ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 85.250 85.610 0.360 0.4% 86.000
High 85.540 85.645 0.105 0.1% 86.310
Low 85.080 85.250 0.170 0.2% 84.765
Close 85.398 85.216 -0.182 -0.2% 85.398
Range 0.460 0.395 -0.065 -14.1% 1.545
ATR 0.616 0.601 -0.016 -2.6% 0.000
Volume 708 173 -535 -75.6% 3,017
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.555 86.281 85.433
R3 86.160 85.886 85.325
R2 85.765 85.765 85.288
R1 85.491 85.491 85.252 85.431
PP 85.370 85.370 85.370 85.340
S1 85.096 85.096 85.180 85.036
S2 84.975 84.975 85.144
S3 84.580 84.701 85.107
S4 84.185 84.306 84.999
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.126 89.307 86.248
R3 88.581 87.762 85.823
R2 87.036 87.036 85.681
R1 86.217 86.217 85.540 85.854
PP 85.491 85.491 85.491 85.310
S1 84.672 84.672 85.256 84.309
S2 83.946 83.946 85.115
S3 82.401 83.127 84.973
S4 80.856 81.582 84.548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.310 84.765 1.545 1.8% 0.736 0.9% 29% False False 560
10 86.365 84.765 1.600 1.9% 0.672 0.8% 28% False False 476
20 87.030 84.620 2.410 2.8% 0.623 0.7% 25% False False 347
40 87.030 82.575 4.455 5.2% 0.495 0.6% 59% False False 220
60 87.030 81.330 5.700 6.7% 0.370 0.4% 68% False False 150
80 87.030 80.058 6.972 8.2% 0.286 0.3% 74% False False 113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.140
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 87.324
2.618 86.679
1.618 86.284
1.000 86.040
0.618 85.889
HIGH 85.645
0.618 85.494
0.500 85.448
0.382 85.401
LOW 85.250
0.618 85.006
1.000 84.855
1.618 84.611
2.618 84.216
4.250 83.571
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 85.448 85.363
PP 85.370 85.314
S1 85.293 85.265

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

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