ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 99.290 99.690 0.400 0.4% 99.590
High 99.731 100.020 0.289 0.3% 99.790
Low 99.185 99.690 0.505 0.5% 98.690
Close 99.731 99.890 0.159 0.2% 99.290
Range 0.546 0.330 -0.216 -39.6% 1.100
ATR 0.673 0.649 -0.025 -3.6% 0.000
Volume 1,476 1,270 -206 -14.0% 5,632
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 100.857 100.703 100.072
R3 100.527 100.373 99.981
R2 100.197 100.197 99.951
R1 100.043 100.043 99.920 100.120
PP 99.867 99.867 99.867 99.905
S1 99.713 99.713 99.860 99.790
S2 99.537 99.537 99.830
S3 99.207 99.383 99.799
S4 98.877 99.053 99.709
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
5 100.020 98.690 1.330 1.3% 0.575 0.6% 90% True False 1,312
10 100.020 97.530 2.490 2.5% 0.654 0.7% 95% True False 1,118
20 100.020 94.970 5.050 5.1% 0.685 0.7% 97% True False 810
40 100.020 94.050 5.970 6.0% 0.627 0.6% 98% True False 517
60 100.020 94.010 6.010 6.0% 0.616 0.6% 98% True False 361
80 100.020 93.125 6.895 6.9% 0.627 0.6% 98% True False 280
100 100.020 93.125 6.895 6.9% 0.589 0.6% 98% True False 226
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.097
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 101.423
2.618 100.884
1.618 100.554
1.000 100.350
0.618 100.224
HIGH 100.020
0.618 99.894
0.500 99.855
0.382 99.816
LOW 99.690
0.618 99.486
1.000 99.360
1.618 99.156
2.618 98.826
4.250 98.288
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 99.878 99.733
PP 99.867 99.575
S1 99.855 99.418

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

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