ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 96.390 97.310 0.920 1.0% 95.820
High 97.310 98.160 0.850 0.9% 96.350
Low 96.390 97.050 0.660 0.7% 94.950
Close 97.181 97.658 0.477 0.5% 96.211
Range 0.920 1.110 0.190 20.7% 1.400
ATR 0.698 0.728 0.029 4.2% 0.000
Volume 82 55 -27 -32.9% 413
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 100.953 100.415 98.269
R3 99.843 99.305 97.963
R2 98.733 98.733 97.862
R1 98.195 98.195 97.760 98.464
PP 97.623 97.623 97.623 97.757
S1 97.085 97.085 97.556 97.354
S2 96.513 96.513 97.455
S3 95.403 95.975 97.353
S4 94.293 94.865 97.048
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 98.160 95.810 2.350 2.4% 0.783 0.8% 79% True False 100
10 98.160 94.950 3.210 3.3% 0.720 0.7% 84% True False 81
20 98.160 94.800 3.360 3.4% 0.588 0.6% 85% True False 45
40 98.160 92.500 5.660 5.8% 0.647 0.7% 91% True False 38
60 98.160 88.385 9.775 10.0% 0.570 0.6% 95% True False 36
80 98.160 87.825 10.335 10.6% 0.529 0.5% 95% True False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.122
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.878
2.618 101.066
1.618 99.956
1.000 99.270
0.618 98.846
HIGH 98.160
0.618 97.736
0.500 97.605
0.382 97.474
LOW 97.050
0.618 96.364
1.000 95.940
1.618 95.254
2.618 94.144
4.250 92.333
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 97.640 97.482
PP 97.623 97.306
S1 97.605 97.130

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

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