ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 92.460 92.370 -0.090 -0.1% 91.730
High 92.635 93.300 0.665 0.7% 92.760
Low 91.800 91.495 -0.305 -0.3% 91.415
Close 92.345 92.608 0.263 0.3% 92.147
Range 0.835 1.805 0.970 116.2% 1.345
ATR 0.642 0.725 0.083 12.9% 0.000
Volume 50,462 80,171 29,709 58.9% 204,577
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 97.883 97.050 93.601
R3 96.078 95.245 93.104
R2 94.273 94.273 92.939
R1 93.440 93.440 92.773 93.857
PP 92.468 92.468 92.468 92.676
S1 91.635 91.635 92.443 92.052
S2 90.663 90.663 92.277
S3 88.858 89.830 92.112
S4 87.053 88.025 91.615
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 96.142 95.490 92.887
R3 94.797 94.145 92.517
R2 93.452 93.452 92.394
R1 92.800 92.800 92.270 93.126
PP 92.107 92.107 92.107 92.271
S1 91.455 91.455 92.024 91.781
S2 90.762 90.762 91.900
S3 89.417 90.110 91.777
S4 88.072 88.765 91.407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.300 91.495 1.805 1.9% 0.911 1.0% 62% True True 48,435
10 93.300 90.800 2.500 2.7% 0.741 0.8% 72% True False 44,635
20 93.300 88.085 5.215 5.6% 0.638 0.7% 87% True False 34,865
40 93.300 87.595 5.705 6.2% 0.647 0.7% 88% True False 25,471
60 93.300 84.985 8.315 9.0% 0.625 0.7% 92% True False 17,192
80 93.300 84.620 8.680 9.4% 0.625 0.7% 92% True False 12,981
100 93.300 82.575 10.725 11.6% 0.573 0.6% 94% True False 10,403
120 93.300 81.330 11.970 12.9% 0.498 0.5% 94% True False 8,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.205
Widest range in 158 trading days
Fibonacci Retracements and Extensions
4.250 100.971
2.618 98.025
1.618 96.220
1.000 95.105
0.618 94.415
HIGH 93.300
0.618 92.610
0.500 92.398
0.382 92.185
LOW 91.495
0.618 90.380
1.000 89.690
1.618 88.575
2.618 86.770
4.250 83.824
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 92.538 92.538
PP 92.468 92.468
S1 92.398 92.398

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

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