ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 95.750 95.985 0.235 0.2% 96.800
High 96.005 96.175 0.170 0.2% 96.870
Low 95.600 95.575 -0.025 0.0% 95.590
Close 96.005 95.761 -0.244 -0.3% 95.599
Range 0.405 0.600 0.195 48.1% 1.280
ATR 0.611 0.611 -0.001 -0.1% 0.000
Volume 15 29 14 93.3% 312
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.637 97.299 96.091
R3 97.037 96.699 95.926
R2 96.437 96.437 95.871
R1 96.099 96.099 95.816 95.968
PP 95.837 95.837 95.837 95.772
S1 95.499 95.499 95.706 95.368
S2 95.237 95.237 95.651
S3 94.637 94.899 95.596
S4 94.037 94.299 95.431
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 99.860 99.009 96.303
R3 98.580 97.729 95.951
R2 97.300 97.300 95.834
R1 96.449 96.449 95.716 96.235
PP 96.020 96.020 96.020 95.912
S1 95.169 95.169 95.482 94.955
S2 94.740 94.740 95.364
S3 93.460 93.889 95.247
S4 92.180 92.609 94.895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.575 95.290 1.285 1.3% 0.531 0.6% 37% False False 29
10 97.155 95.290 1.865 1.9% 0.373 0.4% 25% False False 43
20 97.155 93.125 4.030 4.2% 0.662 0.7% 65% False False 43
40 99.000 93.125 5.875 6.1% 0.579 0.6% 45% False False 33
60 99.035 93.125 5.910 6.2% 0.544 0.6% 45% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.081
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.725
2.618 97.746
1.618 97.146
1.000 96.775
0.618 96.546
HIGH 96.175
0.618 95.946
0.500 95.875
0.382 95.804
LOW 95.575
0.618 95.204
1.000 94.975
1.618 94.604
2.618 94.004
4.250 93.025
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 95.875 95.752
PP 95.837 95.742
S1 95.799 95.733

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

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