ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 95.550 95.035 -0.515 -0.5% 96.220
High 95.560 95.115 -0.445 -0.5% 96.490
Low 94.955 94.880 -0.075 -0.1% 94.955
Close 95.086 94.970 -0.116 -0.1% 95.086
Range 0.605 0.235 -0.370 -61.2% 1.535
ATR 0.663 0.633 -0.031 -4.6% 0.000
Volume 161 544 383 237.9% 1,275
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 95.693 95.567 95.099
R3 95.458 95.332 95.035
R2 95.223 95.223 95.013
R1 95.097 95.097 94.992 95.043
PP 94.988 94.988 94.988 94.961
S1 94.862 94.862 94.948 94.807
S2 94.753 94.753 94.927
S3 94.518 94.627 94.905
S4 94.283 94.392 94.841
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 100.115 99.136 95.930
R3 98.580 97.601 95.508
R2 97.045 97.045 95.367
R1 96.066 96.066 95.227 95.788
PP 95.510 95.510 95.510 95.372
S1 94.531 94.531 94.945 94.253
S2 93.975 93.975 94.805
S3 92.440 92.996 94.664
S4 90.905 91.461 94.242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.490 94.880 1.610 1.7% 0.512 0.5% 6% False True 316
10 96.850 94.880 1.970 2.1% 0.596 0.6% 5% False True 245
20 97.030 94.395 2.635 2.8% 0.645 0.7% 22% False False 173
40 97.695 93.125 4.570 4.8% 0.644 0.7% 40% False False 107
60 99.000 93.125 5.875 6.2% 0.608 0.6% 31% False False 80
80 99.035 93.125 5.910 6.2% 0.564 0.6% 31% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.125
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 96.114
2.618 95.730
1.618 95.495
1.000 95.350
0.618 95.260
HIGH 95.115
0.618 95.025
0.500 94.998
0.382 94.970
LOW 94.880
0.618 94.735
1.000 94.645
1.618 94.500
2.618 94.265
4.250 93.881
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 94.998 95.380
PP 94.988 95.243
S1 94.979 95.107

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

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