ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 96.405 96.710 0.305 0.3% 97.405
High 96.755 96.890 0.135 0.1% 98.500
Low 96.345 96.610 0.265 0.3% 96.110
Close 96.725 96.723 -0.002 0.0% 96.287
Range 0.410 0.280 -0.130 -31.7% 2.390
ATR 0.619 0.594 -0.024 -3.9% 0.000
Volume 18 41 23 127.8% 736
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 97.581 97.432 96.877
R3 97.301 97.152 96.800
R2 97.021 97.021 96.774
R1 96.872 96.872 96.749 96.947
PP 96.741 96.741 96.741 96.778
S1 96.592 96.592 96.697 96.667
S2 96.461 96.461 96.672
S3 96.181 96.312 96.646
S4 95.901 96.032 96.569
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 104.136 102.601 97.602
R3 101.746 100.211 96.944
R2 99.356 99.356 96.725
R1 97.821 97.821 96.506 97.394
PP 96.966 96.966 96.966 96.752
S1 95.431 95.431 96.068 95.004
S2 94.576 94.576 95.849
S3 92.186 93.041 95.630
S4 89.796 90.651 94.973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.500 96.110 2.390 2.5% 0.808 0.8% 26% False False 74
10 98.745 96.110 2.635 2.7% 0.649 0.7% 23% False False 93
20 98.745 96.110 2.635 2.7% 0.470 0.5% 23% False False 59
40 100.030 95.500 4.530 4.7% 0.470 0.5% 27% False False 40
60 100.030 95.500 4.530 4.7% 0.425 0.4% 27% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.214
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.080
2.618 97.623
1.618 97.343
1.000 97.170
0.618 97.063
HIGH 96.890
0.618 96.783
0.500 96.750
0.382 96.717
LOW 96.610
0.618 96.437
1.000 96.330
1.618 96.157
2.618 95.877
4.250 95.420
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 96.750 96.657
PP 96.741 96.591
S1 96.732 96.525

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

View Archives - Comment on this page... - Back to Index of Symbols