ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 86.060 85.950 -0.110 -0.1% 85.610
High 86.140 85.975 -0.165 -0.2% 86.185
Low 85.800 85.680 -0.120 -0.1% 84.985
Close 85.996 85.746 -0.250 -0.3% 85.996
Range 0.340 0.295 -0.045 -13.2% 1.200
ATR 0.552 0.535 -0.017 -3.1% 0.000
Volume 110 94 -16 -14.5% 1,401
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.685 86.511 85.908
R3 86.390 86.216 85.827
R2 86.095 86.095 85.800
R1 85.921 85.921 85.773 85.861
PP 85.800 85.800 85.800 85.770
S1 85.626 85.626 85.719 85.566
S2 85.505 85.505 85.692
S3 85.210 85.331 85.665
S4 84.915 85.036 85.584
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.322 88.859 86.656
R3 88.122 87.659 86.326
R2 86.922 86.922 86.216
R1 86.459 86.459 86.106 86.691
PP 85.722 85.722 85.722 85.838
S1 85.259 85.259 85.886 85.491
S2 84.522 84.522 85.776
S3 83.322 84.059 85.666
S4 82.122 82.859 85.336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.185 84.985 1.200 1.4% 0.398 0.5% 63% False False 264
10 86.310 84.765 1.545 1.8% 0.567 0.7% 63% False False 412
20 87.030 84.765 2.265 2.6% 0.619 0.7% 43% False False 376
40 87.030 83.045 3.985 4.6% 0.516 0.6% 68% False False 247
60 87.030 81.620 5.410 6.3% 0.394 0.5% 76% False False 171
80 87.030 80.245 6.785 7.9% 0.308 0.4% 81% False False 129
100 87.030 80.058 6.972 8.1% 0.251 0.3% 82% False False 104
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.114
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.229
2.618 86.747
1.618 86.452
1.000 86.270
0.618 86.157
HIGH 85.975
0.618 85.862
0.500 85.828
0.382 85.793
LOW 85.680
0.618 85.498
1.000 85.385
1.618 85.203
2.618 84.908
4.250 84.426
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 85.828 85.933
PP 85.800 85.870
S1 85.773 85.808

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

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