ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	98.000	97.970	-0.030	0.0%	97.835
High	98.049	98.229	0.180	0.2%	98.450
Low	97.000	97.970	0.970	1.0%	97.000
Close	98.049	98.229	0.180	0.2%	98.049
Range	1.049	0.259	-0.790	-75.3%	1.450
ATR	0.645	0.618	-0.028	-4.3%	0.000
Volume	35	10	-25	-71.4%	86

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.920	98.833	98.371
R3	98.661	98.574	98.300
R2	98.402	98.402	98.276
R1	98.315	98.315	98.253	98.359
PP	98.143	98.143	98.143	98.164
S1	98.056	98.056	98.205	98.100
S2	97.884	97.884	98.182
S3	97.625	97.797	98.158
S4	97.366	97.538	98.087

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.183	101.566	98.847
R3	100.733	100.116	98.448
R2	99.283	99.283	98.315
R1	98.666	98.666	98.182	98.975
PP	97.833	97.833	97.833	97.987
S1	97.216	97.216	97.916	97.525
S2	96.383	96.383	97.783
S3	94.933	95.766	97.650
S4	93.483	94.316	97.252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.450	97.000	1.450	1.5%	0.457	0.5%	85%	False	False	15
10	98.865	97.000	1.865	1.9%	0.538	0.5%	66%	False	False	17
20	99.035	96.300	2.735	2.8%	0.514	0.5%	71%	False	False	16

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	0.050
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.330
2.618	98.907
1.618	98.648
1.000	98.488
0.618	98.389
HIGH	98.229
0.618	98.130
0.500	98.100
0.382	98.069
LOW	97.970
0.618	97.810
1.000	97.711
1.618	97.551
2.618	97.292
4.250	96.869

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	98.186	98.061
PP	98.143	97.893
S1	98.100	97.725

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