ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 94.055 93.750 -0.305 -0.3% 95.345
High 94.130 94.380 0.250 0.3% 95.725
Low 93.440 93.475 0.035 0.0% 93.440
Close 93.810 93.465 -0.345 -0.4% 93.465
Range 0.690 0.905 0.215 31.2% 2.285
ATR 0.972 0.967 -0.005 -0.5% 0.000
Volume 1,269 1,728 459 36.2% 6,476
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 96.488 95.882 93.963
R3 95.583 94.977 93.714
R2 94.678 94.678 93.631
R1 94.072 94.072 93.548 93.923
PP 93.773 93.773 93.773 93.699
S1 93.167 93.167 93.382 93.018
S2 92.868 92.868 93.299
S3 91.963 92.262 93.216
S4 91.058 91.357 92.967
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 101.065 99.550 94.722
R3 98.780 97.265 94.093
R2 96.495 96.495 93.884
R1 94.980 94.980 93.674 94.595
PP 94.210 94.210 94.210 94.018
S1 92.695 92.695 93.256 92.310
S2 91.925 91.925 93.046
S3 89.640 90.410 92.837
S4 87.355 88.125 92.208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.725 93.440 2.285 2.4% 0.835 0.9% 1% False False 1,295
10 96.480 93.440 3.040 3.3% 0.904 1.0% 1% False False 1,308
20 99.160 93.440 5.720 6.1% 0.928 1.0% 0% False False 1,087
40 100.715 93.440 7.275 7.8% 0.972 1.0% 0% False False 871
60 101.615 93.440 8.175 8.7% 1.048 1.1% 0% False False 675
80 101.615 93.440 8.175 8.7% 0.949 1.0% 0% False False 512
100 101.615 90.420 11.195 12.0% 0.856 0.9% 27% False False 414
120 101.615 88.220 13.395 14.3% 0.789 0.8% 39% False False 351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.199
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.226
2.618 96.749
1.618 95.844
1.000 95.285
0.618 94.939
HIGH 94.380
0.618 94.034
0.500 93.928
0.382 93.821
LOW 93.475
0.618 92.916
1.000 92.570
1.618 92.011
2.618 91.106
4.250 89.629
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 93.928 94.238
PP 93.773 93.980
S1 93.619 93.723

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

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