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
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.308
Narrowest range in 11 trading days
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

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

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