ICE US Dollar Index Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
95.775 |
94.800 |
-0.975 |
-1.0% |
96.310 |
| High |
95.865 |
95.195 |
-0.670 |
-0.7% |
97.090 |
| Low |
94.675 |
94.605 |
-0.070 |
-0.1% |
94.605 |
| Close |
94.801 |
95.120 |
0.319 |
0.3% |
95.120 |
| Range |
1.190 |
0.590 |
-0.600 |
-50.4% |
2.485 |
| ATR |
0.863 |
0.843 |
-0.019 |
-2.3% |
0.000 |
| Volume |
30,539 |
20,394 |
-10,145 |
-33.2% |
109,503 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.743 |
96.522 |
95.445 |
|
| R3 |
96.153 |
95.932 |
95.282 |
|
| R2 |
95.563 |
95.563 |
95.228 |
|
| R1 |
95.342 |
95.342 |
95.174 |
95.453 |
| PP |
94.973 |
94.973 |
94.973 |
95.029 |
| S1 |
94.752 |
94.752 |
95.066 |
94.863 |
| S2 |
94.383 |
94.383 |
95.012 |
|
| S3 |
93.793 |
94.162 |
94.958 |
|
| S4 |
93.203 |
93.572 |
94.796 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.060 |
101.575 |
96.487 |
|
| R3 |
100.575 |
99.090 |
95.803 |
|
| R2 |
98.090 |
98.090 |
95.576 |
|
| R1 |
96.605 |
96.605 |
95.348 |
96.105 |
| PP |
95.605 |
95.605 |
95.605 |
95.355 |
| S1 |
94.120 |
94.120 |
94.892 |
93.620 |
| S2 |
93.120 |
93.120 |
94.664 |
|
| S3 |
90.635 |
91.635 |
94.437 |
|
| S4 |
88.150 |
89.150 |
93.753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.090 |
94.605 |
2.485 |
2.6% |
0.866 |
0.9% |
21% |
False |
True |
21,900 |
| 10 |
98.500 |
94.605 |
3.895 |
4.1% |
0.935 |
1.0% |
13% |
False |
True |
24,696 |
| 20 |
98.700 |
94.605 |
4.095 |
4.3% |
0.811 |
0.9% |
13% |
False |
True |
13,130 |
| 40 |
99.955 |
94.605 |
5.350 |
5.6% |
0.792 |
0.8% |
10% |
False |
True |
6,846 |
| 60 |
99.985 |
94.605 |
5.380 |
5.7% |
0.733 |
0.8% |
10% |
False |
True |
4,646 |
| 80 |
100.700 |
94.605 |
6.095 |
6.4% |
0.718 |
0.8% |
8% |
False |
True |
3,514 |
| 100 |
100.700 |
94.605 |
6.095 |
6.4% |
0.660 |
0.7% |
8% |
False |
True |
2,815 |
| 120 |
100.700 |
94.317 |
6.383 |
6.7% |
0.597 |
0.6% |
13% |
False |
False |
2,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.703 |
|
2.618 |
96.740 |
|
1.618 |
96.150 |
|
1.000 |
95.785 |
|
0.618 |
95.560 |
|
HIGH |
95.195 |
|
0.618 |
94.970 |
|
0.500 |
94.900 |
|
0.382 |
94.830 |
|
LOW |
94.605 |
|
0.618 |
94.240 |
|
1.000 |
94.015 |
|
1.618 |
93.650 |
|
2.618 |
93.060 |
|
4.250 |
92.098 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.047 |
95.848 |
| PP |
94.973 |
95.605 |
| S1 |
94.900 |
95.363 |
|