ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 98.860 99.290 0.430 0.4% 99.590
High 99.500 99.731 0.231 0.2% 99.790
Low 98.815 99.185 0.370 0.4% 98.690
Close 99.290 99.731 0.441 0.4% 99.290
Range 0.685 0.546 -0.139 -20.3% 1.100
ATR 0.683 0.673 -0.010 -1.4% 0.000
Volume 1,532 1,476 -56 -3.7% 5,632
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.187 101.005 100.031
R3 100.641 100.459 99.881
R2 100.095 100.095 99.831
R1 99.913 99.913 99.781 100.004
PP 99.549 99.549 99.549 99.595
S1 99.367 99.367 99.681 99.458
S2 99.003 99.003 99.631
S3 98.457 98.821 99.581
S4 97.911 98.275 99.431
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.557 102.023 99.895
R3 101.457 100.923 99.593
R2 100.357 100.357 99.492
R1 99.823 99.823 99.391 99.540
PP 99.257 99.257 99.257 99.115
S1 98.723 98.723 99.189 98.440
S2 98.157 98.157 99.088
S3 97.057 97.623 98.988
S4 95.957 96.523 98.685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.790 98.690 1.100 1.1% 0.615 0.6% 95% False False 1,225
10 99.790 97.075 2.715 2.7% 0.690 0.7% 98% False False 1,042
20 99.790 94.850 4.940 5.0% 0.685 0.7% 99% False False 751
40 99.790 94.050 5.740 5.8% 0.634 0.6% 99% False False 487
60 99.790 94.010 5.780 5.8% 0.628 0.6% 99% False False 340
80 99.790 93.125 6.665 6.7% 0.624 0.6% 99% False False 264
100 99.790 93.125 6.665 6.7% 0.592 0.6% 99% False False 214
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 0.110
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.052
2.618 101.160
1.618 100.614
1.000 100.277
0.618 100.068
HIGH 99.731
0.618 99.522
0.500 99.458
0.382 99.394
LOW 99.185
0.618 98.848
1.000 98.639
1.618 98.302
2.618 97.756
4.250 96.865
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 99.640 99.558
PP 99.549 99.384
S1 99.458 99.211

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

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