ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
99.700 |
99.035 |
-0.665 |
-0.7% |
99.640 |
| High |
99.750 |
99.105 |
-0.645 |
-0.6% |
99.880 |
| Low |
98.950 |
98.790 |
-0.160 |
-0.2% |
98.450 |
| Close |
99.028 |
98.893 |
-0.135 |
-0.1% |
99.652 |
| Range |
0.800 |
0.315 |
-0.485 |
-60.6% |
1.430 |
| ATR |
0.719 |
0.690 |
-0.029 |
-4.0% |
0.000 |
| Volume |
27,833 |
19,634 |
-8,199 |
-29.5% |
154,519 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.874 |
99.699 |
99.066 |
|
| R3 |
99.559 |
99.384 |
98.980 |
|
| R2 |
99.244 |
99.244 |
98.951 |
|
| R1 |
99.069 |
99.069 |
98.922 |
98.999 |
| PP |
98.929 |
98.929 |
98.929 |
98.895 |
| S1 |
98.754 |
98.754 |
98.864 |
98.684 |
| S2 |
98.614 |
98.614 |
98.835 |
|
| S3 |
98.299 |
98.439 |
98.806 |
|
| S4 |
97.984 |
98.124 |
98.720 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.617 |
103.065 |
100.439 |
|
| R3 |
102.187 |
101.635 |
100.045 |
|
| R2 |
100.757 |
100.757 |
99.914 |
|
| R1 |
100.205 |
100.205 |
99.783 |
100.481 |
| PP |
99.327 |
99.327 |
99.327 |
99.466 |
| S1 |
98.775 |
98.775 |
99.521 |
99.051 |
| S2 |
97.897 |
97.897 |
99.390 |
|
| S3 |
96.467 |
97.345 |
99.259 |
|
| S4 |
95.037 |
95.915 |
98.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.880 |
98.450 |
1.430 |
1.4% |
0.716 |
0.7% |
31% |
False |
False |
33,175 |
| 10 |
99.950 |
98.450 |
1.500 |
1.5% |
0.643 |
0.7% |
30% |
False |
False |
33,063 |
| 20 |
99.950 |
98.140 |
1.810 |
1.8% |
0.694 |
0.7% |
42% |
False |
False |
33,671 |
| 40 |
99.950 |
97.225 |
2.725 |
2.8% |
0.695 |
0.7% |
61% |
False |
False |
28,624 |
| 60 |
100.700 |
97.225 |
3.475 |
3.5% |
0.697 |
0.7% |
48% |
False |
False |
20,157 |
| 80 |
100.700 |
94.050 |
6.650 |
6.7% |
0.677 |
0.7% |
73% |
False |
False |
15,227 |
| 100 |
100.700 |
94.050 |
6.650 |
6.7% |
0.672 |
0.7% |
73% |
False |
False |
12,210 |
| 120 |
100.700 |
93.125 |
7.575 |
7.7% |
0.664 |
0.7% |
76% |
False |
False |
10,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.444 |
|
2.618 |
99.930 |
|
1.618 |
99.615 |
|
1.000 |
99.420 |
|
0.618 |
99.300 |
|
HIGH |
99.105 |
|
0.618 |
98.985 |
|
0.500 |
98.948 |
|
0.382 |
98.910 |
|
LOW |
98.790 |
|
0.618 |
98.595 |
|
1.000 |
98.475 |
|
1.618 |
98.280 |
|
2.618 |
97.965 |
|
4.250 |
97.451 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
98.948 |
99.240 |
| PP |
98.929 |
99.124 |
| S1 |
98.911 |
99.009 |
|