ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 98.575 98.745 0.170 0.2% 98.825
High 99.075 99.300 0.225 0.2% 99.550
Low 98.280 98.705 0.425 0.4% 97.080
Close 98.455 99.251 0.796 0.8% 98.455
Range 0.795 0.595 -0.200 -25.2% 2.470
ATR 1.237 1.209 -0.028 -2.3% 0.000
Volume 80 55 -25 -31.3% 551
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 100.870 100.656 99.578
R3 100.275 100.061 99.415
R2 99.680 99.680 99.360
R1 99.466 99.466 99.306 99.573
PP 99.085 99.085 99.085 99.139
S1 98.871 98.871 99.196 98.978
S2 98.490 98.490 99.142
S3 97.895 98.276 99.087
S4 97.300 97.681 98.924
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 105.772 104.583 99.814
R3 103.302 102.113 99.134
R2 100.832 100.832 98.908
R1 99.643 99.643 98.681 99.003
PP 98.362 98.362 98.362 98.041
S1 97.173 97.173 98.229 96.533
S2 95.892 95.892 98.002
S3 93.422 94.703 97.776
S4 90.952 92.233 97.097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.300 97.080 2.220 2.2% 0.976 1.0% 98% True False 90
10 102.000 97.030 4.970 5.0% 1.626 1.6% 45% False False 116
20 102.450 96.480 5.970 6.0% 1.295 1.3% 46% False False 91
40 102.450 95.235 7.215 7.3% 0.852 0.9% 56% False False 53
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.363
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 101.829
2.618 100.858
1.618 100.263
1.000 99.895
0.618 99.668
HIGH 99.300
0.618 99.073
0.500 99.003
0.382 98.932
LOW 98.705
0.618 98.337
1.000 98.110
1.618 97.742
2.618 97.147
4.250 96.176
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 99.168 98.897
PP 99.085 98.544
S1 99.003 98.190

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

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