ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
98.100 |
98.445 |
0.345 |
0.4% |
97.760 |
| High |
98.560 |
98.568 |
0.008 |
0.0% |
98.465 |
| Low |
98.060 |
98.445 |
0.385 |
0.4% |
97.465 |
| Close |
98.424 |
98.568 |
0.144 |
0.1% |
98.381 |
| Range |
0.500 |
0.123 |
-0.377 |
-75.4% |
1.000 |
| ATR |
0.553 |
0.523 |
-0.029 |
-5.3% |
0.000 |
| Volume |
63 |
3 |
-60 |
-95.2% |
136 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.896 |
98.855 |
98.636 |
|
| R3 |
98.773 |
98.732 |
98.602 |
|
| R2 |
98.650 |
98.650 |
98.591 |
|
| R1 |
98.609 |
98.609 |
98.579 |
98.630 |
| PP |
98.527 |
98.527 |
98.527 |
98.537 |
| S1 |
98.486 |
98.486 |
98.557 |
98.507 |
| S2 |
98.404 |
98.404 |
98.545 |
|
| S3 |
98.281 |
98.363 |
98.534 |
|
| S4 |
98.158 |
98.240 |
98.500 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.104 |
100.742 |
98.931 |
|
| R3 |
100.104 |
99.742 |
98.656 |
|
| R2 |
99.104 |
99.104 |
98.564 |
|
| R1 |
98.742 |
98.742 |
98.473 |
98.923 |
| PP |
98.104 |
98.104 |
98.104 |
98.194 |
| S1 |
97.742 |
97.742 |
98.289 |
97.923 |
| S2 |
97.104 |
97.104 |
98.198 |
|
| S3 |
96.104 |
96.742 |
98.106 |
|
| S4 |
95.104 |
95.742 |
97.831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.568 |
97.500 |
1.068 |
1.1% |
0.455 |
0.5% |
100% |
True |
False |
39 |
| 10 |
98.568 |
96.774 |
1.794 |
1.8% |
0.291 |
0.3% |
100% |
True |
False |
25 |
| 20 |
98.915 |
95.500 |
3.415 |
3.5% |
0.438 |
0.4% |
90% |
False |
False |
28 |
| 40 |
100.030 |
95.500 |
4.530 |
4.6% |
0.398 |
0.4% |
68% |
False |
False |
19 |
| 60 |
100.030 |
95.500 |
4.530 |
4.6% |
0.410 |
0.4% |
68% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.091 |
|
2.618 |
98.890 |
|
1.618 |
98.767 |
|
1.000 |
98.691 |
|
0.618 |
98.644 |
|
HIGH |
98.568 |
|
0.618 |
98.521 |
|
0.500 |
98.507 |
|
0.382 |
98.492 |
|
LOW |
98.445 |
|
0.618 |
98.369 |
|
1.000 |
98.322 |
|
1.618 |
98.246 |
|
2.618 |
98.123 |
|
4.250 |
97.922 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
98.548 |
98.416 |
| PP |
98.527 |
98.264 |
| S1 |
98.507 |
98.112 |
|