ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 97.460 97.085 -0.375 -0.4% 94.850
High 97.460 97.240 -0.220 -0.2% 97.510
Low 97.000 96.855 -0.145 -0.1% 94.810
Close 97.158 97.195 0.037 0.0% 97.448
Range 0.460 0.385 -0.075 -16.3% 2.700
ATR 0.653 0.634 -0.019 -2.9% 0.000
Volume 320 217 -103 -32.2% 1,766
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 98.252 98.108 97.407
R3 97.867 97.723 97.301
R2 97.482 97.482 97.266
R1 97.338 97.338 97.230 97.410
PP 97.097 97.097 97.097 97.133
S1 96.953 96.953 97.160 97.025
S2 96.712 96.712 97.124
S3 96.327 96.568 97.089
S4 95.942 96.183 96.983
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 94.970 2.540 2.6% 0.737 0.8% 88% False False 389
10 97.510 94.050 3.460 3.6% 0.640 0.7% 91% False False 327
20 97.510 94.050 3.460 3.6% 0.616 0.6% 91% False False 288
40 97.510 94.050 3.460 3.6% 0.574 0.6% 91% False False 182
60 99.000 93.125 5.875 6.0% 0.622 0.6% 69% False False 134
80 99.035 93.125 5.910 6.1% 0.594 0.6% 69% False False 104
100 99.035 93.125 5.910 6.1% 0.553 0.6% 69% False False 86
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 0.101
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.876
2.618 98.248
1.618 97.863
1.000 97.625
0.618 97.478
HIGH 97.240
0.618 97.093
0.500 97.048
0.382 97.002
LOW 96.855
0.618 96.617
1.000 96.470
1.618 96.232
2.618 95.847
4.250 95.219
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 97.146 97.120
PP 97.097 97.045
S1 97.048 96.970

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

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