ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 100.470 101.560 1.090 1.1% 96.735
High 101.220 101.560 0.340 0.3% 98.800
Low 100.000 99.950 -0.050 -0.1% 95.990
Close 101.207 100.541 -0.666 -0.7% 98.541
Range 1.220 1.610 0.390 32.0% 2.810
ATR 0.814 0.870 0.057 7.0% 0.000
Volume 376 276 -100 -26.6% 675
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 105.514 104.637 101.427
R3 103.904 103.027 100.984
R2 102.294 102.294 100.836
R1 101.417 101.417 100.689 101.051
PP 100.684 100.684 100.684 100.500
S1 99.807 99.807 100.393 99.441
S2 99.074 99.074 100.246
S3 97.464 98.197 100.098
S4 95.854 96.587 99.656
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 106.207 105.184 100.087
R3 103.397 102.374 99.314
R2 100.587 100.587 99.056
R1 99.564 99.564 98.799 100.076
PP 97.777 97.777 97.777 98.033
S1 96.754 96.754 98.283 97.266
S2 94.967 94.967 98.026
S3 92.157 93.944 97.768
S4 89.347 91.134 96.996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.560 97.615 3.945 3.9% 1.011 1.0% 74% True False 231
10 101.560 95.810 5.750 5.7% 0.897 0.9% 82% True False 165
20 101.560 94.800 6.760 6.7% 0.748 0.7% 85% True False 101
40 101.560 92.550 9.010 9.0% 0.715 0.7% 89% True False 66
60 101.560 88.385 13.175 13.1% 0.611 0.6% 92% True False 50
80 101.560 87.825 13.735 13.7% 0.567 0.6% 93% True False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.156
Widest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 108.403
2.618 105.775
1.618 104.165
1.000 103.170
0.618 102.555
HIGH 101.560
0.618 100.945
0.500 100.755
0.382 100.565
LOW 99.950
0.618 98.955
1.000 98.340
1.618 97.345
2.618 95.735
4.250 93.108
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 100.755 100.528
PP 100.684 100.515
S1 100.612 100.503

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

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