ICE US Dollar Index Future June 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 98.370 99.145 0.775 0.8% 95.830
High 99.265 100.540 1.275 1.3% 98.295
Low 98.370 99.030 0.660 0.7% 95.555
Close 99.211 100.364 1.153 1.2% 98.011
Range 0.895 1.510 0.615 68.7% 2.740
ATR 0.762 0.815 0.053 7.0% 0.000
Volume 40,643 70,782 30,139 74.2% 53,279
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 104.508 103.946 101.195
R3 102.998 102.436 100.779
R2 101.488 101.488 100.641
R1 100.926 100.926 100.502 101.207
PP 99.978 99.978 99.978 100.119
S1 99.416 99.416 100.226 99.697
S2 98.468 98.468 100.087
S3 96.958 97.906 99.949
S4 95.448 96.396 99.534
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 105.507 104.499 99.518
R3 102.767 101.759 98.765
R2 100.027 100.027 98.513
R1 99.019 99.019 98.262 99.523
PP 97.287 97.287 97.287 97.539
S1 96.279 96.279 97.760 96.783
S2 94.547 94.547 97.509
S3 91.807 93.539 97.258
S4 89.067 90.799 96.504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.540 96.575 3.965 4.0% 1.005 1.0% 96% True False 33,992
10 100.540 94.535 6.005 6.0% 0.861 0.9% 97% True False 19,509
20 100.540 94.480 6.060 6.0% 0.723 0.7% 97% True False 10,232
40 100.540 91.995 8.545 8.5% 0.831 0.8% 98% True False 5,564
60 100.540 88.115 12.425 12.4% 0.734 0.7% 99% True False 3,800
80 100.540 87.500 13.040 13.0% 0.687 0.7% 99% True False 2,871
100 100.540 85.355 15.185 15.1% 0.615 0.6% 99% True False 2,301
120 100.540 84.630 15.910 15.9% 0.568 0.6% 99% True False 1,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.117
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 106.958
2.618 104.493
1.618 102.983
1.000 102.050
0.618 101.473
HIGH 100.540
0.618 99.963
0.500 99.785
0.382 99.607
LOW 99.030
0.618 98.097
1.000 97.520
1.618 96.587
2.618 95.077
4.250 92.613
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 100.171 99.984
PP 99.978 99.605
S1 99.785 99.225

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

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