ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
98.840 |
97.185 |
-1.655 |
-1.7% |
99.640 |
| High |
98.955 |
97.480 |
-1.475 |
-1.5% |
99.880 |
| Low |
96.885 |
96.270 |
-0.615 |
-0.6% |
98.450 |
| Close |
97.301 |
96.487 |
-0.814 |
-0.8% |
99.652 |
| Range |
2.070 |
1.210 |
-0.860 |
-41.5% |
1.430 |
| ATR |
0.788 |
0.819 |
0.030 |
3.8% |
0.000 |
| Volume |
60,539 |
48,431 |
-12,108 |
-20.0% |
154,519 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.376 |
99.641 |
97.153 |
|
| R3 |
99.166 |
98.431 |
96.820 |
|
| R2 |
97.956 |
97.956 |
96.709 |
|
| R1 |
97.221 |
97.221 |
96.598 |
96.984 |
| PP |
96.746 |
96.746 |
96.746 |
96.627 |
| S1 |
96.011 |
96.011 |
96.376 |
95.774 |
| S2 |
95.536 |
95.536 |
96.265 |
|
| S3 |
94.326 |
94.801 |
96.154 |
|
| S4 |
93.116 |
93.591 |
95.822 |
|
|
| 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 |
96.270 |
3.610 |
3.7% |
1.135 |
1.2% |
6% |
False |
True |
42,046 |
| 10 |
99.880 |
96.270 |
3.610 |
3.7% |
0.817 |
0.8% |
6% |
False |
True |
33,739 |
| 20 |
99.950 |
96.270 |
3.680 |
3.8% |
0.787 |
0.8% |
6% |
False |
True |
35,715 |
| 40 |
99.950 |
96.270 |
3.680 |
3.8% |
0.734 |
0.8% |
6% |
False |
True |
30,786 |
| 60 |
100.700 |
96.270 |
4.430 |
4.6% |
0.719 |
0.7% |
5% |
False |
True |
21,935 |
| 80 |
100.700 |
94.050 |
6.650 |
6.9% |
0.708 |
0.7% |
37% |
False |
False |
16,580 |
| 100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.695 |
0.7% |
37% |
False |
False |
13,299 |
| 120 |
100.700 |
93.125 |
7.575 |
7.9% |
0.686 |
0.7% |
44% |
False |
False |
11,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.623 |
|
2.618 |
100.648 |
|
1.618 |
99.438 |
|
1.000 |
98.690 |
|
0.618 |
98.228 |
|
HIGH |
97.480 |
|
0.618 |
97.018 |
|
0.500 |
96.875 |
|
0.382 |
96.732 |
|
LOW |
96.270 |
|
0.618 |
95.522 |
|
1.000 |
95.060 |
|
1.618 |
94.312 |
|
2.618 |
93.102 |
|
4.250 |
91.128 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.875 |
97.688 |
| PP |
96.746 |
97.287 |
| S1 |
96.616 |
96.887 |
|