ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
96.835 |
96.750 |
-0.085 |
-0.1% |
96.635 |
| High |
97.100 |
97.260 |
0.160 |
0.2% |
97.260 |
| Low |
96.705 |
96.575 |
-0.130 |
-0.1% |
96.400 |
| Close |
96.960 |
96.604 |
-0.356 |
-0.4% |
96.604 |
| Range |
0.395 |
0.685 |
0.290 |
73.4% |
0.860 |
| ATR |
0.810 |
0.801 |
-0.009 |
-1.1% |
0.000 |
| Volume |
13,496 |
17,971 |
4,475 |
33.2% |
62,972 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.868 |
98.421 |
96.981 |
|
| R3 |
98.183 |
97.736 |
96.792 |
|
| R2 |
97.498 |
97.498 |
96.730 |
|
| R1 |
97.051 |
97.051 |
96.667 |
96.932 |
| PP |
96.813 |
96.813 |
96.813 |
96.754 |
| S1 |
96.366 |
96.366 |
96.541 |
96.247 |
| S2 |
96.128 |
96.128 |
96.478 |
|
| S3 |
95.443 |
95.681 |
96.416 |
|
| S4 |
94.758 |
94.996 |
96.227 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.335 |
98.829 |
97.077 |
|
| R3 |
98.475 |
97.969 |
96.841 |
|
| R2 |
97.615 |
97.615 |
96.762 |
|
| R1 |
97.109 |
97.109 |
96.683 |
96.932 |
| PP |
96.755 |
96.755 |
96.755 |
96.666 |
| S1 |
96.249 |
96.249 |
96.525 |
96.072 |
| S2 |
95.895 |
95.895 |
96.446 |
|
| S3 |
95.035 |
95.389 |
96.368 |
|
| S4 |
94.175 |
94.529 |
96.131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.260 |
95.545 |
1.715 |
1.8% |
0.571 |
0.6% |
62% |
True |
False |
18,110 |
| 10 |
97.500 |
95.280 |
2.220 |
2.3% |
0.784 |
0.8% |
60% |
False |
False |
29,019 |
| 20 |
99.880 |
95.280 |
4.600 |
4.8% |
0.800 |
0.8% |
29% |
False |
False |
31,379 |
| 40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.734 |
0.8% |
28% |
False |
False |
30,295 |
| 60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.754 |
0.8% |
24% |
False |
False |
26,506 |
| 80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.725 |
0.8% |
24% |
False |
False |
20,167 |
| 100 |
100.700 |
94.050 |
6.650 |
6.9% |
0.704 |
0.7% |
38% |
False |
False |
16,191 |
| 120 |
100.700 |
94.050 |
6.650 |
6.9% |
0.673 |
0.7% |
38% |
False |
False |
13,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.171 |
|
2.618 |
99.053 |
|
1.618 |
98.368 |
|
1.000 |
97.945 |
|
0.618 |
97.683 |
|
HIGH |
97.260 |
|
0.618 |
96.998 |
|
0.500 |
96.918 |
|
0.382 |
96.837 |
|
LOW |
96.575 |
|
0.618 |
96.152 |
|
1.000 |
95.890 |
|
1.618 |
95.467 |
|
2.618 |
94.782 |
|
4.250 |
93.664 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.918 |
96.918 |
| PP |
96.813 |
96.813 |
| S1 |
96.709 |
96.709 |
|