ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 98.565 99.660 1.095 1.1% 95.375
High 99.970 100.065 0.095 0.1% 97.755
Low 98.465 98.640 0.175 0.2% 95.100
Close 99.785 99.411 -0.374 -0.4% 97.604
Range 1.505 1.425 -0.080 -5.3% 2.655
ATR 0.836 0.878 0.042 5.0% 0.000
Volume 88,436 72,341 -16,095 -18.2% 191,976
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 103.647 102.954 100.195
R3 102.222 101.529 99.803
R2 100.797 100.797 99.672
R1 100.104 100.104 99.542 99.738
PP 99.372 99.372 99.372 99.189
S1 98.679 98.679 99.280 98.313
S2 97.947 97.947 99.150
S3 96.522 97.254 99.019
S4 95.097 95.829 98.627
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 104.785 103.849 99.064
R3 102.130 101.194 98.334
R2 99.475 99.475 98.091
R1 98.539 98.539 97.847 99.007
PP 96.820 96.820 96.820 97.054
S1 95.884 95.884 97.361 96.352
S2 94.165 94.165 97.117
S3 91.510 93.229 96.874
S4 88.855 90.574 96.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.065 96.320 3.745 3.8% 1.158 1.2% 83% True False 66,603
10 100.065 94.855 5.210 5.2% 0.875 0.9% 87% True False 50,363
20 100.065 93.835 6.230 6.3% 0.789 0.8% 90% True False 42,086
40 100.065 91.495 8.570 8.6% 0.892 0.9% 92% True False 42,695
60 100.065 87.830 12.235 12.3% 0.787 0.8% 95% True False 39,485
80 100.065 87.425 12.640 12.7% 0.758 0.8% 95% True False 32,466
100 100.065 84.985 15.080 15.2% 0.714 0.7% 96% True False 26,096
120 100.065 84.500 15.565 15.7% 0.699 0.7% 96% True False 21,800
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 0.127
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.121
2.618 103.796
1.618 102.371
1.000 101.490
0.618 100.946
HIGH 100.065
0.618 99.521
0.500 99.353
0.382 99.184
LOW 98.640
0.618 97.759
1.000 97.215
1.618 96.334
2.618 94.909
4.250 92.584
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 99.392 99.246
PP 99.372 99.080
S1 99.353 98.915

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

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