ICE US Dollar Index Future March 2015

Trading Metrics calculated at close of trading on 08-Jan-2015

Day Change Summary
	Previous	Current
	07-Jan-2015	08-Jan-2015	Change	Change %	Previous Week
Open	92.000	92.235	0.235	0.3%	90.310
High	92.510	92.760	0.250	0.3%	91.490
Low	91.900	92.220	0.320	0.3%	90.080
Close	92.115	92.602	0.487	0.5%	91.383
Range	0.610	0.540	-0.070	-11.5%	1.410
ATR	0.623	0.624	0.002	0.3%	0.000
Volume	43,831	28,010	-15,821	-36.1%	111,115

Daily Pivots for day following 08-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	94.147	93.915	92.899
R3	93.607	93.375	92.751
R2	93.067	93.067	92.701
R1	92.835	92.835	92.652	92.951
PP	92.527	92.527	92.527	92.586
S1	92.295	92.295	92.553	92.411
S2	91.987	91.987	92.503
S3	91.447	91.755	92.454
S4	90.907	91.215	92.305

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	92.760	90.800	1.960	2.1%	0.571	0.6%	92%	True	False	40,835
10	92.760	90.070	2.690	2.9%	0.497	0.5%	94%	True	False	29,019
20	92.760	87.830	4.930	5.3%	0.583	0.6%	97%	True	False	34,648
40	92.760	87.425	5.335	5.8%	0.611	0.7%	97%	True	False	19,508
60	92.760	84.765	7.995	8.6%	0.611	0.7%	98%	True	False	13,203
80	92.760	84.185	8.575	9.3%	0.598	0.6%	98%	True	False	9,960
100	92.760	81.855	10.905	11.8%	0.538	0.6%	99%	True	False	7,982
120	92.760	80.820	11.940	12.9%	0.461	0.5%	99%	True	False	6,653

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	0.106
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.055
2.618	94.174
1.618	93.634
1.000	93.300
0.618	93.094
HIGH	92.760
0.618	92.554
0.500	92.490
0.382	92.426
LOW	92.220
0.618	91.886
1.000	91.680
1.618	91.346
2.618	90.806
4.250	89.925

Fisher Pivots for day following 08-Jan-2015
Pivot	1 day	3 day
R1	92.565	92.431
PP	92.527	92.259
S1	92.490	92.088

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols