ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
95.685 |
95.695 |
0.010 |
0.0% |
97.050 |
| High |
95.900 |
96.250 |
0.350 |
0.4% |
97.500 |
| Low |
95.280 |
95.545 |
0.265 |
0.3% |
95.280 |
| Close |
95.619 |
95.982 |
0.363 |
0.4% |
95.982 |
| Range |
0.620 |
0.705 |
0.085 |
13.7% |
2.220 |
| ATR |
0.871 |
0.859 |
-0.012 |
-1.4% |
0.000 |
| Volume |
49,090 |
27,582 |
-21,508 |
-43.8% |
184,884 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.041 |
97.716 |
96.370 |
|
| R3 |
97.336 |
97.011 |
96.176 |
|
| R2 |
96.631 |
96.631 |
96.111 |
|
| R1 |
96.306 |
96.306 |
96.047 |
96.469 |
| PP |
95.926 |
95.926 |
95.926 |
96.007 |
| S1 |
95.601 |
95.601 |
95.917 |
95.764 |
| S2 |
95.221 |
95.221 |
95.853 |
|
| S3 |
94.516 |
94.896 |
95.788 |
|
| S4 |
93.811 |
94.191 |
95.594 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.914 |
101.668 |
97.203 |
|
| R3 |
100.694 |
99.448 |
96.593 |
|
| R2 |
98.474 |
98.474 |
96.389 |
|
| R1 |
97.228 |
97.228 |
96.186 |
96.741 |
| PP |
96.254 |
96.254 |
96.254 |
96.011 |
| S1 |
95.008 |
95.008 |
95.779 |
94.521 |
| S2 |
94.034 |
94.034 |
95.575 |
|
| S3 |
91.814 |
92.788 |
95.372 |
|
| S4 |
89.594 |
90.568 |
94.761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.500 |
95.280 |
2.220 |
2.3% |
0.885 |
0.9% |
32% |
False |
False |
36,976 |
| 10 |
99.750 |
95.280 |
4.470 |
4.7% |
1.009 |
1.1% |
16% |
False |
False |
38,365 |
| 20 |
99.950 |
95.280 |
4.670 |
4.9% |
0.833 |
0.9% |
15% |
False |
False |
36,853 |
| 40 |
99.950 |
95.280 |
4.670 |
4.9% |
0.753 |
0.8% |
15% |
False |
False |
31,945 |
| 60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.757 |
0.8% |
13% |
False |
False |
25,599 |
| 80 |
100.700 |
94.970 |
5.730 |
6.0% |
0.739 |
0.8% |
18% |
False |
False |
19,402 |
| 100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.705 |
0.7% |
29% |
False |
False |
15,566 |
| 120 |
100.700 |
94.010 |
6.690 |
7.0% |
0.686 |
0.7% |
29% |
False |
False |
12,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.246 |
|
2.618 |
98.096 |
|
1.618 |
97.391 |
|
1.000 |
96.955 |
|
0.618 |
96.686 |
|
HIGH |
96.250 |
|
0.618 |
95.981 |
|
0.500 |
95.898 |
|
0.382 |
95.814 |
|
LOW |
95.545 |
|
0.618 |
95.109 |
|
1.000 |
94.840 |
|
1.618 |
94.404 |
|
2.618 |
93.699 |
|
4.250 |
92.549 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
95.954 |
96.025 |
| PP |
95.926 |
96.011 |
| S1 |
95.898 |
95.996 |
|