ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 91.570 92.000 0.430 0.5% 90.310
High 91.930 92.510 0.580 0.6% 91.490
Low 91.415 91.900 0.485 0.5% 90.080
Close 91.738 92.115 0.377 0.4% 91.383
Range 0.515 0.610 0.095 18.4% 1.410
ATR 0.611 0.623 0.011 1.9% 0.000
Volume 44,993 43,831 -1,162 -2.6% 111,115
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 94.005 93.670 92.451
R3 93.395 93.060 92.283
R2 92.785 92.785 92.227
R1 92.450 92.450 92.171 92.618
PP 92.175 92.175 92.175 92.259
S1 91.840 91.840 92.059 92.008
S2 91.565 91.565 92.003
S3 90.955 91.230 91.947
S4 90.345 90.620 91.780
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 95.214 94.709 92.159
R3 93.804 93.299 91.771
R2 92.394 92.394 91.642
R1 91.889 91.889 91.512 92.142
PP 90.984 90.984 90.984 91.111
S1 90.479 90.479 91.254 90.732
S2 89.574 89.574 91.125
S3 88.164 89.069 90.995
S4 86.754 87.659 90.608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.510 90.155 2.355 2.6% 0.565 0.6% 83% True False 38,938
10 92.510 89.845 2.665 2.9% 0.499 0.5% 85% True False 28,826
20 92.510 87.830 4.680 5.1% 0.613 0.7% 92% True False 34,440
40 92.510 87.425 5.085 5.5% 0.614 0.7% 92% True False 18,838
60 92.510 84.765 7.745 8.4% 0.611 0.7% 95% True False 12,742
80 92.510 84.185 8.325 9.0% 0.593 0.6% 95% True False 9,610
100 92.510 81.689 10.821 11.7% 0.532 0.6% 96% True False 7,702
120 92.510 80.705 11.805 12.8% 0.458 0.5% 97% True False 6,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.114
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.103
2.618 94.107
1.618 93.497
1.000 93.120
0.618 92.887
HIGH 92.510
0.618 92.277
0.500 92.205
0.382 92.133
LOW 91.900
0.618 91.523
1.000 91.290
1.618 90.913
2.618 90.303
4.250 89.308
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 92.205 92.064
PP 92.175 92.013
S1 92.145 91.963

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

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