ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 96.650 96.470 -0.180 -0.2% 96.580
High 96.750 96.700 -0.050 -0.1% 96.850
Low 96.290 95.505 -0.785 -0.8% 95.505
Close 96.526 96.165 -0.361 -0.4% 96.165
Range 0.460 1.195 0.735 159.8% 1.345
ATR 0.652 0.691 0.039 6.0% 0.000
Volume 47 286 239 508.5% 814
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 99.708 99.132 96.822
R3 98.513 97.937 96.494
R2 97.318 97.318 96.384
R1 96.742 96.742 96.275 96.433
PP 96.123 96.123 96.123 95.969
S1 95.547 95.547 96.055 95.238
S2 94.928 94.928 95.946
S3 93.733 94.352 95.836
S4 92.538 93.157 95.508
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 100.208 99.532 96.905
R3 98.863 98.187 96.535
R2 97.518 97.518 96.412
R1 96.842 96.842 96.288 96.508
PP 96.173 96.173 96.173 96.006
S1 95.497 95.497 96.042 95.163
S2 94.828 94.828 95.918
S3 93.483 94.152 95.795
S4 92.138 92.807 95.425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.850 95.505 1.345 1.4% 0.659 0.7% 49% False True 162
10 97.030 95.395 1.635 1.7% 0.654 0.7% 47% False False 135
20 97.030 94.395 2.635 2.7% 0.601 0.6% 67% False False 101
40 98.500 93.125 5.375 5.6% 0.647 0.7% 57% False False 67
60 99.035 93.125 5.910 6.1% 0.600 0.6% 51% False False 50
80 99.035 93.125 5.910 6.1% 0.552 0.6% 51% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.132
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 101.779
2.618 99.829
1.618 98.634
1.000 97.895
0.618 97.439
HIGH 96.700
0.618 96.244
0.500 96.103
0.382 95.961
LOW 95.505
0.618 94.766
1.000 94.310
1.618 93.571
2.618 92.376
4.250 90.426
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 96.144 96.178
PP 96.123 96.173
S1 96.103 96.169

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

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