ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 99.660 99.350 -0.310 -0.3% 99.290
High 99.690 99.855 0.165 0.2% 100.100
Low 98.980 99.220 0.240 0.2% 98.980
Close 99.222 99.772 0.550 0.6% 99.772
Range 0.710 0.635 -0.075 -10.6% 1.120
ATR 0.662 0.660 -0.002 -0.3% 0.000
Volume 2,613 2,448 -165 -6.3% 9,339
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.521 101.281 100.121
R3 100.886 100.646 99.947
R2 100.251 100.251 99.888
R1 100.011 100.011 99.830 100.131
PP 99.616 99.616 99.616 99.676
S1 99.376 99.376 99.714 99.496
S2 98.981 98.981 99.656
S3 98.346 98.741 99.597
S4 97.711 98.106 99.423
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.977 102.495 100.388
R3 101.857 101.375 100.080
R2 100.737 100.737 99.977
R1 100.255 100.255 99.875 100.496
PP 99.617 99.617 99.617 99.738
S1 99.135 99.135 99.669 99.376
S2 98.497 98.497 99.567
S3 97.377 98.015 99.464
S4 96.257 96.895 99.156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.100 98.980 1.120 1.1% 0.549 0.6% 71% False False 1,867
10 100.100 98.690 1.410 1.4% 0.579 0.6% 77% False False 1,497
20 100.100 96.755 3.345 3.4% 0.637 0.6% 90% False False 1,069
40 100.100 94.050 6.050 6.1% 0.631 0.6% 95% False False 673
60 100.100 94.050 6.050 6.1% 0.593 0.6% 95% False False 470
80 100.100 93.125 6.975 7.0% 0.626 0.6% 95% False False 361
100 100.100 93.125 6.975 7.0% 0.603 0.6% 95% False False 292
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 0.108
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.554
2.618 101.517
1.618 100.882
1.000 100.490
0.618 100.247
HIGH 99.855
0.618 99.612
0.500 99.538
0.382 99.463
LOW 99.220
0.618 98.828
1.000 98.585
1.618 98.193
2.618 97.558
4.250 96.521
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 99.694 99.695
PP 99.616 99.617
S1 99.538 99.540

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

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