ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 85.470 86.025 0.555 0.6% 84.945
High 85.975 86.060 0.085 0.1% 85.975
Low 85.470 85.745 0.275 0.3% 84.620
Close 85.922 85.879 -0.043 -0.1% 85.922
Range 0.505 0.315 -0.190 -37.6% 1.355
ATR 0.377 0.373 -0.004 -1.2% 0.000
Volume 229 63 -166 -72.5% 839
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 86.840 86.674 86.052
R3 86.525 86.359 85.966
R2 86.210 86.210 85.937
R1 86.044 86.044 85.908 85.970
PP 85.895 85.895 85.895 85.857
S1 85.729 85.729 85.850 85.655
S2 85.580 85.580 85.821
S3 85.265 85.414 85.792
S4 84.950 85.099 85.706
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 86.060 84.620 1.440 1.7% 0.414 0.5% 87% True False 148
10 86.060 84.185 1.875 2.2% 0.449 0.5% 90% True False 124
20 86.060 83.045 3.015 3.5% 0.413 0.5% 94% True False 118
40 86.060 81.620 4.440 5.2% 0.282 0.3% 96% True False 69
60 86.060 80.245 5.815 6.8% 0.204 0.2% 97% True False 47
80 86.060 80.058 6.002 7.0% 0.159 0.2% 97% True False 36
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 True
Stretch 0.051
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.399
2.618 86.885
1.618 86.570
1.000 86.375
0.618 86.255
HIGH 86.060
0.618 85.940
0.500 85.903
0.382 85.865
LOW 85.745
0.618 85.550
1.000 85.430
1.618 85.235
2.618 84.920
4.250 84.406
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 85.903 85.818
PP 85.895 85.756
S1 85.887 85.695

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

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