ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 96.985 96.835 -0.150 -0.2% 97.050
High 97.115 97.100 -0.015 0.0% 97.500
Low 96.645 96.705 0.060 0.1% 95.280
Close 96.800 96.960 0.160 0.2% 95.982
Range 0.470 0.395 -0.075 -16.0% 2.220
ATR 0.842 0.810 -0.032 -3.8% 0.000
Volume 14,185 13,496 -689 -4.9% 184,884
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 98.107 97.928 97.177
R3 97.712 97.533 97.069
R2 97.317 97.317 97.032
R1 97.138 97.138 96.996 97.228
PP 96.922 96.922 96.922 96.966
S1 96.743 96.743 96.924 96.833
S2 96.527 96.527 96.888
S3 96.132 96.348 96.851
S4 95.737 95.953 96.743
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 102.914 101.668 97.203
R3 100.694 99.448 96.593
R2 98.474 98.474 96.389
R1 97.228 97.228 96.186 96.741
PP 96.254 96.254 96.254 96.011
S1 95.008 95.008 95.779 94.521
S2 94.034 94.034 95.575
S3 91.814 92.788 95.372
S4 89.594 90.568 94.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.115 95.280 1.835 1.9% 0.558 0.6% 92% False False 24,334
10 97.500 95.280 2.220 2.3% 0.837 0.9% 76% False False 32,065
20 99.950 95.280 4.670 4.8% 0.814 0.8% 36% False False 33,903
40 99.950 95.280 4.670 4.8% 0.731 0.8% 36% False False 30,369
60 100.700 95.280 5.420 5.6% 0.750 0.8% 31% False False 26,239
80 100.700 95.280 5.420 5.6% 0.722 0.7% 31% False False 19,946
100 100.700 94.050 6.650 6.9% 0.703 0.7% 44% False False 16,013
120 100.700 94.050 6.650 6.9% 0.672 0.7% 44% False False 13,354
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.253
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 98.779
2.618 98.134
1.618 97.739
1.000 97.495
0.618 97.344
HIGH 97.100
0.618 96.949
0.500 96.903
0.382 96.856
LOW 96.705
0.618 96.461
1.000 96.310
1.618 96.066
2.618 95.671
4.250 95.026
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 96.941 96.893
PP 96.922 96.825
S1 96.903 96.758

These figures are updated between 7pm and 10pm EST after a trading day.

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