ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 92.370 92.565 0.195 0.2% 92.040
High 93.300 93.565 0.265 0.3% 93.565
Low 91.495 92.380 0.885 1.0% 91.495
Close 92.608 92.890 0.282 0.3% 92.890
Range 1.805 1.185 -0.620 -34.3% 2.070
ATR 0.725 0.758 0.033 4.5% 0.000
Volume 80,171 60,076 -20,095 -25.1% 257,020
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 96.500 95.880 93.542
R3 95.315 94.695 93.216
R2 94.130 94.130 93.107
R1 93.510 93.510 92.999 93.820
PP 92.945 92.945 92.945 93.100
S1 92.325 92.325 92.781 92.635
S2 91.760 91.760 92.673
S3 90.575 91.140 92.564
S4 89.390 89.955 92.238
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 98.860 97.945 94.029
R3 96.790 95.875 93.459
R2 94.720 94.720 93.270
R1 93.805 93.805 93.080 94.263
PP 92.650 92.650 92.650 92.879
S1 91.735 91.735 92.700 92.193
S2 90.580 90.580 92.511
S3 88.510 89.665 92.321
S4 86.440 87.595 91.752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.565 91.495 2.070 2.2% 1.020 1.1% 67% True False 51,404
10 93.565 91.415 2.150 2.3% 0.791 0.9% 69% True False 46,159
20 93.565 89.120 4.445 4.8% 0.634 0.7% 85% True False 34,829
40 93.565 87.595 5.970 6.4% 0.667 0.7% 89% True False 26,949
60 93.565 85.420 8.145 8.8% 0.634 0.7% 92% True False 18,186
80 93.565 84.765 8.800 9.5% 0.635 0.7% 92% True False 13,730
100 93.565 82.575 10.990 11.8% 0.584 0.6% 94% True False 11,003
120 93.565 81.415 12.150 13.1% 0.507 0.5% 94% True False 9,172
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 0.222
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.601
2.618 96.667
1.618 95.482
1.000 94.750
0.618 94.297
HIGH 93.565
0.618 93.112
0.500 92.973
0.382 92.833
LOW 92.380
0.618 91.648
1.000 91.195
1.618 90.463
2.618 89.278
4.250 87.344
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 92.973 92.770
PP 92.945 92.650
S1 92.918 92.530

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

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