ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 100.075 100.275 0.200 0.2% 99.840
High 100.405 100.475 0.070 0.1% 100.405
Low 99.845 100.230 0.385 0.4% 99.500
Close 100.211 100.330 0.119 0.1% 100.211
Range 0.560 0.245 -0.315 -56.3% 0.905
ATR 0.603 0.579 -0.024 -4.0% 0.000
Volume 2,546 2,619 73 2.9% 11,493
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.080 100.950 100.465
R3 100.835 100.705 100.397
R2 100.590 100.590 100.375
R1 100.460 100.460 100.352 100.525
PP 100.345 100.345 100.345 100.378
S1 100.215 100.215 100.308 100.280
S2 100.100 100.100 100.285
S3 99.855 99.970 100.263
S4 99.610 99.725 100.195
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.754 102.387 100.709
R3 101.849 101.482 100.460
R2 100.944 100.944 100.377
R1 100.577 100.577 100.294 100.761
PP 100.039 100.039 100.039 100.130
S1 99.672 99.672 100.128 99.856
S2 99.134 99.134 100.045
S3 98.229 98.767 99.962
S4 97.324 97.862 99.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.475 99.500 0.975 1.0% 0.432 0.4% 85% True False 2,439
10 100.475 98.980 1.495 1.5% 0.481 0.5% 90% True False 2,197
20 100.475 97.075 3.400 3.4% 0.585 0.6% 96% True False 1,619
40 100.475 94.050 6.425 6.4% 0.598 0.6% 98% True False 1,000
60 100.475 94.050 6.425 6.4% 0.608 0.6% 98% True False 704
80 100.475 93.125 7.350 7.3% 0.622 0.6% 98% True False 536
100 100.475 93.125 7.350 7.3% 0.594 0.6% 98% True False 432
120 100.475 93.125 7.350 7.3% 0.569 0.6% 98% True False 362
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.101
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.516
2.618 101.116
1.618 100.871
1.000 100.720
0.618 100.626
HIGH 100.475
0.618 100.381
0.500 100.353
0.382 100.324
LOW 100.230
0.618 100.079
1.000 99.985
1.618 99.834
2.618 99.589
4.250 99.189
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 100.353 100.273
PP 100.345 100.217
S1 100.338 100.160

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

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