ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 94.210 94.835 0.625 0.7% 95.035
High 94.810 94.965 0.155 0.2% 95.240
Low 94.050 94.685 0.635 0.7% 94.050
Close 94.635 94.801 0.166 0.2% 94.801
Range 0.760 0.280 -0.480 -63.2% 1.190
ATR 0.650 0.628 -0.023 -3.5% 0.000
Volume 458 172 -286 -62.4% 1,701
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 95.657 95.509 94.955
R3 95.377 95.229 94.878
R2 95.097 95.097 94.852
R1 94.949 94.949 94.827 94.883
PP 94.817 94.817 94.817 94.784
S1 94.669 94.669 94.775 94.603
S2 94.537 94.537 94.750
S3 94.257 94.389 94.724
S4 93.977 94.109 94.647
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 98.267 97.724 95.456
R3 97.077 96.534 95.128
R2 95.887 95.887 95.019
R1 95.344 95.344 94.910 95.021
PP 94.697 94.697 94.697 94.535
S1 94.154 94.154 94.692 93.830
S2 93.507 93.507 94.583
S3 92.317 92.964 94.474
S4 91.127 91.774 94.146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.240 94.050 1.190 1.3% 0.529 0.6% 63% False False 340
10 96.490 94.050 2.440 2.6% 0.561 0.6% 31% False False 297
20 97.030 94.050 2.980 3.1% 0.607 0.6% 25% False False 216
40 97.155 93.125 4.030 4.3% 0.645 0.7% 42% False False 132
60 99.000 93.125 5.875 6.2% 0.611 0.6% 29% False False 98
80 99.035 93.125 5.910 6.2% 0.584 0.6% 28% False False 77
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.116
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.155
2.618 95.698
1.618 95.418
1.000 95.245
0.618 95.138
HIGH 94.965
0.618 94.858
0.500 94.825
0.382 94.792
LOW 94.685
0.618 94.512
1.000 94.405
1.618 94.232
2.618 93.952
4.250 93.495
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 94.825 94.706
PP 94.817 94.610
S1 94.809 94.515

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

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