ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 97.580 98.205 0.625 0.6% 97.460
High 98.345 98.440 0.095 0.1% 98.075
Low 97.530 98.080 0.550 0.6% 96.755
Close 98.237 98.248 0.011 0.0% 97.237
Range 0.815 0.360 -0.455 -55.8% 1.320
ATR 0.668 0.646 -0.022 -3.3% 0.000
Volume 930 556 -374 -40.2% 2,906
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 99.336 99.152 98.446
R3 98.976 98.792 98.347
R2 98.616 98.616 98.314
R1 98.432 98.432 98.281 98.524
PP 98.256 98.256 98.256 98.302
S1 98.072 98.072 98.215 98.164
S2 97.896 97.896 98.182
S3 97.536 97.712 98.149
S4 97.176 97.352 98.050
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 98.440 96.875 1.565 1.6% 0.579 0.6% 88% True False 699
10 98.440 96.430 2.010 2.0% 0.658 0.7% 90% True False 570
20 98.440 94.050 4.390 4.5% 0.617 0.6% 96% True False 436
40 98.440 94.050 4.390 4.5% 0.633 0.6% 96% True False 289
60 98.440 93.125 5.315 5.4% 0.632 0.6% 96% True False 205
80 99.035 93.125 5.910 6.0% 0.606 0.6% 87% False False 160
100 99.035 93.125 5.910 6.0% 0.567 0.6% 87% False False 130
Crabel Price Patterns
NR True
NR4 False
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 0.168
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.970
2.618 99.382
1.618 99.022
1.000 98.800
0.618 98.662
HIGH 98.440
0.618 98.302
0.500 98.260
0.382 98.218
LOW 98.080
0.618 97.858
1.000 97.720
1.618 97.498
2.618 97.138
4.250 96.550
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 98.260 98.085
PP 98.256 97.921
S1 98.252 97.758

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

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