ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	94.200	94.275	0.075	0.1%	95.415
High	94.695	94.640	-0.055	-0.1%	95.660
Low	94.095	93.990	-0.105	-0.1%	93.300
Close	94.272	94.515	0.243	0.3%	94.272
Range	0.600	0.650	0.050	8.3%	2.360
ATR	1.012	0.986	-0.026	-2.6%	0.000
Volume	28,082	30,429	2,347	8.4%	212,626

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	96.332	96.073	94.873
R3	95.682	95.423	94.694
R2	95.032	95.032	94.634
R1	94.773	94.773	94.575	94.903
PP	94.382	94.382	94.382	94.446
S1	94.123	94.123	94.455	94.253
S2	93.732	93.732	94.396
S3	93.082	93.473	94.336
S4	92.432	92.823	94.158

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.491	100.241	95.570
R3	99.131	97.881	94.921
R2	96.771	96.771	94.705
R1	95.521	95.521	94.488	94.966
PP	94.411	94.411	94.411	94.133
S1	93.161	93.161	94.056	92.606
S2	92.051	92.051	93.839
S3	89.691	90.801	93.623
S4	87.331	88.441	92.974

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.590	93.300	2.290	2.4%	0.872	0.9%	53%	False	False	40,963
10	96.020	93.300	2.720	2.9%	0.877	0.9%	45%	False	False	45,574
20	98.290	93.300	4.990	5.3%	0.997	1.1%	24%	False	False	26,227
40	98.290	93.300	4.990	5.3%	0.989	1.0%	24%	False	False	13,778
60	100.715	93.300	7.415	7.8%	0.976	1.0%	16%	False	False	9,396
80	101.615	93.300	8.315	8.8%	1.061	1.1%	15%	False	False	7,155
100	101.615	93.300	8.315	8.8%	0.965	1.0%	15%	False	False	5,731
120	101.615	91.280	10.335	10.9%	0.910	1.0%	31%	False	False	4,780

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	0.240
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.403
2.618	96.342
1.618	95.692
1.000	95.290
0.618	95.042
HIGH	94.640
0.618	94.392
0.500	94.315
0.382	94.238
LOW	93.990
0.618	93.588
1.000	93.340
1.618	92.938
2.618	92.288
4.250	91.228

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	94.448	94.343
PP	94.382	94.170
S1	94.315	93.998

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