ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 96.340 96.330 -0.010 0.0% 96.410
High 96.340 96.520 0.180 0.2% 96.410
Low 96.000 96.270 0.270 0.3% 94.600
Close 96.103 96.270 0.167 0.2% 95.854
Range 0.340 0.250 -0.090 -26.5% 1.810
ATR 0.745 0.722 -0.023 -3.1% 0.000
Volume 16 4 -12 -75.0% 122
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 97.103 96.937 96.408
R3 96.853 96.687 96.339
R2 96.603 96.603 96.316
R1 96.437 96.437 96.293 96.395
PP 96.353 96.353 96.353 96.333
S1 96.187 96.187 96.247 96.145
S2 96.103 96.103 96.224
S3 95.853 95.937 96.201
S4 95.603 95.687 96.133
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 101.051 100.263 96.850
R3 99.241 98.453 96.352
R2 97.431 97.431 96.186
R1 96.643 96.643 96.020 96.132
PP 95.621 95.621 95.621 95.366
S1 94.833 94.833 95.688 94.322
S2 93.811 93.811 95.522
S3 92.001 93.023 95.356
S4 90.191 91.213 94.859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.520 95.090 1.430 1.5% 0.370 0.4% 83% True False 9
10 96.630 94.600 2.030 2.1% 0.607 0.6% 82% False False 20
20 96.920 92.550 4.370 4.5% 0.681 0.7% 85% False False 31
40 96.920 88.385 8.535 8.9% 0.543 0.6% 92% False False 25
60 96.920 87.825 9.095 9.4% 0.506 0.5% 93% False False 28
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.061
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.583
2.618 97.175
1.618 96.925
1.000 96.770
0.618 96.675
HIGH 96.520
0.618 96.425
0.500 96.395
0.382 96.366
LOW 96.270
0.618 96.116
1.000 96.020
1.618 95.866
2.618 95.616
4.250 95.208
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 96.395 96.235
PP 96.353 96.200
S1 96.312 96.165

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

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