ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 94.010 95.950 1.940 2.1% 97.300
High 95.701 96.450 0.749 0.8% 97.695
Low 94.010 95.530 1.520 1.6% 95.400
Close 95.701 96.218 0.517 0.5% 95.590
Range 1.691 0.920 -0.771 -45.6% 2.295
ATR 0.862 0.866 0.004 0.5% 0.000
Volume 26 31 5 19.2% 158
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.826 98.442 96.724
R3 97.906 97.522 96.471
R2 96.986 96.986 96.387
R1 96.602 96.602 96.302 96.794
PP 96.066 96.066 96.066 96.162
S1 95.682 95.682 96.134 95.874
S2 95.146 95.146 96.049
S3 94.226 94.762 95.965
S4 93.306 93.842 95.712
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 103.113 101.647 96.852
R3 100.818 99.352 96.221
R2 98.523 98.523 96.011
R1 97.057 97.057 95.800 96.643
PP 96.228 96.228 96.228 96.021
S1 94.762 94.762 95.380 94.348
S2 93.933 93.933 95.169
S3 91.638 92.467 94.959
S4 89.343 90.172 94.328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.450 93.125 3.325 3.5% 1.378 1.4% 93% True False 62
10 97.695 93.125 4.570 4.7% 0.894 0.9% 68% False False 39
20 99.000 93.125 5.875 6.1% 0.748 0.8% 53% False False 37
40 99.035 93.125 5.910 6.1% 0.602 0.6% 52% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.108
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.360
2.618 98.859
1.618 97.939
1.000 97.370
0.618 97.019
HIGH 96.450
0.618 96.099
0.500 95.990
0.382 95.881
LOW 95.530
0.618 94.961
1.000 94.610
1.618 94.041
2.618 93.121
4.250 91.620
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 96.142 95.889
PP 96.066 95.559
S1 95.990 95.230

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

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