ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
96.175 |
96.295 |
0.120 |
0.1% |
97.335 |
| High |
96.705 |
96.521 |
-0.184 |
-0.2% |
98.430 |
| Low |
95.940 |
96.175 |
0.235 |
0.2% |
95.940 |
| Close |
96.172 |
96.521 |
0.349 |
0.4% |
96.172 |
| Range |
0.765 |
0.346 |
-0.419 |
-54.8% |
2.490 |
| ATR |
0.834 |
0.799 |
-0.035 |
-4.2% |
0.000 |
| Volume |
16,878 |
1,286 |
-15,592 |
-92.4% |
128,425 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.444 |
97.328 |
96.711 |
|
| R3 |
97.098 |
96.982 |
96.616 |
|
| R2 |
96.752 |
96.752 |
96.584 |
|
| R1 |
96.636 |
96.636 |
96.553 |
96.694 |
| PP |
96.406 |
96.406 |
96.406 |
96.435 |
| S1 |
96.290 |
96.290 |
96.489 |
96.348 |
| S2 |
96.060 |
96.060 |
96.458 |
|
| S3 |
95.714 |
95.944 |
96.426 |
|
| S4 |
95.368 |
95.598 |
96.331 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.317 |
102.735 |
97.542 |
|
| R3 |
101.827 |
100.245 |
96.857 |
|
| R2 |
99.337 |
99.337 |
96.629 |
|
| R1 |
97.755 |
97.755 |
96.400 |
97.301 |
| PP |
96.847 |
96.847 |
96.847 |
96.621 |
| S1 |
95.265 |
95.265 |
95.944 |
94.811 |
| S2 |
94.357 |
94.357 |
95.716 |
|
| S3 |
91.867 |
92.775 |
95.487 |
|
| S4 |
89.377 |
90.285 |
94.803 |
|
|
| 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% |
0.926 |
1.0% |
23% |
False |
False |
23,044 |
| 10 |
98.595 |
95.940 |
2.655 |
2.8% |
0.813 |
0.8% |
22% |
False |
False |
21,953 |
| 20 |
98.595 |
95.940 |
2.655 |
2.8% |
0.668 |
0.7% |
22% |
False |
False |
20,132 |
| 40 |
99.950 |
95.280 |
4.670 |
4.8% |
0.750 |
0.8% |
27% |
False |
False |
28,492 |
| 60 |
99.950 |
95.280 |
4.670 |
4.8% |
0.725 |
0.8% |
27% |
False |
False |
28,007 |
| 80 |
100.700 |
95.280 |
5.420 |
5.6% |
0.735 |
0.8% |
23% |
False |
False |
24,232 |
| 100 |
100.700 |
94.970 |
5.730 |
5.9% |
0.725 |
0.8% |
27% |
False |
False |
19,548 |
| 120 |
100.700 |
94.050 |
6.650 |
6.9% |
0.699 |
0.7% |
37% |
False |
False |
16,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.992 |
|
2.618 |
97.427 |
|
1.618 |
97.081 |
|
1.000 |
96.867 |
|
0.618 |
96.735 |
|
HIGH |
96.521 |
|
0.618 |
96.389 |
|
0.500 |
96.348 |
|
0.382 |
96.307 |
|
LOW |
96.175 |
|
0.618 |
95.961 |
|
1.000 |
95.829 |
|
1.618 |
95.615 |
|
2.618 |
95.269 |
|
4.250 |
94.705 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
96.463 |
97.185 |
| PP |
96.406 |
96.964 |
| S1 |
96.348 |
96.742 |
|