |
| S1 |
94.957 |
95.162 |
|