ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	98.375	98.080	-0.295	-0.3%	100.050
High	98.465	98.675	0.210	0.2%	100.715
Low	97.675	98.000	0.325	0.3%	97.675
Close	98.167	98.628	0.461	0.5%	98.167
Range	0.790	0.675	-0.115	-14.6%	3.040
ATR	1.113	1.082	-0.031	-2.8%	0.000
Volume	847	1,060	213	25.1%	4,485

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.459	100.219	98.999
R3	99.784	99.544	98.814
R2	99.109	99.109	98.752
R1	98.869	98.869	98.690	98.989
PP	98.434	98.434	98.434	98.495
S1	98.194	98.194	98.566	98.314
S2	97.759	97.759	98.504
S3	97.084	97.519	98.442
S4	96.409	96.844	98.257

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	107.972	106.110	99.839
R3	104.932	103.070	99.003
R2	101.892	101.892	98.724
R1	100.030	100.030	98.446	99.441
PP	98.852	98.852	98.852	98.558
S1	96.990	96.990	97.888	96.401
S2	95.812	95.812	97.610
S3	92.772	93.950	97.331
S4	89.732	90.910	96.495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.445	97.675	2.770	2.8%	1.089	1.1%	34%	False	False	964
10	100.715	97.595	3.120	3.2%	1.021	1.0%	33%	False	False	760
20	100.715	96.840	3.875	3.9%	0.975	1.0%	46%	False	False	672
40	101.615	94.950	6.665	6.8%	1.117	1.1%	55%	False	False	490
60	101.615	94.600	7.015	7.1%	0.946	1.0%	57%	False	False	338
80	101.615	90.435	11.180	11.3%	0.840	0.9%	73%	False	False	259
100	101.615	88.220	13.395	13.6%	0.765	0.8%	78%	False	False	214
120	101.615	85.720	15.895	16.1%	0.705	0.7%	81%	False	False	181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.196
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	101.544
2.618	100.442
1.618	99.767
1.000	99.350
0.618	99.092
HIGH	98.675
0.618	98.417
0.500	98.338
0.382	98.258
LOW	98.000
0.618	97.583
1.000	97.325
1.618	96.908
2.618	96.233
4.250	95.131

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	98.531	98.598
PP	98.434	98.568
S1	98.338	98.538

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