ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 93.500 94.000 0.500 0.5% 92.500
High 94.500 94.200 -0.300 -0.3% 94.500
Low 93.200 94.000 0.800 0.9% 92.500
Close 93.785 94.319 0.534 0.6% 93.785
Range 1.300 0.200 -1.100 -84.6% 2.000
ATR 0.631 0.616 -0.015 -2.4% 0.000
Volume 45 2 -43 -95.6% 111
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 94.773 94.746 94.429
R3 94.573 94.546 94.374
R2 94.373 94.373 94.356
R1 94.346 94.346 94.337 94.360
PP 94.173 94.173 94.173 94.180
S1 94.146 94.146 94.301 94.160
S2 93.973 93.973 94.282
S3 93.773 93.946 94.264
S4 93.573 93.746 94.209
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 99.595 98.690 94.885
R3 97.595 96.690 94.335
R2 95.595 95.595 94.152
R1 94.690 94.690 93.968 95.143
PP 93.595 93.595 93.595 93.821
S1 92.690 92.690 93.602 93.143
S2 91.595 91.595 93.418
S3 89.595 90.690 93.235
S4 87.595 88.690 92.685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.500 92.550 1.950 2.1% 0.602 0.6% 91% False False 21
10 94.500 92.200 2.300 2.4% 0.587 0.6% 92% False False 20
20 94.500 89.950 4.550 4.8% 0.450 0.5% 96% False False 17
40 94.500 88.080 6.420 6.8% 0.468 0.5% 97% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.050
2.618 94.724
1.618 94.524
1.000 94.400
0.618 94.324
HIGH 94.200
0.618 94.124
0.500 94.100
0.382 94.076
LOW 94.000
0.618 93.876
1.000 93.800
1.618 93.676
2.618 93.476
4.250 93.150
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 94.246 94.113
PP 94.173 93.906
S1 94.100 93.700

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

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