ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	100.955	102.055	1.100	1.1%	97.210
High	102.220	102.350	0.130	0.1%	99.500
Low	100.600	100.800	0.200	0.2%	96.200
Close	101.922	101.365	-0.557	-0.5%	98.996
Range	1.620	1.550	-0.070	-4.3%	3.300
ATR	0.779	0.834	0.055	7.1%	0.000
Volume	126	83	-43	-34.1%	165

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	106.155	105.310	102.218
R3	104.605	103.760	101.791
R2	103.055	103.055	101.649
R1	102.210	102.210	101.507	101.858
PP	101.505	101.505	101.505	101.329
S1	100.660	100.660	101.223	100.308
S2	99.955	99.955	101.081
S3	98.405	99.110	100.939
S4	96.855	97.560	100.513

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	108.132	106.864	100.811
R3	104.832	103.564	99.904
R2	101.532	101.532	99.601
R1	100.264	100.264	99.299	100.898
PP	98.232	98.232	98.232	98.549
S1	96.964	96.964	98.694	97.598
S2	94.932	94.932	98.391
S3	91.632	93.664	98.089
S4	88.332	90.364	97.181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.350	98.175	4.175	4.1%	1.198	1.2%	76%	True	False	60
10	102.350	96.200	6.150	6.1%	0.895	0.9%	84%	True	False	46
20	102.350	95.440	6.910	6.8%	0.605	0.6%	86%	True	False	29

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	0.180
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.938
2.618	106.408
1.618	104.858
1.000	103.900
0.618	103.308
HIGH	102.350
0.618	101.758
0.500	101.575
0.382	101.392
LOW	100.800
0.618	99.842
1.000	99.250
1.618	98.292
2.618	96.742
4.250	94.213

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	101.575	101.268
PP	101.505	101.172
S1	101.435	101.075

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