ICE US Dollar Index Future June 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 97.850 99.300 1.450 1.5% 100.650
High 99.765 99.460 -0.305 -0.3% 100.715
Low 97.365 97.695 0.330 0.3% 94.765
Close 99.584 98.171 -1.413 -1.4% 98.171
Range 2.400 1.765 -0.635 -26.5% 5.950
ATR 1.289 1.332 0.043 3.3% 0.000
Volume 96,932 87,647 -9,285 -9.6% 405,046
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 103.737 102.719 99.142
R3 101.972 100.954 98.656
R2 100.207 100.207 98.495
R1 99.189 99.189 98.333 98.816
PP 98.442 98.442 98.442 98.255
S1 97.424 97.424 98.009 97.051
S2 96.677 96.677 97.847
S3 94.912 95.659 97.686
S4 93.147 93.894 97.200
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 115.734 112.902 101.444
R3 109.784 106.952 99.807
R2 103.834 103.834 99.262
R1 101.002 101.002 98.716 99.443
PP 97.884 97.884 97.884 97.104
S1 95.052 95.052 97.626 93.493
S2 91.934 91.934 97.080
S3 85.984 89.102 96.535
S4 80.034 83.152 94.899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.715 94.765 5.950 6.1% 2.232 2.3% 57% False False 81,009
10 100.785 94.765 6.020 6.1% 1.684 1.7% 57% False False 75,579
20 100.785 94.535 6.250 6.4% 1.203 1.2% 58% False False 40,855
40 100.785 94.135 6.650 6.8% 0.996 1.0% 61% False False 20,881
60 100.785 90.215 10.570 10.8% 0.895 0.9% 75% False False 14,079
80 100.785 88.000 12.785 13.0% 0.822 0.8% 80% False False 10,592
100 100.785 85.565 15.220 15.5% 0.741 0.8% 83% False False 8,479
120 100.785 84.895 15.890 16.2% 0.679 0.7% 84% False False 7,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.176
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.961
2.618 104.081
1.618 102.316
1.000 101.225
0.618 100.551
HIGH 99.460
0.618 98.786
0.500 98.578
0.382 98.369
LOW 97.695
0.618 96.604
1.000 95.930
1.618 94.839
2.618 93.074
4.250 90.194
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 98.578 97.928
PP 98.442 97.685
S1 98.307 97.443

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

View Archives - Comment on this page... - Back to Index of Symbols