ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 97.670 97.730 0.060 0.1% 97.300
High 97.670 97.907 0.237 0.2% 98.025
Low 97.120 97.730 0.610 0.6% 96.300
Close 97.412 97.907 0.495 0.5% 96.832
Range 0.550 0.177 -0.373 -67.8% 1.725
ATR 0.635 0.625 -0.010 -1.6% 0.000
Volume 5 22 17 340.0% 90
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 98.379 98.320 98.004
R3 98.202 98.143 97.956
R2 98.025 98.025 97.939
R1 97.966 97.966 97.923 97.996
PP 97.848 97.848 97.848 97.863
S1 97.789 97.789 97.891 97.819
S2 97.671 97.671 97.875
S3 97.494 97.612 97.858
S4 97.317 97.435 97.810
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 102.227 101.255 97.781
R3 100.502 99.530 97.306
R2 98.777 98.777 97.148
R1 97.805 97.805 96.990 97.429
PP 97.052 97.052 97.052 96.864
S1 96.080 96.080 96.674 95.704
S2 95.327 95.327 96.516
S3 93.602 94.355 96.358
S4 91.877 92.630 95.883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.907 96.300 1.607 1.6% 0.548 0.6% 100% True False 12
10 98.025 96.300 1.725 1.8% 0.448 0.5% 93% False False 13
20 98.025 94.275 3.750 3.8% 0.430 0.4% 97% False False 12
Crabel Price Patterns
NR True
NR4 True
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 0.061
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.659
2.618 98.370
1.618 98.193
1.000 98.084
0.618 98.016
HIGH 97.907
0.618 97.839
0.500 97.819
0.382 97.798
LOW 97.730
0.618 97.621
1.000 97.553
1.618 97.444
2.618 97.267
4.250 96.978
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 97.878 97.671
PP 97.848 97.435
S1 97.819 97.199

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

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