ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 95.950 96.225 0.275 0.3% 95.355
High 96.450 96.735 0.285 0.3% 96.735
Low 95.530 96.095 0.565 0.6% 93.125
Close 96.218 96.653 0.435 0.5% 96.653
Range 0.920 0.640 -0.280 -30.4% 3.610
ATR 0.866 0.850 -0.016 -1.9% 0.000
Volume 31 14 -17 -54.8% 239
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.414 98.174 97.005
R3 97.774 97.534 96.829
R2 97.134 97.134 96.770
R1 96.894 96.894 96.712 97.014
PP 96.494 96.494 96.494 96.555
S1 96.254 96.254 96.594 96.374
S2 95.854 95.854 96.536
S3 95.214 95.614 96.477
S4 94.574 94.974 96.301
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 106.334 105.104 98.639
R3 102.724 101.494 97.646
R2 99.114 99.114 97.315
R1 97.884 97.884 96.984 98.499
PP 95.504 95.504 95.504 95.812
S1 94.274 94.274 96.322 94.889
S2 91.894 91.894 95.991
S3 88.284 90.664 95.660
S4 84.674 87.054 94.668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.735 93.125 3.610 3.7% 1.315 1.4% 98% True False 47
10 97.695 93.125 4.570 4.7% 0.922 1.0% 77% False False 39
20 99.000 93.125 5.875 6.1% 0.727 0.8% 60% False False 36
40 99.035 93.125 5.910 6.1% 0.618 0.6% 60% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 99.455
2.618 98.411
1.618 97.771
1.000 97.375
0.618 97.131
HIGH 96.735
0.618 96.491
0.500 96.415
0.382 96.339
LOW 96.095
0.618 95.699
1.000 95.455
1.618 95.059
2.618 94.419
4.250 93.375
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 96.574 96.226
PP 96.494 95.799
S1 96.415 95.373

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

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