ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 95.885 95.525 -0.360 -0.4% 96.215
High 96.210 95.675 -0.535 -0.6% 96.420
Low 95.390 95.115 -0.275 -0.3% 95.115
Close 95.442 95.194 -0.248 -0.3% 95.194
Range 0.820 0.560 -0.260 -31.7% 1.305
ATR 0.870 0.848 -0.022 -2.5% 0.000
Volume 39,619 22,968 -16,651 -42.0% 160,400
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.008 96.661 95.502
R3 96.448 96.101 95.348
R2 95.888 95.888 95.297
R1 95.541 95.541 95.245 95.435
PP 95.328 95.328 95.328 95.275
S1 94.981 94.981 95.143 94.875
S2 94.768 94.768 95.091
S3 94.208 94.421 95.040
S4 93.648 93.861 94.886
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 99.491 98.648 95.912
R3 98.186 97.343 95.553
R2 96.881 96.881 95.433
R1 96.038 96.038 95.314 95.807
PP 95.576 95.576 95.576 95.461
S1 94.733 94.733 95.074 94.502
S2 94.271 94.271 94.955
S3 92.966 93.428 94.835
S4 91.661 92.123 94.476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.595 95.115 1.480 1.6% 0.678 0.7% 5% False True 41,032
10 96.635 95.115 1.520 1.6% 0.699 0.7% 5% False True 44,329
20 97.105 92.520 4.585 4.8% 0.876 0.9% 58% False False 52,909
40 98.425 92.520 5.905 6.2% 0.831 0.9% 45% False False 46,103
60 98.425 92.520 5.905 6.2% 0.848 0.9% 45% False False 43,764
80 98.425 92.520 5.905 6.2% 0.891 0.9% 45% False False 38,063
100 99.105 92.520 6.585 6.9% 0.909 1.0% 41% False False 30,674
120 100.715 92.520 8.195 8.6% 0.917 1.0% 33% False False 25,672
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 0.139
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.055
2.618 97.141
1.618 96.581
1.000 96.235
0.618 96.021
HIGH 95.675
0.618 95.461
0.500 95.395
0.382 95.329
LOW 95.115
0.618 94.769
1.000 94.555
1.618 94.209
2.618 93.649
4.250 92.735
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 95.395 95.768
PP 95.328 95.576
S1 95.261 95.385

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

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