ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 95.115 96.350 1.235 1.3% 95.820
High 96.350 96.350 0.000 0.0% 96.350
Low 94.950 95.810 0.860 0.9% 94.950
Close 96.121 96.211 0.090 0.1% 96.211
Range 1.400 0.540 -0.860 -61.4% 1.400
ATR 0.695 0.684 -0.011 -1.6% 0.000
Volume 66 123 57 86.4% 413
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 97.744 97.517 96.508
R3 97.204 96.977 96.360
R2 96.664 96.664 96.310
R1 96.437 96.437 96.261 96.281
PP 96.124 96.124 96.124 96.045
S1 95.897 95.897 96.162 95.741
S2 95.584 95.584 96.112
S3 95.044 95.357 96.063
S4 94.504 94.817 95.914
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 100.037 99.524 96.981
R3 98.637 98.124 96.596
R2 97.237 97.237 96.468
R1 96.724 96.724 96.339 96.981
PP 95.837 95.837 95.837 95.965
S1 95.324 95.324 96.083 95.581
S2 94.437 94.437 95.954
S3 93.037 93.924 95.826
S4 91.637 92.524 95.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.350 94.950 1.400 1.5% 0.648 0.7% 90% True False 82
10 96.350 94.800 1.550 1.6% 0.533 0.6% 91% True False 47
20 96.630 94.600 2.030 2.1% 0.580 0.6% 79% False False 34
40 96.920 91.280 5.640 5.9% 0.609 0.6% 87% False False 31
60 96.920 88.385 8.535 8.9% 0.550 0.6% 92% False False 34
80 96.920 87.750 9.170 9.5% 0.506 0.5% 92% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.098
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.645
2.618 97.764
1.618 97.224
1.000 96.890
0.618 96.684
HIGH 96.350
0.618 96.144
0.500 96.080
0.382 96.016
LOW 95.810
0.618 95.476
1.000 95.270
1.618 94.936
2.618 94.396
4.250 93.515
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 96.167 96.024
PP 96.124 95.837
S1 96.080 95.650

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

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