ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 89.510 89.920 0.410 0.5% 88.465
High 89.880 89.985 0.105 0.1% 89.880
Low 89.380 89.580 0.200 0.2% 87.830
Close 89.841 89.949 0.108 0.1% 89.841
Range 0.500 0.405 -0.095 -19.0% 2.050
ATR 0.699 0.678 -0.021 -3.0% 0.000
Volume 28,393 16,464 -11,929 -42.0% 217,058
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 91.053 90.906 90.172
R3 90.648 90.501 90.060
R2 90.243 90.243 90.023
R1 90.096 90.096 89.986 90.170
PP 89.838 89.838 89.838 89.875
S1 89.691 89.691 89.912 89.765
S2 89.433 89.433 89.875
S3 89.028 89.286 89.838
S4 88.623 88.881 89.726
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 95.334 94.637 90.969
R3 93.284 92.587 90.405
R2 91.234 91.234 90.217
R1 90.537 90.537 90.029 90.886
PP 89.184 89.184 89.184 89.358
S1 88.487 88.487 89.653 88.836
S2 87.134 87.134 89.465
S3 85.084 86.437 89.277
S4 83.034 84.387 88.714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.985 87.830 2.155 2.4% 0.717 0.8% 98% True False 39,144
10 89.985 87.830 2.155 2.4% 0.727 0.8% 98% True False 40,055
20 89.985 87.760 2.225 2.5% 0.677 0.8% 98% True False 22,881
40 89.985 85.420 4.565 5.1% 0.643 0.7% 99% True False 11,796
60 89.985 84.765 5.220 5.8% 0.635 0.7% 99% True False 7,989
80 89.985 82.700 7.285 8.1% 0.580 0.6% 100% True False 6,021
100 89.985 81.590 8.395 9.3% 0.493 0.5% 100% True False 4,820
120 89.985 80.245 9.740 10.8% 0.417 0.5% 100% True False 4,018
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 False
Stretch 0.089
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 91.706
2.618 91.045
1.618 90.640
1.000 90.390
0.618 90.235
HIGH 89.985
0.618 89.830
0.500 89.783
0.382 89.735
LOW 89.580
0.618 89.330
1.000 89.175
1.618 88.925
2.618 88.520
4.250 87.859
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 89.894 89.817
PP 89.838 89.685
S1 89.783 89.553

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

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