ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	97.695	98.100	0.405	0.4%	98.530
High	98.235	98.650	0.415	0.4%	99.180
Low	96.840	97.700	0.860	0.9%	96.840
Close	98.165	97.985	-0.180	-0.2%	97.985
Range	1.395	0.950	-0.445	-31.9%	2.340
ATR	1.287	1.263	-0.024	-1.9%	0.000
Volume	154	769	615	399.4%	3,428

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.962	100.423	98.508
R3	100.012	99.473	98.246
R2	99.062	99.062	98.159
R1	98.523	98.523	98.072	98.318
PP	98.112	98.112	98.112	98.009
S1	97.573	97.573	97.898	97.368
S2	97.162	97.162	97.811
S3	96.212	96.623	97.724
S4	95.262	95.673	97.463

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	105.022	103.843	99.272
R3	102.682	101.503	98.629
R2	100.342	100.342	98.414
R1	99.163	99.163	98.200	98.583
PP	98.002	98.002	98.002	97.711
S1	96.823	96.823	97.771	96.243
S2	95.662	95.662	97.556
S3	93.322	94.483	97.342
S4	90.982	92.143	96.698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.180	96.840	2.340	2.4%	1.113	1.1%	49%	False	False	685
10	101.615	95.580	6.035	6.2%	1.676	1.7%	40%	False	False	677
20	101.615	95.580	6.035	6.2%	1.318	1.3%	40%	False	False	433
40	101.615	94.600	7.015	7.2%	0.949	1.0%	48%	False	False	233
60	101.615	91.280	10.335	10.5%	0.845	0.9%	65%	False	False	165
80	101.615	88.385	13.230	13.5%	0.742	0.8%	73%	False	False	133
100	101.615	87.750	13.865	14.2%	0.668	0.7%	74%	False	False	109

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	0.320
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.688
2.618	101.137
1.618	100.187
1.000	99.600
0.618	99.237
HIGH	98.650
0.618	98.287
0.500	98.175
0.382	98.063
LOW	97.700
0.618	97.113
1.000	96.750
1.618	96.163
2.618	95.213
4.250	93.663

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	98.175	97.905
PP	98.112	97.825
S1	98.048	97.745

Download as Excel Spreadsheet

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

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