ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 96.360 96.570 0.210 0.2% 97.660
High 96.695 96.960 0.265 0.3% 97.975
Low 96.105 96.525 0.420 0.4% 95.945
Close 96.533 96.815 0.282 0.3% 96.533
Range 0.590 0.435 -0.155 -26.3% 2.030
ATR 0.836 0.807 -0.029 -3.4% 0.000
Volume 41,607 31,625 -9,982 -24.0% 226,228
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.072 97.878 97.054
R3 97.637 97.443 96.935
R2 97.202 97.202 96.895
R1 97.008 97.008 96.855 97.105
PP 96.767 96.767 96.767 96.815
S1 96.573 96.573 96.775 96.670
S2 96.332 96.332 96.735
S3 95.897 96.138 96.695
S4 95.462 95.703 96.576
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 102.908 101.750 97.650
R3 100.878 99.720 97.091
R2 98.848 98.848 96.905
R1 97.690 97.690 96.719 97.254
PP 96.818 96.818 96.818 96.600
S1 95.660 95.660 96.347 95.224
S2 94.788 94.788 96.161
S3 92.758 93.630 95.975
S4 90.728 91.600 95.417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.645 95.945 1.700 1.8% 0.780 0.8% 51% False False 44,623
10 98.425 95.945 2.480 2.6% 0.791 0.8% 35% False False 42,726
20 98.425 95.945 2.480 2.6% 0.786 0.8% 35% False False 40,299
40 98.425 93.990 4.435 4.6% 0.817 0.8% 64% False False 39,006
60 98.425 93.300 5.125 5.3% 0.891 0.9% 69% False False 34,260
80 98.425 93.300 5.125 5.3% 0.905 0.9% 69% False False 26,022
100 100.715 93.300 7.415 7.7% 0.915 0.9% 47% False False 20,943
120 101.615 93.300 8.315 8.6% 0.979 1.0% 42% False False 17,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.266
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 98.809
2.618 98.099
1.618 97.664
1.000 97.395
0.618 97.229
HIGH 96.960
0.618 96.794
0.500 96.743
0.382 96.691
LOW 96.525
0.618 96.256
1.000 96.090
1.618 95.821
2.618 95.386
4.250 94.676
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 96.791 96.721
PP 96.767 96.627
S1 96.743 96.533

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

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