ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 85.950 86.830 0.880 1.0% 86.025
High 87.030 86.985 -0.045 -0.1% 87.030
Low 85.950 85.925 -0.025 0.0% 85.710
Close 86.983 86.209 -0.774 -0.9% 86.983
Range 1.080 1.060 -0.020 -1.9% 1.320
ATR 0.462 0.504 0.043 9.3% 0.000
Volume 214 326 112 52.3% 1,191
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.553 88.941 86.792
R3 88.493 87.881 86.501
R2 87.433 87.433 86.403
R1 86.821 86.821 86.306 86.597
PP 86.373 86.373 86.373 86.261
S1 85.761 85.761 86.112 85.537
S2 85.313 85.313 86.015
S3 84.253 84.701 85.918
S4 83.193 83.641 85.626
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.534 90.079 87.709
R3 89.214 88.759 87.346
R2 87.894 87.894 87.225
R1 87.439 87.439 87.104 87.667
PP 86.574 86.574 86.574 86.688
S1 86.119 86.119 86.862 86.347
S2 85.254 85.254 86.741
S3 83.934 84.799 86.620
S4 82.614 83.479 86.257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.030 85.710 1.320 1.5% 0.734 0.9% 38% False False 290
10 87.030 84.620 2.410 2.8% 0.574 0.7% 66% False False 219
20 87.030 84.185 2.845 3.3% 0.473 0.5% 71% False False 179
40 87.030 81.689 5.341 6.2% 0.358 0.4% 85% False False 104
60 87.030 80.470 6.560 7.6% 0.265 0.3% 87% False False 71
80 87.030 80.058 6.972 8.1% 0.203 0.2% 88% False False 54
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 0.056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.490
2.618 89.760
1.618 88.700
1.000 88.045
0.618 87.640
HIGH 86.985
0.618 86.580
0.500 86.455
0.382 86.330
LOW 85.925
0.618 85.270
1.000 84.865
1.618 84.210
2.618 83.150
4.250 81.420
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 86.455 86.370
PP 86.373 86.316
S1 86.291 86.263

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

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