ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 99.350 99.840 0.490 0.5% 99.290
High 99.855 100.205 0.350 0.4% 100.100
Low 99.220 99.760 0.540 0.5% 98.980
Close 99.772 100.000 0.228 0.2% 99.772
Range 0.635 0.445 -0.190 -29.9% 1.120
ATR 0.660 0.645 -0.015 -2.3% 0.000
Volume 2,448 1,917 -531 -21.7% 9,339
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.323 101.107 100.245
R3 100.878 100.662 100.122
R2 100.433 100.433 100.082
R1 100.217 100.217 100.041 100.325
PP 99.988 99.988 99.988 100.043
S1 99.772 99.772 99.959 99.880
S2 99.543 99.543 99.918
S3 99.098 99.327 99.878
S4 98.653 98.882 99.755
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
5 100.205 98.980 1.225 1.2% 0.529 0.5% 83% True False 1,956
10 100.205 98.690 1.515 1.5% 0.572 0.6% 86% True False 1,590
20 100.205 96.755 3.450 3.5% 0.636 0.6% 94% True False 1,149
40 100.205 94.050 6.155 6.2% 0.629 0.6% 97% True False 717
60 100.205 94.050 6.155 6.2% 0.592 0.6% 97% True False 501
80 100.205 93.125 7.080 7.1% 0.629 0.6% 97% True False 385
100 100.205 93.125 7.080 7.1% 0.606 0.6% 97% True False 311
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 102.096
2.618 101.370
1.618 100.925
1.000 100.650
0.618 100.480
HIGH 100.205
0.618 100.035
0.500 99.983
0.382 99.930
LOW 99.760
0.618 99.485
1.000 99.315
1.618 99.040
2.618 98.595
4.250 97.869
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 99.994 99.864
PP 99.988 99.728
S1 99.983 99.593

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

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