ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
98.235 |
97.645 |
-0.590 |
-0.6% |
98.180 |
| High |
98.355 |
98.050 |
-0.305 |
-0.3% |
98.595 |
| Low |
97.460 |
97.025 |
-0.435 |
-0.4% |
97.025 |
| Close |
97.601 |
97.343 |
-0.258 |
-0.3% |
97.343 |
| Range |
0.895 |
1.025 |
0.130 |
14.5% |
1.570 |
| ATR |
0.728 |
0.749 |
0.021 |
2.9% |
0.000 |
| Volume |
22,216 |
33,764 |
11,548 |
52.0% |
109,749 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.548 |
99.970 |
97.907 |
|
| R3 |
99.523 |
98.945 |
97.625 |
|
| R2 |
98.498 |
98.498 |
97.531 |
|
| R1 |
97.920 |
97.920 |
97.437 |
97.697 |
| PP |
97.473 |
97.473 |
97.473 |
97.361 |
| S1 |
96.895 |
96.895 |
97.249 |
96.672 |
| S2 |
96.448 |
96.448 |
97.155 |
|
| S3 |
95.423 |
95.870 |
97.061 |
|
| S4 |
94.398 |
94.845 |
96.779 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.364 |
101.424 |
98.207 |
|
| R3 |
100.794 |
99.854 |
97.775 |
|
| R2 |
99.224 |
99.224 |
97.631 |
|
| R1 |
98.284 |
98.284 |
97.487 |
97.969 |
| PP |
97.654 |
97.654 |
97.654 |
97.497 |
| S1 |
96.714 |
96.714 |
97.199 |
96.399 |
| S2 |
96.084 |
96.084 |
97.055 |
|
| S3 |
94.514 |
95.144 |
96.911 |
|
| S4 |
92.944 |
93.574 |
96.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.595 |
97.025 |
1.570 |
1.6% |
0.681 |
0.7% |
20% |
False |
True |
21,949 |
| 10 |
98.595 |
96.725 |
1.870 |
1.9% |
0.592 |
0.6% |
33% |
False |
False |
20,995 |
| 20 |
98.595 |
95.280 |
3.315 |
3.4% |
0.688 |
0.7% |
62% |
False |
False |
25,007 |
| 40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.737 |
0.8% |
44% |
False |
False |
30,361 |
| 60 |
99.950 |
95.280 |
4.670 |
4.8% |
0.719 |
0.7% |
44% |
False |
False |
28,859 |
| 80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.711 |
0.7% |
38% |
False |
False |
22,703 |
| 100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.704 |
0.7% |
50% |
False |
False |
18,266 |
| 120 |
100.700 |
94.050 |
6.650 |
6.8% |
0.694 |
0.7% |
50% |
False |
False |
15,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.406 |
|
2.618 |
100.733 |
|
1.618 |
99.708 |
|
1.000 |
99.075 |
|
0.618 |
98.683 |
|
HIGH |
98.050 |
|
0.618 |
97.658 |
|
0.500 |
97.538 |
|
0.382 |
97.417 |
|
LOW |
97.025 |
|
0.618 |
96.392 |
|
1.000 |
96.000 |
|
1.618 |
95.367 |
|
2.618 |
94.342 |
|
4.250 |
92.669 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.538 |
97.810 |
| PP |
97.473 |
97.654 |
| S1 |
97.408 |
97.499 |
|