ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 96.235 96.650 0.415 0.4% 95.600
High 96.850 96.750 -0.100 -0.1% 97.030
Low 96.235 96.290 0.055 0.1% 95.395
Close 96.685 96.526 -0.159 -0.2% 96.622
Range 0.615 0.460 -0.155 -25.2% 1.635
ATR 0.666 0.652 -0.015 -2.2% 0.000
Volume 163 47 -116 -71.2% 539
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 97.902 97.674 96.779
R3 97.442 97.214 96.653
R2 96.982 96.982 96.610
R1 96.754 96.754 96.568 96.638
PP 96.522 96.522 96.522 96.464
S1 96.294 96.294 96.484 96.178
S2 96.062 96.062 96.442
S3 95.602 95.834 96.400
S4 95.142 95.374 96.273
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 96.060 0.970 1.0% 0.522 0.5% 48% False False 131
10 97.030 94.395 2.635 2.7% 0.649 0.7% 81% False False 117
20 97.030 94.395 2.635 2.7% 0.551 0.6% 81% False False 86
40 99.000 93.125 5.875 6.1% 0.639 0.7% 58% False False 61
60 99.035 93.125 5.910 6.1% 0.594 0.6% 58% False False 46
80 99.035 93.125 5.910 6.1% 0.542 0.6% 58% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.158
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 98.705
2.618 97.954
1.618 97.494
1.000 97.210
0.618 97.034
HIGH 96.750
0.618 96.574
0.500 96.520
0.382 96.466
LOW 96.290
0.618 96.006
1.000 95.830
1.618 95.546
2.618 95.086
4.250 94.335
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 96.524 96.502
PP 96.522 96.479
S1 96.520 96.455

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

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