ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
97.260 |
97.295 |
0.035 |
0.0% |
98.180 |
| High |
97.580 |
98.430 |
0.850 |
0.9% |
98.595 |
| Low |
96.935 |
95.940 |
-0.995 |
-1.0% |
97.025 |
| Close |
97.159 |
96.055 |
-1.104 |
-1.1% |
97.343 |
| Range |
0.645 |
2.490 |
1.845 |
286.0% |
1.570 |
| ATR |
0.712 |
0.839 |
0.127 |
17.8% |
0.000 |
| Volume |
27,937 |
52,905 |
24,968 |
89.4% |
109,749 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.278 |
102.657 |
97.425 |
|
| R3 |
101.788 |
100.167 |
96.740 |
|
| R2 |
99.298 |
99.298 |
96.512 |
|
| R1 |
97.677 |
97.677 |
96.283 |
97.243 |
| PP |
96.808 |
96.808 |
96.808 |
96.591 |
| S1 |
95.187 |
95.187 |
95.827 |
94.753 |
| S2 |
94.318 |
94.318 |
95.599 |
|
| S3 |
91.828 |
92.697 |
95.370 |
|
| S4 |
89.338 |
90.207 |
94.686 |
|
|
| 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 |
98.430 |
95.940 |
2.490 |
2.6% |
1.040 |
1.1% |
5% |
True |
True |
29,062 |
| 10 |
98.595 |
95.940 |
2.655 |
2.8% |
0.758 |
0.8% |
4% |
False |
True |
24,800 |
| 20 |
98.595 |
95.280 |
3.315 |
3.5% |
0.679 |
0.7% |
23% |
False |
False |
23,057 |
| 40 |
99.950 |
95.280 |
4.670 |
4.9% |
0.752 |
0.8% |
17% |
False |
False |
29,682 |
| 60 |
99.950 |
95.280 |
4.670 |
4.9% |
0.736 |
0.8% |
17% |
False |
False |
28,553 |
| 80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.732 |
0.8% |
14% |
False |
False |
24,039 |
| 100 |
100.700 |
94.810 |
5.890 |
6.1% |
0.721 |
0.8% |
21% |
False |
False |
19,369 |
| 120 |
100.700 |
94.050 |
6.650 |
6.9% |
0.702 |
0.7% |
30% |
False |
False |
16,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.013 |
|
2.618 |
104.949 |
|
1.618 |
102.459 |
|
1.000 |
100.920 |
|
0.618 |
99.969 |
|
HIGH |
98.430 |
|
0.618 |
97.479 |
|
0.500 |
97.185 |
|
0.382 |
96.891 |
|
LOW |
95.940 |
|
0.618 |
94.401 |
|
1.000 |
93.450 |
|
1.618 |
91.911 |
|
2.618 |
89.421 |
|
4.250 |
85.358 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.185 |
97.185 |
| PP |
96.808 |
96.808 |
| S1 |
96.432 |
96.432 |
|