ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 96.190 95.890 -0.300 -0.3% 94.880
High 96.260 95.890 -0.370 -0.4% 96.355
Low 95.640 95.210 -0.430 -0.4% 92.520
Close 95.854 95.446 -0.408 -0.4% 96.135
Range 0.620 0.680 0.060 9.7% 3.835
ATR 0.989 0.967 -0.022 -2.2% 0.000
Volume 36,265 53,675 17,410 48.0% 407,919
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.555 97.181 95.820
R3 96.875 96.501 95.633
R2 96.195 96.195 95.571
R1 95.821 95.821 95.508 95.668
PP 95.515 95.515 95.515 95.439
S1 95.141 95.141 95.384 94.988
S2 94.835 94.835 95.321
S3 94.155 94.461 95.259
S4 93.475 93.781 95.072
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 106.508 105.157 98.244
R3 102.673 101.322 97.190
R2 98.838 98.838 96.838
R1 97.487 97.487 96.487 98.163
PP 95.003 95.003 95.003 95.341
S1 93.652 93.652 95.783 94.328
S2 91.168 91.168 95.432
S3 87.333 89.817 95.080
S4 83.498 85.982 94.026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.355 93.730 2.625 2.8% 1.009 1.1% 65% False False 54,522
10 97.105 92.520 4.585 4.8% 1.135 1.2% 64% False False 65,204
20 98.425 92.520 5.905 6.2% 0.944 1.0% 50% False False 53,373
40 98.425 92.520 5.905 6.2% 0.871 0.9% 50% False False 45,302
60 98.425 92.520 5.905 6.2% 0.876 0.9% 50% False False 44,382
80 98.425 92.520 5.905 6.2% 0.915 1.0% 50% False False 34,325
100 100.715 92.520 8.195 8.6% 0.931 1.0% 36% False False 27,657
120 101.615 92.520 9.095 9.5% 0.992 1.0% 32% False False 23,147
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 0.105
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.780
2.618 97.670
1.618 96.990
1.000 96.570
0.618 96.310
HIGH 95.890
0.618 95.630
0.500 95.550
0.382 95.470
LOW 95.210
0.618 94.790
1.000 94.530
1.618 94.110
2.618 93.430
4.250 92.320
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 95.550 95.783
PP 95.515 95.670
S1 95.481 95.558

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

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