ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 95.805 96.090 0.285 0.3% 97.365
High 96.010 97.345 1.335 1.4% 98.165
Low 95.070 95.615 0.545 0.6% 95.070
Close 95.878 96.736 0.858 0.9% 96.736
Range 0.940 1.730 0.790 84.0% 3.095
ATR 1.028 1.079 0.050 4.9% 0.000
Volume 6,920 11,700 4,780 69.1% 41,898
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 101.755 100.976 97.688
R3 100.025 99.246 97.212
R2 98.295 98.295 97.053
R1 97.516 97.516 96.895 97.906
PP 96.565 96.565 96.565 96.760
S1 95.786 95.786 96.577 96.176
S2 94.835 94.835 96.419
S3 93.105 94.056 96.260
S4 91.375 92.326 95.785
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 105.942 104.434 98.438
R3 102.847 101.339 97.587
R2 99.752 99.752 97.303
R1 98.244 98.244 97.020 97.451
PP 96.657 96.657 96.657 96.260
S1 95.149 95.149 96.452 94.356
S2 93.562 93.562 96.169
S3 90.467 92.054 95.885
S4 87.372 88.959 95.034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.165 95.070 3.095 3.2% 1.336 1.4% 54% False False 8,379
10 98.290 95.070 3.220 3.3% 1.116 1.2% 52% False False 5,402
20 98.290 93.440 4.850 5.0% 1.000 1.0% 68% False False 3,437
40 100.715 93.440 7.275 7.5% 0.998 1.0% 45% False False 2,194
60 101.615 93.440 8.175 8.5% 1.103 1.1% 40% False False 1,652
80 101.615 93.440 8.175 8.5% 1.014 1.0% 40% False False 1,264
100 101.615 92.550 9.065 9.4% 0.948 1.0% 46% False False 1,018
120 101.615 88.385 13.230 13.7% 0.857 0.9% 63% False False 851
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.267
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.698
2.618 101.874
1.618 100.144
1.000 99.075
0.618 98.414
HIGH 97.345
0.618 96.684
0.500 96.480
0.382 96.276
LOW 95.615
0.618 94.546
1.000 93.885
1.618 92.816
2.618 91.086
4.250 88.263
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 96.651 96.560
PP 96.565 96.384
S1 96.480 96.208

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

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