ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 95.600 96.250 0.650 0.7% 95.385
High 96.295 96.755 0.460 0.5% 96.175
Low 95.395 96.125 0.730 0.8% 94.395
Close 96.204 96.629 0.425 0.4% 95.174
Range 0.900 0.630 -0.270 -30.0% 1.780
ATR 0.711 0.705 -0.006 -0.8% 0.000
Volume 124 83 -41 -33.1% 355
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 98.393 98.141 96.976
R3 97.763 97.511 96.802
R2 97.133 97.133 96.745
R1 96.881 96.881 96.687 97.007
PP 96.503 96.503 96.503 96.566
S1 96.251 96.251 96.571 96.377
S2 95.873 95.873 96.514
S3 95.243 95.621 96.456
S4 94.613 94.991 96.283
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 96.755 94.395 2.360 2.4% 0.858 0.9% 95% True False 96
10 96.800 94.395 2.405 2.5% 0.670 0.7% 93% False False 60
20 97.155 94.010 3.145 3.3% 0.594 0.6% 83% False False 50
40 99.000 93.125 5.875 6.1% 0.627 0.6% 60% False False 43
60 99.035 93.125 5.910 6.1% 0.564 0.6% 59% False False 33
Crabel Price Patterns
NR True
NR4 True
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 0.161
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.433
2.618 98.404
1.618 97.774
1.000 97.385
0.618 97.144
HIGH 96.755
0.618 96.514
0.500 96.440
0.382 96.366
LOW 96.125
0.618 95.736
1.000 95.495
1.618 95.106
2.618 94.476
4.250 93.448
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 96.566 96.278
PP 96.503 95.926
S1 96.440 95.575

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

View Archives - Comment on this page... - Back to Index of Symbols