ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 97.235 96.370 -0.865 -0.9% 97.305
High 97.375 96.840 -0.535 -0.5% 98.425
Low 95.945 96.135 0.190 0.2% 97.245
Close 96.295 96.461 0.166 0.2% 97.619
Range 1.430 0.705 -0.725 -50.7% 1.180
ATR 0.866 0.855 -0.012 -1.3% 0.000
Volume 68,809 36,250 -32,559 -47.3% 199,483
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.594 98.232 96.849
R3 97.889 97.527 96.655
R2 97.184 97.184 96.590
R1 96.822 96.822 96.526 97.003
PP 96.479 96.479 96.479 96.569
S1 96.117 96.117 96.396 96.298
S2 95.774 95.774 96.332
S3 95.069 95.412 96.267
S4 94.364 94.707 96.073
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 101.303 100.641 98.268
R3 100.123 99.461 97.944
R2 98.943 98.943 97.835
R1 98.281 98.281 97.727 98.612
PP 97.763 97.763 97.763 97.929
S1 97.101 97.101 97.511 97.432
S2 96.583 96.583 97.403
S3 95.403 95.921 97.295
S4 94.223 94.741 96.970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.425 95.945 2.480 2.6% 0.967 1.0% 21% False False 48,594
10 98.425 95.945 2.480 2.6% 0.869 0.9% 21% False False 44,463
20 98.425 95.945 2.480 2.6% 0.785 0.8% 21% False False 39,298
40 98.425 93.300 5.125 5.3% 0.835 0.9% 62% False False 39,191
60 98.425 93.300 5.125 5.3% 0.896 0.9% 62% False False 33,114
80 99.105 93.300 5.805 6.0% 0.917 1.0% 54% False False 25,116
100 100.715 93.300 7.415 7.7% 0.926 1.0% 43% False False 20,224
120 101.615 93.300 8.315 8.6% 0.986 1.0% 38% False False 16,910
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.259
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.836
2.618 98.686
1.618 97.981
1.000 97.545
0.618 97.276
HIGH 96.840
0.618 96.571
0.500 96.488
0.382 96.404
LOW 96.135
0.618 95.699
1.000 95.430
1.618 94.994
2.618 94.289
4.250 93.139
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 96.488 96.795
PP 96.479 96.684
S1 96.470 96.572

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

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