ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 92.860 92.700 -0.160 -0.2% 90.895
High 92.860 93.225 0.365 0.4% 92.250
Low 92.200 92.700 0.500 0.5% 90.700
Close 92.418 92.820 0.402 0.4% 92.066
Range 0.660 0.525 -0.135 -20.5% 1.550
ATR 0.539 0.558 0.019 3.6% 0.000
Volume 53 5 -48 -90.6% 58
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 94.490 94.180 93.109
R3 93.965 93.655 92.964
R2 93.440 93.440 92.916
R1 93.130 93.130 92.868 93.285
PP 92.915 92.915 92.915 92.993
S1 92.605 92.605 92.772 92.760
S2 92.390 92.390 92.724
S3 91.865 92.080 92.676
S4 91.340 91.555 92.531
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 96.322 95.744 92.919
R3 94.772 94.194 92.492
R2 93.222 93.222 92.350
R1 92.644 92.644 92.208 92.933
PP 91.672 91.672 91.672 91.817
S1 91.094 91.094 91.924 91.383
S2 90.122 90.122 91.782
S3 88.572 89.544 91.640
S4 87.022 87.994 91.214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.225 91.280 1.945 2.1% 0.479 0.5% 79% True False 19
10 93.225 90.420 2.805 3.0% 0.398 0.4% 86% True False 18
20 93.225 88.385 4.840 5.2% 0.419 0.5% 92% True False 31
40 93.225 87.825 5.400 5.8% 0.412 0.4% 93% True False 27
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.456
2.618 94.599
1.618 94.074
1.000 93.750
0.618 93.549
HIGH 93.225
0.618 93.024
0.500 92.963
0.382 92.901
LOW 92.700
0.618 92.376
1.000 92.175
1.618 91.851
2.618 91.326
4.250 90.469
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 92.963 92.784
PP 92.915 92.748
S1 92.868 92.713

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

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