ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
96.405 |
96.710 |
0.305 |
0.3% |
97.405 |
| High |
96.755 |
96.890 |
0.135 |
0.1% |
98.500 |
| Low |
96.345 |
96.610 |
0.265 |
0.3% |
96.110 |
| Close |
96.725 |
96.723 |
-0.002 |
0.0% |
96.287 |
| Range |
0.410 |
0.280 |
-0.130 |
-31.7% |
2.390 |
| ATR |
0.619 |
0.594 |
-0.024 |
-3.9% |
0.000 |
| Volume |
18 |
41 |
23 |
127.8% |
736 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.581 |
97.432 |
96.877 |
|
| R3 |
97.301 |
97.152 |
96.800 |
|
| R2 |
97.021 |
97.021 |
96.774 |
|
| R1 |
96.872 |
96.872 |
96.749 |
96.947 |
| PP |
96.741 |
96.741 |
96.741 |
96.778 |
| S1 |
96.592 |
96.592 |
96.697 |
96.667 |
| S2 |
96.461 |
96.461 |
96.672 |
|
| S3 |
96.181 |
96.312 |
96.646 |
|
| S4 |
95.901 |
96.032 |
96.569 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.136 |
102.601 |
97.602 |
|
| R3 |
101.746 |
100.211 |
96.944 |
|
| R2 |
99.356 |
99.356 |
96.725 |
|
| R1 |
97.821 |
97.821 |
96.506 |
97.394 |
| PP |
96.966 |
96.966 |
96.966 |
96.752 |
| S1 |
95.431 |
95.431 |
96.068 |
95.004 |
| S2 |
94.576 |
94.576 |
95.849 |
|
| S3 |
92.186 |
93.041 |
95.630 |
|
| S4 |
89.796 |
90.651 |
94.973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.500 |
96.110 |
2.390 |
2.5% |
0.808 |
0.8% |
26% |
False |
False |
74 |
| 10 |
98.745 |
96.110 |
2.635 |
2.7% |
0.649 |
0.7% |
23% |
False |
False |
93 |
| 20 |
98.745 |
96.110 |
2.635 |
2.7% |
0.470 |
0.5% |
23% |
False |
False |
59 |
| 40 |
100.030 |
95.500 |
4.530 |
4.7% |
0.470 |
0.5% |
27% |
False |
False |
40 |
| 60 |
100.030 |
95.500 |
4.530 |
4.7% |
0.425 |
0.4% |
27% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.080 |
|
2.618 |
97.623 |
|
1.618 |
97.343 |
|
1.000 |
97.170 |
|
0.618 |
97.063 |
|
HIGH |
96.890 |
|
0.618 |
96.783 |
|
0.500 |
96.750 |
|
0.382 |
96.717 |
|
LOW |
96.610 |
|
0.618 |
96.437 |
|
1.000 |
96.330 |
|
1.618 |
96.157 |
|
2.618 |
95.877 |
|
4.250 |
95.420 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.750 |
96.657 |
| PP |
96.741 |
96.591 |
| S1 |
96.732 |
96.525 |
|