ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 97.055 97.210 0.155 0.2% 97.460
High 97.215 97.760 0.545 0.6% 98.075
Low 96.930 97.075 0.145 0.1% 96.755
Close 97.213 97.458 0.245 0.3% 97.237
Range 0.285 0.685 0.400 140.4% 1.320
ATR 0.649 0.652 0.003 0.4% 0.000
Volume 197 508 311 157.9% 2,906
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 99.486 99.157 97.835
R3 98.801 98.472 97.646
R2 98.116 98.116 97.584
R1 97.787 97.787 97.521 97.952
PP 97.431 97.431 97.431 97.513
S1 97.102 97.102 97.395 97.267
S2 96.746 96.746 97.332
S3 96.061 96.417 97.270
S4 95.376 95.732 97.081
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 101.316 100.596 97.963
R3 99.996 99.276 97.600
R2 98.676 98.676 97.479
R1 97.956 97.956 97.358 97.656
PP 97.356 97.356 97.356 97.206
S1 96.636 96.636 97.116 96.336
S2 96.036 96.036 96.995
S3 94.716 95.316 96.874
S4 93.396 93.996 96.511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.075 96.755 1.320 1.4% 0.695 0.7% 53% False False 614
10 98.075 94.970 3.105 3.2% 0.716 0.7% 80% False False 502
20 98.075 94.050 4.025 4.1% 0.607 0.6% 85% False False 394
40 98.075 94.050 4.025 4.1% 0.631 0.6% 85% False False 252
60 98.075 93.125 4.950 5.1% 0.637 0.7% 88% False False 182
80 99.035 93.125 5.910 6.1% 0.598 0.6% 73% False False 142
100 99.035 93.125 5.910 6.1% 0.568 0.6% 73% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.163
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.671
2.618 99.553
1.618 98.868
1.000 98.445
0.618 98.183
HIGH 97.760
0.618 97.498
0.500 97.418
0.382 97.337
LOW 97.075
0.618 96.652
1.000 96.390
1.618 95.967
2.618 95.282
4.250 94.164
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 97.445 97.411
PP 97.431 97.364
S1 97.418 97.318

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

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