ICE US Dollar Index Future March 2016

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

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	97.865	97.780	-0.085	-0.1%	97.970
High	98.210	97.780	-0.430	-0.4%	99.000
Low	97.745	96.590	-1.155	-1.2%	97.970
Close	97.923	96.880	-1.043	-1.1%	98.217
Range	0.465	1.190	0.725	155.9%	1.030
ATR	0.589	0.643	0.053	9.0%	0.000
Volume	87	51	-36	-41.4%	113

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.653	99.957	97.535
R3	99.463	98.767	97.207
R2	98.273	98.273	97.098
R1	97.577	97.577	96.989	97.330
PP	97.083	97.083	97.083	96.960
S1	96.387	96.387	96.771	96.140
S2	95.893	95.893	96.662
S3	94.703	95.197	96.553
S4	93.513	94.007	96.226

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.486	100.881	98.784
R3	100.456	99.851	98.500
R2	99.426	99.426	98.406
R1	98.821	98.821	98.311	99.124
PP	98.396	98.396	98.396	98.547
S1	97.791	97.791	98.123	98.094
S2	97.366	97.366	98.028
S3	96.336	96.761	97.934
S4	95.306	95.731	97.651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.000	96.590	2.410	2.5%	0.677	0.7%	12%	False	True	38
10	99.000	96.590	2.410	2.5%	0.615	0.6%	12%	False	True	31
20	99.035	96.590	2.445	2.5%	0.531	0.5%	12%	False	True	22
40	99.035	94.275	4.760	4.9%	0.480	0.5%	55%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.055
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	102.838
2.618	100.895
1.618	99.705
1.000	98.970
0.618	98.515
HIGH	97.780
0.618	97.325
0.500	97.185
0.382	97.045
LOW	96.590
0.618	95.855
1.000	95.400
1.618	94.665
2.618	93.475
4.250	91.533

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	97.185	97.545
PP	97.083	97.323
S1	96.982	97.102

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