ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	97.580	97.545	-0.035	0.0%	97.000
High	98.025	97.545	-0.480	-0.5%	97.230
Low	97.330	96.930	-0.400	-0.4%	95.588
Close	97.731	97.132	-0.599	-0.6%	96.955
Range	0.695	0.615	-0.080	-11.5%	1.642
ATR	0.557	0.575	0.017	3.1%	0.000
Volume	45	18	-27	-60.0%	71

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.047	98.705	97.470
R3	98.432	98.090	97.301
R2	97.817	97.817	97.245
R1	97.475	97.475	97.188	97.339
PP	97.202	97.202	97.202	97.134
S1	96.860	96.860	97.076	96.723
S2	96.587	96.587	97.019
S3	95.972	96.245	96.963
S4	95.357	95.630	96.794

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.517	100.878	97.858
R3	99.875	99.236	97.407
R2	98.233	98.233	97.256
R1	97.594	97.594	97.106	97.093
PP	96.591	96.591	96.591	96.340
S1	95.952	95.952	96.804	95.451
S2	94.949	94.949	96.654
S3	93.307	94.310	96.503
S4	91.665	92.668	96.052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.025	96.915	1.110	1.1%	0.347	0.4%	20%	False	False	14
10	98.025	95.588	2.437	2.5%	0.449	0.5%	63%	False	False	13
20	98.025	94.275	3.750	3.9%	0.407	0.4%	76%	False	False	13

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	0.052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.159
2.618	99.155
1.618	98.540
1.000	98.160
0.618	97.925
HIGH	97.545
0.618	97.310
0.500	97.238
0.382	97.165
LOW	96.930
0.618	96.550
1.000	96.315
1.618	95.935
2.618	95.320
4.250	94.316

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	97.238	97.478
PP	97.202	97.362
S1	97.167	97.247

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