ICE US Dollar Index Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 100.225 99.555 -0.670 -0.7% 98.160
High 100.635 100.785 0.150 0.1% 100.785
Low 99.070 99.550 0.480 0.5% 97.910
Close 99.823 100.717 0.894 0.9% 100.717
Range 1.565 1.235 -0.330 -21.1% 2.875
ATR 0.869 0.895 0.026 3.0% 0.000
Volume 119,788 93,098 -26,690 -22.3% 350,753
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 104.056 103.621 101.396
R3 102.821 102.386 101.057
R2 101.586 101.586 100.943
R1 101.151 101.151 100.830 101.369
PP 100.351 100.351 100.351 100.459
S1 99.916 99.916 100.604 100.134
S2 99.116 99.116 100.491
S3 97.881 98.681 100.377
S4 96.646 97.446 100.038
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 108.429 107.448 102.298
R3 105.554 104.573 101.508
R2 102.679 102.679 101.244
R1 101.698 101.698 100.981 102.189
PP 99.804 99.804 99.804 100.049
S1 98.823 98.823 100.453 99.314
S2 96.929 96.929 100.190
S3 94.054 95.948 99.926
S4 91.179 93.073 99.136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.785 97.910 2.875 2.9% 1.136 1.1% 98% True False 70,150
10 100.785 95.555 5.230 5.2% 0.956 0.9% 99% True False 40,403
20 100.785 94.480 6.305 6.3% 0.793 0.8% 99% True False 20,808
40 100.785 91.995 8.790 8.7% 0.866 0.9% 99% True False 10,853
60 100.785 88.115 12.670 12.6% 0.764 0.8% 99% True False 7,344
80 100.785 87.500 13.285 13.2% 0.711 0.7% 99% True False 5,531
100 100.785 85.520 15.265 15.2% 0.640 0.6% 100% True False 4,429
120 100.785 84.820 15.965 15.9% 0.592 0.6% 100% True False 3,693
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 0.119
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.034
2.618 104.018
1.618 102.783
1.000 102.020
0.618 101.548
HIGH 100.785
0.618 100.313
0.500 100.168
0.382 100.022
LOW 99.550
0.618 98.787
1.000 98.315
1.618 97.552
2.618 96.317
4.250 94.301
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 100.534 100.447
PP 100.351 100.177
S1 100.168 99.908

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

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