ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 96.230 96.235 0.005 0.0% 95.600
High 96.550 96.850 0.300 0.3% 97.030
Low 96.060 96.235 0.175 0.2% 95.395
Close 96.186 96.685 0.499 0.5% 96.622
Range 0.490 0.615 0.125 25.5% 1.635
ATR 0.667 0.666 0.000 0.0% 0.000
Volume 141 163 22 15.6% 539
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 98.435 98.175 97.023
R3 97.820 97.560 96.854
R2 97.205 97.205 96.798
R1 96.945 96.945 96.741 97.075
PP 96.590 96.590 96.590 96.655
S1 96.330 96.330 96.629 96.460
S2 95.975 95.975 96.572
S3 95.360 95.715 96.516
S4 94.745 95.100 96.347
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 101.254 100.573 97.521
R3 99.619 98.938 97.072
R2 97.984 97.984 96.922
R1 97.303 97.303 96.772 97.644
PP 96.349 96.349 96.349 96.519
S1 95.668 95.668 96.472 96.009
S2 94.714 94.714 96.322
S3 93.079 94.033 96.172
S4 91.444 92.398 95.723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.030 95.770 1.260 1.3% 0.574 0.6% 73% False False 147
10 97.030 94.395 2.635 2.7% 0.704 0.7% 87% False False 126
20 97.155 94.395 2.760 2.9% 0.538 0.6% 83% False False 84
40 99.000 93.125 5.875 6.1% 0.631 0.7% 61% False False 60
60 99.035 93.125 5.910 6.1% 0.587 0.6% 60% False False 45
80 99.035 93.125 5.910 6.1% 0.542 0.6% 60% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.162
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.464
2.618 98.460
1.618 97.845
1.000 97.465
0.618 97.230
HIGH 96.850
0.618 96.615
0.500 96.543
0.382 96.470
LOW 96.235
0.618 95.855
1.000 95.620
1.618 95.240
2.618 94.625
4.250 93.621
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 96.638 96.608
PP 96.590 96.532
S1 96.543 96.455

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

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