ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 96.090 96.915 0.825 0.9% 97.365
High 97.345 96.985 -0.360 -0.4% 98.165
Low 95.615 95.465 -0.150 -0.2% 95.070
Close 96.736 95.721 -1.015 -1.0% 96.736
Range 1.730 1.520 -0.210 -12.1% 3.095
ATR 1.079 1.110 0.032 2.9% 0.000
Volume 11,700 16,000 4,300 36.8% 41,898
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 100.617 99.689 96.557
R3 99.097 98.169 96.139
R2 97.577 97.577 96.000
R1 96.649 96.649 95.860 96.353
PP 96.057 96.057 96.057 95.909
S1 95.129 95.129 95.582 94.833
S2 94.537 94.537 95.442
S3 93.017 93.609 95.303
S4 91.497 92.089 94.885
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 98.005 95.070 2.935 3.1% 1.480 1.5% 22% False False 10,504
10 98.290 95.070 3.220 3.4% 1.116 1.2% 20% False False 6,879
20 98.290 93.440 4.850 5.1% 1.032 1.1% 47% False False 4,154
40 100.715 93.440 7.275 7.6% 1.014 1.1% 31% False False 2,571
60 101.615 93.440 8.175 8.5% 1.109 1.2% 28% False False 1,913
80 101.615 93.440 8.175 8.5% 1.018 1.1% 28% False False 1,464
100 101.615 92.900 8.715 9.1% 0.955 1.0% 32% False False 1,177
120 101.615 88.385 13.230 13.8% 0.870 0.9% 55% False False 985
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 0.220
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.445
2.618 100.964
1.618 99.444
1.000 98.505
0.618 97.924
HIGH 96.985
0.618 96.404
0.500 96.225
0.382 96.046
LOW 95.465
0.618 94.526
1.000 93.945
1.618 93.006
2.618 91.486
4.250 89.005
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 96.225 96.208
PP 96.057 96.045
S1 95.889 95.883

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

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