ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
98.260 |
98.760 |
0.500 |
0.5% |
97.970 |
| High |
98.845 |
99.300 |
0.455 |
0.5% |
98.845 |
| Low |
98.255 |
98.110 |
-0.145 |
-0.1% |
97.835 |
| Close |
98.745 |
98.968 |
0.223 |
0.2% |
98.745 |
| Range |
0.590 |
1.190 |
0.600 |
101.7% |
1.010 |
| ATR |
0.674 |
0.711 |
0.037 |
5.5% |
0.000 |
| Volume |
18,783 |
39,008 |
20,225 |
107.7% |
56,555 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.363 |
101.855 |
99.623 |
|
| R3 |
101.173 |
100.665 |
99.295 |
|
| R2 |
99.983 |
99.983 |
99.186 |
|
| R1 |
99.475 |
99.475 |
99.077 |
99.729 |
| PP |
98.793 |
98.793 |
98.793 |
98.920 |
| S1 |
98.285 |
98.285 |
98.859 |
98.539 |
| S2 |
97.603 |
97.603 |
98.750 |
|
| S3 |
96.413 |
97.095 |
98.641 |
|
| S4 |
95.223 |
95.905 |
98.314 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.505 |
101.135 |
99.301 |
|
| R3 |
100.495 |
100.125 |
99.023 |
|
| R2 |
99.485 |
99.485 |
98.930 |
|
| R1 |
99.115 |
99.115 |
98.838 |
99.300 |
| PP |
98.475 |
98.475 |
98.475 |
98.568 |
| S1 |
98.105 |
98.105 |
98.652 |
98.290 |
| S2 |
97.465 |
97.465 |
98.560 |
|
| S3 |
96.455 |
97.095 |
98.467 |
|
| S4 |
95.445 |
96.085 |
98.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.300 |
97.835 |
1.465 |
1.5% |
0.588 |
0.6% |
77% |
True |
False |
19,112 |
| 10 |
99.300 |
97.835 |
1.465 |
1.5% |
0.555 |
0.6% |
77% |
True |
False |
18,985 |
| 20 |
99.345 |
97.225 |
2.120 |
2.1% |
0.697 |
0.7% |
82% |
False |
False |
23,576 |
| 40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.698 |
0.7% |
50% |
False |
False |
13,400 |
| 60 |
100.700 |
94.050 |
6.650 |
6.7% |
0.671 |
0.7% |
74% |
False |
False |
9,079 |
| 80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.666 |
0.7% |
74% |
False |
False |
6,844 |
| 100 |
100.700 |
93.125 |
7.575 |
7.7% |
0.658 |
0.7% |
77% |
False |
False |
5,483 |
| 120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.637 |
0.6% |
77% |
False |
False |
4,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.358 |
|
2.618 |
102.415 |
|
1.618 |
101.225 |
|
1.000 |
100.490 |
|
0.618 |
100.035 |
|
HIGH |
99.300 |
|
0.618 |
98.845 |
|
0.500 |
98.705 |
|
0.382 |
98.565 |
|
LOW |
98.110 |
|
0.618 |
97.375 |
|
1.000 |
96.920 |
|
1.618 |
96.185 |
|
2.618 |
94.995 |
|
4.250 |
93.053 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
98.880 |
98.880 |
| PP |
98.793 |
98.793 |
| S1 |
98.705 |
98.705 |
|