ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 92.565 93.050 0.485 0.5% 92.040
High 93.565 93.385 -0.180 -0.2% 93.565
Low 92.380 92.840 0.460 0.5% 91.495
Close 92.890 93.349 0.459 0.5% 92.890
Range 1.185 0.545 -0.640 -54.0% 2.070
ATR 0.758 0.743 -0.015 -2.0% 0.000
Volume 60,076 32,220 -27,856 -46.4% 257,020
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 94.826 94.633 93.649
R3 94.281 94.088 93.499
R2 93.736 93.736 93.449
R1 93.543 93.543 93.399 93.640
PP 93.191 93.191 93.191 93.240
S1 92.998 92.998 93.299 93.095
S2 92.646 92.646 93.249
S3 92.101 92.453 93.199
S4 91.556 91.908 93.049
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% 0.996 1.1% 90% False False 51,420
10 93.565 91.415 2.150 2.3% 0.795 0.9% 90% False False 45,130
20 93.565 89.380 4.185 4.5% 0.636 0.7% 95% False False 34,780
40 93.565 87.700 5.865 6.3% 0.669 0.7% 96% False False 27,732
60 93.565 85.420 8.145 8.7% 0.635 0.7% 97% False False 18,719
80 93.565 84.765 8.800 9.4% 0.636 0.7% 98% False False 14,132
100 93.565 82.575 10.990 11.8% 0.588 0.6% 98% False False 11,325
120 93.565 81.590 11.975 12.8% 0.511 0.5% 98% False False 9,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.225
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.701
2.618 94.812
1.618 94.267
1.000 93.930
0.618 93.722
HIGH 93.385
0.618 93.177
0.500 93.113
0.382 93.048
LOW 92.840
0.618 92.503
1.000 92.295
1.618 91.958
2.618 91.413
4.250 90.524
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 93.270 93.076
PP 93.191 92.803
S1 93.113 92.530

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

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