ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
98.945 |
99.105 |
0.160 |
0.2% |
98.760 |
| High |
99.340 |
99.395 |
0.055 |
0.1% |
99.750 |
| Low |
98.635 |
98.905 |
0.270 |
0.3% |
98.110 |
| Close |
99.024 |
98.978 |
-0.046 |
0.0% |
98.599 |
| Range |
0.705 |
0.490 |
-0.215 |
-30.5% |
1.640 |
| ATR |
0.762 |
0.743 |
-0.019 |
-2.6% |
0.000 |
| Volume |
27,241 |
27,274 |
33 |
0.1% |
186,462 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.563 |
100.260 |
99.248 |
|
| R3 |
100.073 |
99.770 |
99.113 |
|
| R2 |
99.583 |
99.583 |
99.068 |
|
| R1 |
99.280 |
99.280 |
99.023 |
99.187 |
| PP |
99.093 |
99.093 |
99.093 |
99.046 |
| S1 |
98.790 |
98.790 |
98.933 |
98.697 |
| S2 |
98.603 |
98.603 |
98.888 |
|
| S3 |
98.113 |
98.300 |
98.843 |
|
| S4 |
97.623 |
97.810 |
98.709 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.740 |
102.809 |
99.501 |
|
| R3 |
102.100 |
101.169 |
99.050 |
|
| R2 |
100.460 |
100.460 |
98.900 |
|
| R1 |
99.529 |
99.529 |
98.749 |
99.175 |
| PP |
98.820 |
98.820 |
98.820 |
98.642 |
| S1 |
97.889 |
97.889 |
98.449 |
97.535 |
| S2 |
97.180 |
97.180 |
98.298 |
|
| S3 |
95.540 |
96.249 |
98.148 |
|
| S4 |
93.900 |
94.609 |
97.697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.395 |
98.140 |
1.255 |
1.3% |
0.818 |
0.8% |
67% |
True |
False |
33,193 |
| 10 |
99.750 |
98.110 |
1.640 |
1.7% |
0.761 |
0.8% |
53% |
False |
False |
30,167 |
| 20 |
99.750 |
97.225 |
2.525 |
2.6% |
0.696 |
0.7% |
69% |
False |
False |
26,359 |
| 40 |
100.700 |
97.225 |
3.475 |
3.5% |
0.710 |
0.7% |
50% |
False |
False |
19,041 |
| 60 |
100.700 |
94.850 |
5.850 |
5.9% |
0.702 |
0.7% |
71% |
False |
False |
12,944 |
| 80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.672 |
0.7% |
74% |
False |
False |
9,764 |
| 100 |
100.700 |
94.010 |
6.690 |
6.8% |
0.661 |
0.7% |
74% |
False |
False |
7,821 |
| 120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.653 |
0.7% |
77% |
False |
False |
6,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.478 |
|
2.618 |
100.678 |
|
1.618 |
100.188 |
|
1.000 |
99.885 |
|
0.618 |
99.698 |
|
HIGH |
99.395 |
|
0.618 |
99.208 |
|
0.500 |
99.150 |
|
0.382 |
99.092 |
|
LOW |
98.905 |
|
0.618 |
98.602 |
|
1.000 |
98.415 |
|
1.618 |
98.112 |
|
2.618 |
97.622 |
|
4.250 |
96.823 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
99.150 |
98.908 |
| PP |
99.093 |
98.838 |
| S1 |
99.035 |
98.768 |
|