ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 94.890 95.600 0.710 0.7% 95.385
High 95.540 96.295 0.755 0.8% 96.175
Low 94.395 95.395 1.000 1.1% 94.395
Close 95.174 96.204 1.030 1.1% 95.174
Range 1.145 0.900 -0.245 -21.4% 1.780
ATR 0.679 0.711 0.032 4.6% 0.000
Volume 106 124 18 17.0% 355
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 98.665 98.334 96.699
R3 97.765 97.434 96.452
R2 96.865 96.865 96.369
R1 96.534 96.534 96.287 96.700
PP 95.965 95.965 95.965 96.047
S1 95.634 95.634 96.121 95.800
S2 95.065 95.065 96.039
S3 94.165 94.734 95.956
S4 93.265 93.834 95.709
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 100.588 99.661 96.153
R3 98.808 97.881 95.664
R2 97.028 97.028 95.500
R1 96.101 96.101 95.337 95.675
PP 95.248 95.248 95.248 95.035
S1 94.321 94.321 95.011 93.895
S2 93.468 93.468 94.848
S3 91.688 92.541 94.685
S4 89.908 90.761 94.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.295 94.395 1.900 2.0% 0.813 0.8% 95% True False 82
10 96.800 94.395 2.405 2.5% 0.628 0.7% 75% False False 78
20 97.155 94.010 3.145 3.3% 0.616 0.6% 70% False False 47
40 99.000 93.125 5.875 6.1% 0.614 0.6% 52% False False 41
60 99.035 93.125 5.910 6.1% 0.564 0.6% 52% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.154
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.120
2.618 98.651
1.618 97.751
1.000 97.195
0.618 96.851
HIGH 96.295
0.618 95.951
0.500 95.845
0.382 95.739
LOW 95.395
0.618 94.839
1.000 94.495
1.618 93.939
2.618 93.039
4.250 91.570
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 96.084 95.918
PP 95.965 95.631
S1 95.845 95.345

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

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