ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
96.545 |
97.050 |
0.505 |
0.5% |
99.700 |
| High |
97.305 |
97.500 |
0.195 |
0.2% |
99.750 |
| Low |
96.040 |
96.565 |
0.525 |
0.5% |
96.040 |
| Close |
97.054 |
96.581 |
-0.473 |
-0.5% |
97.054 |
| Range |
1.265 |
0.935 |
-0.330 |
-26.1% |
3.710 |
| ATR |
0.850 |
0.856 |
0.006 |
0.7% |
0.000 |
| Volume |
42,338 |
31,570 |
-10,768 |
-25.4% |
198,775 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.687 |
99.069 |
97.095 |
|
| R3 |
98.752 |
98.134 |
96.838 |
|
| R2 |
97.817 |
97.817 |
96.752 |
|
| R1 |
97.199 |
97.199 |
96.667 |
97.041 |
| PP |
96.882 |
96.882 |
96.882 |
96.803 |
| S1 |
96.264 |
96.264 |
96.495 |
96.106 |
| S2 |
95.947 |
95.947 |
96.410 |
|
| S3 |
95.012 |
95.329 |
96.324 |
|
| S4 |
94.077 |
94.394 |
96.067 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.745 |
106.609 |
99.095 |
|
| R3 |
105.035 |
102.899 |
98.074 |
|
| R2 |
101.325 |
101.325 |
97.734 |
|
| R1 |
99.189 |
99.189 |
97.394 |
98.402 |
| PP |
97.615 |
97.615 |
97.615 |
97.221 |
| S1 |
95.479 |
95.479 |
96.714 |
94.692 |
| S2 |
93.905 |
93.905 |
96.374 |
|
| S3 |
90.195 |
91.769 |
96.034 |
|
| S4 |
86.485 |
88.059 |
95.014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.105 |
96.040 |
3.065 |
3.2% |
1.159 |
1.2% |
18% |
False |
False |
40,502 |
| 10 |
99.880 |
96.040 |
3.840 |
4.0% |
0.950 |
1.0% |
14% |
False |
False |
36,817 |
| 20 |
99.950 |
96.040 |
3.910 |
4.0% |
0.794 |
0.8% |
14% |
False |
False |
35,442 |
| 40 |
99.950 |
96.040 |
3.910 |
4.0% |
0.746 |
0.8% |
14% |
False |
False |
31,562 |
| 60 |
100.700 |
96.040 |
4.660 |
4.8% |
0.740 |
0.8% |
12% |
False |
False |
23,139 |
| 80 |
100.700 |
94.050 |
6.650 |
6.9% |
0.718 |
0.7% |
38% |
False |
False |
17,497 |
| 100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.707 |
0.7% |
38% |
False |
False |
14,037 |
| 120 |
100.700 |
93.125 |
7.575 |
7.8% |
0.699 |
0.7% |
46% |
False |
False |
11,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.474 |
|
2.618 |
99.948 |
|
1.618 |
99.013 |
|
1.000 |
98.435 |
|
0.618 |
98.078 |
|
HIGH |
97.500 |
|
0.618 |
97.143 |
|
0.500 |
97.033 |
|
0.382 |
96.922 |
|
LOW |
96.565 |
|
0.618 |
95.987 |
|
1.000 |
95.630 |
|
1.618 |
95.052 |
|
2.618 |
94.117 |
|
4.250 |
92.591 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.033 |
96.770 |
| PP |
96.882 |
96.707 |
| S1 |
96.732 |
96.644 |
|