ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 96.810 97.460 0.650 0.7% 94.850
High 97.510 97.460 -0.050 -0.1% 97.510
Low 96.430 97.000 0.570 0.6% 94.810
Close 97.448 97.158 -0.290 -0.3% 97.448
Range 1.080 0.460 -0.620 -57.4% 2.700
ATR 0.668 0.653 -0.015 -2.2% 0.000
Volume 605 320 -285 -47.1% 1,766
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 98.586 98.332 97.411
R3 98.126 97.872 97.285
R2 97.666 97.666 97.242
R1 97.412 97.412 97.200 97.309
PP 97.206 97.206 97.206 97.155
S1 96.952 96.952 97.116 96.849
S2 96.746 96.746 97.074
S3 96.286 96.492 97.032
S4 95.826 96.032 96.905
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 104.689 103.769 98.933
R3 101.989 101.069 98.191
R2 99.289 99.289 97.943
R1 98.369 98.369 97.696 98.829
PP 96.589 96.589 96.589 96.820
S1 95.669 95.669 97.201 96.129
S2 93.889 93.889 96.953
S3 91.189 92.969 96.706
S4 88.489 90.269 95.963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.510 94.850 2.660 2.7% 0.724 0.7% 87% False False 365
10 97.510 94.050 3.460 3.6% 0.647 0.7% 90% False False 324
20 97.510 94.050 3.460 3.6% 0.621 0.6% 90% False False 284
40 97.510 94.050 3.460 3.6% 0.571 0.6% 90% False False 177
60 99.000 93.125 5.875 6.0% 0.626 0.6% 69% False False 131
80 99.035 93.125 5.910 6.1% 0.598 0.6% 68% False False 102
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.097
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.415
2.618 98.664
1.618 98.204
1.000 97.920
0.618 97.744
HIGH 97.460
0.618 97.284
0.500 97.230
0.382 97.176
LOW 97.000
0.618 96.716
1.000 96.540
1.618 96.256
2.618 95.796
4.250 95.045
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 97.230 96.891
PP 97.206 96.624
S1 97.182 96.358

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

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