ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 85.370 85.470 0.100 0.1% 84.945
High 85.740 85.975 0.235 0.3% 85.975
Low 85.330 85.470 0.140 0.2% 84.620
Close 85.458 85.922 0.464 0.5% 85.922
Range 0.410 0.505 0.095 23.2% 1.355
ATR 0.367 0.377 0.011 2.9% 0.000
Volume 226 229 3 1.3% 839
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 87.304 87.118 86.200
R3 86.799 86.613 86.061
R2 86.294 86.294 86.015
R1 86.108 86.108 85.968 86.201
PP 85.789 85.789 85.789 85.836
S1 85.603 85.603 85.876 85.696
S2 85.284 85.284 85.829
S3 84.779 85.098 85.783
S4 84.274 84.593 85.644
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 89.571 89.101 86.667
R3 88.216 87.746 86.295
R2 86.861 86.861 86.170
R1 86.391 86.391 86.046 86.626
PP 85.506 85.506 85.506 85.623
S1 85.036 85.036 85.798 85.271
S2 84.151 84.151 85.674
S3 82.796 83.681 85.549
S4 81.441 82.326 85.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.975 84.620 1.355 1.6% 0.409 0.5% 96% True False 167
10 85.975 84.185 1.790 2.1% 0.431 0.5% 97% True False 122
20 85.975 82.700 3.275 3.8% 0.414 0.5% 98% True False 117
40 85.975 81.590 4.385 5.1% 0.281 0.3% 99% True False 67
60 85.975 80.245 5.730 6.7% 0.199 0.2% 99% True False 46
80 85.975 80.058 5.917 6.9% 0.155 0.2% 99% True False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.121
2.618 87.297
1.618 86.792
1.000 86.480
0.618 86.287
HIGH 85.975
0.618 85.782
0.500 85.723
0.382 85.663
LOW 85.470
0.618 85.158
1.000 84.965
1.618 84.653
2.618 84.148
4.250 83.324
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 85.856 85.756
PP 85.789 85.591
S1 85.723 85.425

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

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