ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 99.925 99.660 -0.265 -0.3% 99.590
High 100.100 99.690 -0.410 -0.4% 99.790
Low 99.575 98.980 -0.595 -0.6% 98.690
Close 99.928 99.222 -0.706 -0.7% 99.290
Range 0.525 0.710 0.185 35.2% 1.100
ATR 0.640 0.662 0.022 3.4% 0.000
Volume 1,532 2,613 1,081 70.6% 5,632
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.427 101.035 99.613
R3 100.717 100.325 99.417
R2 100.007 100.007 99.352
R1 99.615 99.615 99.287 99.456
PP 99.297 99.297 99.297 99.218
S1 98.905 98.905 99.157 98.746
S2 98.587 98.587 99.092
S3 97.877 98.195 99.027
S4 97.167 97.485 98.832
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
5 100.100 98.815 1.285 1.3% 0.559 0.6% 32% False False 1,684
10 100.100 98.200 1.900 1.9% 0.660 0.7% 54% False False 1,384
20 100.100 96.430 3.670 3.7% 0.659 0.7% 76% False False 977
40 100.100 94.050 6.050 6.1% 0.628 0.6% 85% False False 615
60 100.100 94.050 6.050 6.1% 0.593 0.6% 85% False False 429
80 100.100 93.125 6.975 7.0% 0.632 0.6% 87% False False 331
100 100.100 93.125 6.975 7.0% 0.597 0.6% 87% False False 268
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 0.100
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.708
2.618 101.549
1.618 100.839
1.000 100.400
0.618 100.129
HIGH 99.690
0.618 99.419
0.500 99.335
0.382 99.251
LOW 98.980
0.618 98.541
1.000 98.270
1.618 97.831
2.618 97.121
4.250 95.963
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 99.335 99.540
PP 99.297 99.434
S1 99.260 99.328

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

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