ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 96.515 95.885 -0.630 -0.7% 95.355
High 96.680 96.120 -0.560 -0.6% 96.735
Low 96.215 95.885 -0.330 -0.3% 93.125
Close 96.383 95.972 -0.411 -0.4% 96.653
Range 0.465 0.235 -0.230 -49.5% 3.610
ATR 0.823 0.800 -0.023 -2.8% 0.000
Volume 41 16 -25 -61.0% 239
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 96.697 96.570 96.101
R3 96.462 96.335 96.037
R2 96.227 96.227 96.015
R1 96.100 96.100 95.994 96.164
PP 95.992 95.992 95.992 96.024
S1 95.865 95.865 95.950 95.929
S2 95.757 95.757 95.929
S3 95.522 95.630 95.907
S4 95.287 95.395 95.843
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 94.010 2.725 2.8% 0.790 0.8% 72% False False 25
10 97.555 93.125 4.430 4.6% 0.960 1.0% 64% False False 43
20 99.000 93.125 5.875 6.1% 0.717 0.7% 48% False False 37
40 99.035 93.125 5.910 6.2% 0.614 0.6% 48% False False 26
60 99.035 93.125 5.910 6.2% 0.540 0.6% 48% False False 22
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 0.114
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 97.119
2.618 96.735
1.618 96.500
1.000 96.355
0.618 96.265
HIGH 96.120
0.618 96.030
0.500 96.003
0.382 95.975
LOW 95.885
0.618 95.740
1.000 95.650
1.618 95.505
2.618 95.270
4.250 94.886
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 96.003 96.310
PP 95.992 96.197
S1 95.982 96.085

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

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