ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
98.390 |
97.970 |
-0.420 |
-0.4% |
98.780 |
| High |
98.390 |
98.055 |
-0.335 |
-0.3% |
98.855 |
| Low |
97.935 |
97.835 |
-0.100 |
-0.1% |
97.935 |
| Close |
98.016 |
97.950 |
-0.066 |
-0.1% |
98.016 |
| Range |
0.455 |
0.220 |
-0.235 |
-51.6% |
0.920 |
| ATR |
0.751 |
0.713 |
-0.038 |
-5.1% |
0.000 |
| Volume |
9,145 |
10,771 |
1,626 |
17.8% |
64,606 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.607 |
98.498 |
98.071 |
|
| R3 |
98.387 |
98.278 |
98.011 |
|
| R2 |
98.167 |
98.167 |
97.990 |
|
| R1 |
98.058 |
98.058 |
97.970 |
98.003 |
| PP |
97.947 |
97.947 |
97.947 |
97.919 |
| S1 |
97.838 |
97.838 |
97.930 |
97.783 |
| S2 |
97.727 |
97.727 |
97.910 |
|
| S3 |
97.507 |
97.618 |
97.890 |
|
| S4 |
97.287 |
97.398 |
97.829 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.029 |
100.442 |
98.522 |
|
| R3 |
100.109 |
99.522 |
98.269 |
|
| R2 |
99.189 |
99.189 |
98.185 |
|
| R1 |
98.602 |
98.602 |
98.100 |
98.436 |
| PP |
98.269 |
98.269 |
98.269 |
98.185 |
| S1 |
97.682 |
97.682 |
97.932 |
97.516 |
| S2 |
97.349 |
97.349 |
97.847 |
|
| S3 |
96.429 |
96.762 |
97.763 |
|
| S4 |
95.509 |
95.842 |
97.510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.855 |
97.835 |
1.020 |
1.0% |
0.440 |
0.4% |
11% |
False |
True |
15,075 |
| 10 |
99.345 |
97.225 |
2.120 |
2.2% |
0.635 |
0.6% |
34% |
False |
False |
23,429 |
| 20 |
100.700 |
97.225 |
3.475 |
3.5% |
0.781 |
0.8% |
21% |
False |
False |
21,172 |
| 40 |
100.700 |
96.930 |
3.770 |
3.8% |
0.684 |
0.7% |
27% |
False |
False |
11,335 |
| 60 |
100.700 |
94.050 |
6.650 |
6.8% |
0.665 |
0.7% |
59% |
False |
False |
7,684 |
| 80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.649 |
0.7% |
59% |
False |
False |
5,788 |
| 100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.658 |
0.7% |
64% |
False |
False |
4,637 |
| 120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.633 |
0.6% |
64% |
False |
False |
3,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.990 |
|
2.618 |
98.631 |
|
1.618 |
98.411 |
|
1.000 |
98.275 |
|
0.618 |
98.191 |
|
HIGH |
98.055 |
|
0.618 |
97.971 |
|
0.500 |
97.945 |
|
0.382 |
97.919 |
|
LOW |
97.835 |
|
0.618 |
97.699 |
|
1.000 |
97.615 |
|
1.618 |
97.479 |
|
2.618 |
97.259 |
|
4.250 |
96.900 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.948 |
98.250 |
| PP |
97.947 |
98.150 |
| S1 |
97.945 |
98.050 |
|