ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	97.890	97.600	-0.290	-0.3%	99.660
High	98.030	98.305	0.275	0.3%	100.270
Low	97.170	97.515	0.345	0.4%	97.170
Close	97.707	98.160	0.453	0.5%	97.707
Range	0.860	0.790	-0.070	-8.1%	3.100
ATR	1.153	1.127	-0.026	-2.2%	0.000
Volume	57,701	34,995	-22,706	-39.4%	328,890

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.363	100.052	98.595
R3	99.573	99.262	98.377
R2	98.783	98.783	98.305
R1	98.472	98.472	98.232	98.628
PP	97.993	97.993	97.993	98.071
S1	97.682	97.682	98.088	97.838
S2	97.203	97.203	98.015
S3	96.413	96.892	97.943
S4	95.623	96.102	97.726

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	107.682	105.795	99.412
R3	104.582	102.695	98.560
R2	101.482	101.482	98.275
R1	99.595	99.595	97.991	98.989
PP	98.382	98.382	98.382	98.079
S1	96.495	96.495	97.423	95.889
S2	95.282	95.282	97.139
S3	92.182	93.395	96.855
S4	89.082	90.295	96.002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.985	97.170	2.815	2.9%	1.137	1.2%	35%	False	False	61,215
10	100.270	97.110	3.160	3.2%	1.067	1.1%	33%	False	False	55,138
20	100.270	96.315	3.955	4.0%	1.050	1.1%	47%	False	False	53,055
40	100.785	94.535	6.250	6.4%	1.127	1.1%	58%	False	False	46,955
60	100.785	94.135	6.650	6.8%	1.014	1.0%	61%	False	False	31,606
80	100.785	90.215	10.570	10.8%	0.934	1.0%	75%	False	False	23,823
100	100.785	88.000	12.785	13.0%	0.868	0.9%	79%	False	False	19,085
120	100.785	85.565	15.220	15.5%	0.793	0.8%	83%	False	False	15,909

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.216
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	101.663
2.618	100.373
1.618	99.583
1.000	99.095
0.618	98.793
HIGH	98.305
0.618	98.003
0.500	97.910
0.382	97.817
LOW	97.515
0.618	97.027
1.000	96.725
1.618	96.237
2.618	95.447
4.250	94.158

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	98.077	98.123
PP	97.993	98.085
S1	97.910	98.048

Download as Excel Spreadsheet

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

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