ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 97.210 97.580 0.370 0.4% 97.460
High 97.760 98.345 0.585 0.6% 98.075
Low 97.075 97.530 0.455 0.5% 96.755
Close 97.458 98.237 0.779 0.8% 97.237
Range 0.685 0.815 0.130 19.0% 1.320
ATR 0.652 0.668 0.017 2.6% 0.000
Volume 508 930 422 83.1% 2,906
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 100.482 100.175 98.685
R3 99.667 99.360 98.461
R2 98.852 98.852 98.386
R1 98.545 98.545 98.312 98.699
PP 98.037 98.037 98.037 98.114
S1 97.730 97.730 98.162 97.884
S2 97.222 97.222 98.088
S3 96.407 96.915 98.013
S4 95.592 96.100 97.789
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 98.345 96.875 1.470 1.5% 0.594 0.6% 93% True False 655
10 98.345 95.205 3.140 3.2% 0.767 0.8% 97% True False 576
20 98.345 94.050 4.295 4.4% 0.630 0.6% 97% True False 421
40 98.345 94.050 4.295 4.4% 0.642 0.7% 97% True False 275
60 98.345 93.125 5.220 5.3% 0.631 0.6% 98% True False 197
80 99.035 93.125 5.910 6.0% 0.606 0.6% 86% False False 153
100 99.035 93.125 5.910 6.0% 0.571 0.6% 86% False False 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.158
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.809
2.618 100.479
1.618 99.664
1.000 99.160
0.618 98.849
HIGH 98.345
0.618 98.034
0.500 97.938
0.382 97.841
LOW 97.530
0.618 97.026
1.000 96.715
1.618 96.211
2.618 95.396
4.250 94.066
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 98.137 98.037
PP 98.037 97.837
S1 97.938 97.638

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

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