ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
96.635 |
96.985 |
0.350 |
0.4% |
97.050 |
| High |
97.000 |
97.115 |
0.115 |
0.1% |
97.500 |
| Low |
96.400 |
96.645 |
0.245 |
0.3% |
95.280 |
| Close |
96.875 |
96.800 |
-0.075 |
-0.1% |
95.982 |
| Range |
0.600 |
0.470 |
-0.130 |
-21.7% |
2.220 |
| ATR |
0.870 |
0.842 |
-0.029 |
-3.3% |
0.000 |
| Volume |
17,320 |
14,185 |
-3,135 |
-18.1% |
184,884 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.263 |
98.002 |
97.059 |
|
| R3 |
97.793 |
97.532 |
96.929 |
|
| R2 |
97.323 |
97.323 |
96.886 |
|
| R1 |
97.062 |
97.062 |
96.843 |
96.958 |
| PP |
96.853 |
96.853 |
96.853 |
96.801 |
| S1 |
96.592 |
96.592 |
96.757 |
96.488 |
| S2 |
96.383 |
96.383 |
96.714 |
|
| S3 |
95.913 |
96.122 |
96.671 |
|
| S4 |
95.443 |
95.652 |
96.542 |
|
|
| 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 |
97.115 |
95.280 |
1.835 |
1.9% |
0.677 |
0.7% |
83% |
True |
False |
28,755 |
| 10 |
98.955 |
95.280 |
3.675 |
3.8% |
1.004 |
1.0% |
41% |
False |
False |
36,769 |
| 20 |
99.950 |
95.280 |
4.670 |
4.8% |
0.824 |
0.9% |
33% |
False |
False |
34,916 |
| 40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.737 |
0.8% |
33% |
False |
False |
30,774 |
| 60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.754 |
0.8% |
28% |
False |
False |
26,055 |
| 80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.730 |
0.8% |
28% |
False |
False |
19,785 |
| 100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.704 |
0.7% |
41% |
False |
False |
15,879 |
| 120 |
100.700 |
94.050 |
6.650 |
6.9% |
0.674 |
0.7% |
41% |
False |
False |
13,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.113 |
|
2.618 |
98.345 |
|
1.618 |
97.875 |
|
1.000 |
97.585 |
|
0.618 |
97.405 |
|
HIGH |
97.115 |
|
0.618 |
96.935 |
|
0.500 |
96.880 |
|
0.382 |
96.825 |
|
LOW |
96.645 |
|
0.618 |
96.355 |
|
1.000 |
96.175 |
|
1.618 |
95.885 |
|
2.618 |
95.415 |
|
4.250 |
94.648 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.880 |
96.643 |
| PP |
96.853 |
96.487 |
| S1 |
96.827 |
96.330 |
|