ICE US Dollar Index Future March 2018


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 93.410 93.675 0.265 0.3% 94.100
High 93.690 93.750 0.060 0.1% 94.225
Low 93.175 93.500 0.325 0.3% 93.025
Close 93.677 93.547 -0.130 -0.1% 93.255
Range 0.515 0.250 -0.265 -51.5% 1.200
ATR 0.429 0.416 -0.013 -3.0% 0.000
Volume 294 208 -86 -29.3% 1,540
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 94.349 94.198 93.685
R3 94.099 93.948 93.616
R2 93.849 93.849 93.593
R1 93.698 93.698 93.570 93.649
PP 93.599 93.599 93.599 93.574
S1 93.448 93.448 93.524 93.399
S2 93.349 93.349 93.501
S3 93.099 93.198 93.478
S4 92.849 92.948 93.410
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 97.102 96.378 93.915
R3 95.902 95.178 93.585
R2 94.702 94.702 93.475
R1 93.978 93.978 93.365 93.740
PP 93.502 93.502 93.502 93.383
S1 92.778 92.778 93.145 92.540
S2 92.302 92.302 93.035
S3 91.102 91.578 92.925
S4 89.902 90.378 92.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.750 93.025 0.725 0.8% 0.360 0.4% 72% True False 282
10 94.535 93.025 1.510 1.6% 0.381 0.4% 35% False False 297
20 94.760 93.025 1.735 1.9% 0.422 0.5% 30% False False 297
40 94.760 92.315 2.445 2.6% 0.409 0.4% 50% False False 216
60 94.760 90.680 4.080 4.4% 0.429 0.5% 70% False False 171
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.084
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.813
2.618 94.405
1.618 94.155
1.000 94.000
0.618 93.905
HIGH 93.750
0.618 93.655
0.500 93.625
0.382 93.596
LOW 93.500
0.618 93.346
1.000 93.250
1.618 93.096
2.618 92.846
4.250 92.438
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 93.625 93.510
PP 93.599 93.472
S1 93.573 93.435

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

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