ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 96.250 96.750 0.500 0.5% 95.385
High 96.755 96.875 0.120 0.1% 96.175
Low 96.125 96.394 0.269 0.3% 94.395
Close 96.629 96.394 -0.235 -0.2% 95.174
Range 0.630 0.481 -0.149 -23.7% 1.780
ATR 0.705 0.689 -0.016 -2.3% 0.000
Volume 83 78 -5 -6.0% 355
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.997 97.677 96.659
R3 97.516 97.196 96.526
R2 97.035 97.035 96.482
R1 96.715 96.715 96.438 96.635
PP 96.554 96.554 96.554 96.514
S1 96.234 96.234 96.350 96.154
S2 96.073 96.073 96.306
S3 95.592 95.753 96.262
S4 95.111 95.272 96.129
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 96.875 94.395 2.480 2.6% 0.834 0.9% 81% True False 106
10 96.875 94.395 2.480 2.6% 0.683 0.7% 81% True False 67
20 97.155 94.395 2.760 2.9% 0.533 0.6% 72% False False 53
40 99.000 93.125 5.875 6.1% 0.629 0.7% 56% False False 45
60 99.035 93.125 5.910 6.1% 0.568 0.6% 55% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.168
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.919
2.618 98.134
1.618 97.653
1.000 97.356
0.618 97.172
HIGH 96.875
0.618 96.691
0.500 96.635
0.382 96.578
LOW 96.394
0.618 96.097
1.000 95.913
1.618 95.616
2.618 95.135
4.250 94.350
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 96.635 96.308
PP 96.554 96.221
S1 96.474 96.135

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

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