ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
96.750 |
96.745 |
-0.005 |
0.0% |
96.635 |
| High |
97.260 |
97.615 |
0.355 |
0.4% |
97.260 |
| Low |
96.575 |
96.725 |
0.150 |
0.2% |
96.400 |
| Close |
96.604 |
97.388 |
0.784 |
0.8% |
96.604 |
| Range |
0.685 |
0.890 |
0.205 |
29.9% |
0.860 |
| ATR |
0.801 |
0.816 |
0.015 |
1.9% |
0.000 |
| Volume |
17,971 |
15,601 |
-2,370 |
-13.2% |
62,972 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.913 |
99.540 |
97.878 |
|
| R3 |
99.023 |
98.650 |
97.633 |
|
| R2 |
98.133 |
98.133 |
97.551 |
|
| R1 |
97.760 |
97.760 |
97.470 |
97.947 |
| PP |
97.243 |
97.243 |
97.243 |
97.336 |
| S1 |
96.870 |
96.870 |
97.306 |
97.057 |
| S2 |
96.353 |
96.353 |
97.225 |
|
| S3 |
95.463 |
95.980 |
97.143 |
|
| S4 |
94.573 |
95.090 |
96.899 |
|
|
| 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 |
97.615 |
96.400 |
1.215 |
1.2% |
0.608 |
0.6% |
81% |
True |
False |
15,714 |
| 10 |
97.615 |
95.280 |
2.335 |
2.4% |
0.747 |
0.8% |
90% |
True |
False |
26,345 |
| 20 |
99.880 |
95.280 |
4.600 |
4.7% |
0.821 |
0.8% |
46% |
False |
False |
30,837 |
| 40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.744 |
0.8% |
45% |
False |
False |
30,242 |
| 60 |
100.700 |
95.280 |
5.420 |
5.6% |
0.764 |
0.8% |
39% |
False |
False |
26,722 |
| 80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.731 |
0.8% |
39% |
False |
False |
20,359 |
| 100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.708 |
0.7% |
50% |
False |
False |
16,345 |
| 120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.679 |
0.7% |
50% |
False |
False |
13,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.398 |
|
2.618 |
99.945 |
|
1.618 |
99.055 |
|
1.000 |
98.505 |
|
0.618 |
98.165 |
|
HIGH |
97.615 |
|
0.618 |
97.275 |
|
0.500 |
97.170 |
|
0.382 |
97.065 |
|
LOW |
96.725 |
|
0.618 |
96.175 |
|
1.000 |
95.835 |
|
1.618 |
95.285 |
|
2.618 |
94.395 |
|
4.250 |
92.943 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.315 |
97.290 |
| PP |
97.243 |
97.193 |
| S1 |
97.170 |
97.095 |
|