ICE US Dollar Index Future September 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
95.705 |
96.130 |
0.425 |
0.4% |
96.405 |
| High |
96.200 |
96.410 |
0.210 |
0.2% |
97.100 |
| Low |
95.705 |
96.130 |
0.425 |
0.4% |
94.655 |
| Close |
96.117 |
96.226 |
0.109 |
0.1% |
95.165 |
| Range |
0.495 |
0.280 |
-0.215 |
-43.4% |
2.445 |
| ATR |
0.630 |
0.606 |
-0.024 |
-3.8% |
0.000 |
| Volume |
109 |
183 |
74 |
67.9% |
643 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.095 |
96.941 |
96.380 |
|
| R3 |
96.815 |
96.661 |
96.303 |
|
| R2 |
96.535 |
96.535 |
96.277 |
|
| R1 |
96.381 |
96.381 |
96.252 |
96.458 |
| PP |
96.255 |
96.255 |
96.255 |
96.294 |
| S1 |
96.101 |
96.101 |
96.200 |
96.178 |
| S2 |
95.975 |
95.975 |
96.175 |
|
| S3 |
95.695 |
95.821 |
96.149 |
|
| S4 |
95.415 |
95.541 |
96.072 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.975 |
101.515 |
96.510 |
|
| R3 |
100.530 |
99.070 |
95.837 |
|
| R2 |
98.085 |
98.085 |
95.613 |
|
| R1 |
96.625 |
96.625 |
95.389 |
96.133 |
| PP |
95.640 |
95.640 |
95.640 |
95.394 |
| S1 |
94.180 |
94.180 |
94.941 |
93.688 |
| S2 |
93.195 |
93.195 |
94.717 |
|
| S3 |
90.750 |
91.735 |
94.493 |
|
| S4 |
88.305 |
89.290 |
93.820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.410 |
94.655 |
1.755 |
1.8% |
0.415 |
0.4% |
90% |
True |
False |
171 |
| 10 |
97.100 |
94.655 |
2.445 |
2.5% |
0.568 |
0.6% |
64% |
False |
False |
126 |
| 20 |
98.745 |
94.655 |
4.090 |
4.3% |
0.625 |
0.6% |
38% |
False |
False |
107 |
| 40 |
99.980 |
94.655 |
5.325 |
5.5% |
0.527 |
0.5% |
30% |
False |
False |
66 |
| 60 |
100.030 |
94.655 |
5.375 |
5.6% |
0.479 |
0.5% |
29% |
False |
False |
49 |
| 80 |
100.890 |
94.655 |
6.235 |
6.5% |
0.488 |
0.5% |
25% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.600 |
|
2.618 |
97.143 |
|
1.618 |
96.863 |
|
1.000 |
96.690 |
|
0.618 |
96.583 |
|
HIGH |
96.410 |
|
0.618 |
96.303 |
|
0.500 |
96.270 |
|
0.382 |
96.237 |
|
LOW |
96.130 |
|
0.618 |
95.957 |
|
1.000 |
95.850 |
|
1.618 |
95.677 |
|
2.618 |
95.397 |
|
4.250 |
94.940 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.270 |
96.109 |
| PP |
96.255 |
95.992 |
| S1 |
96.241 |
95.875 |
|