ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 98.500 98.225 -0.275 -0.3% 97.770
High 98.515 98.665 0.150 0.2% 99.345
Low 98.005 98.210 0.205 0.2% 97.225
Close 98.244 98.367 0.123 0.1% 98.731
Range 0.510 0.455 -0.055 -10.8% 2.120
ATR 0.799 0.774 -0.025 -3.1% 0.000
Volume 17,747 16,785 -962 -5.4% 158,919
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 99.779 99.528 98.617
R3 99.324 99.073 98.492
R2 98.869 98.869 98.450
R1 98.618 98.618 98.409 98.744
PP 98.414 98.414 98.414 98.477
S1 98.163 98.163 98.325 98.289
S2 97.959 97.959 98.284
S3 97.504 97.708 98.242
S4 97.049 97.253 98.117
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 104.794 103.882 99.897
R3 102.674 101.762 99.314
R2 100.554 100.554 99.120
R1 99.642 99.642 98.925 100.098
PP 98.434 98.434 98.434 98.662
S1 97.522 97.522 98.537 97.978
S2 96.314 96.314 98.342
S3 94.194 95.402 98.148
S4 92.074 93.282 97.565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.345 98.005 1.340 1.4% 0.570 0.6% 27% False False 23,224
10 99.345 97.225 2.120 2.2% 0.708 0.7% 54% False False 30,147
20 100.700 97.225 3.475 3.5% 0.784 0.8% 33% False False 20,354
40 100.700 96.875 3.825 3.9% 0.697 0.7% 39% False False 10,878
60 100.700 94.050 6.650 6.8% 0.682 0.7% 65% False False 7,358
80 100.700 94.050 6.650 6.8% 0.646 0.7% 65% False False 5,539
100 100.700 93.125 7.575 7.7% 0.661 0.7% 69% False False 4,439
120 100.700 93.125 7.575 7.7% 0.634 0.6% 69% False False 3,702
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 0.158
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 100.599
2.618 99.856
1.618 99.401
1.000 99.120
0.618 98.946
HIGH 98.665
0.618 98.491
0.500 98.438
0.382 98.384
LOW 98.210
0.618 97.929
1.000 97.755
1.618 97.474
2.618 97.019
4.250 96.276
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 98.438 98.430
PP 98.414 98.409
S1 98.391 98.388

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

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