ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	97.925	98.305	0.380	0.4%	98.780
High	98.475	98.495	0.020	0.0%	98.855
Low	97.840	98.190	0.350	0.4%	97.935
Close	98.173	98.354	0.181	0.2%	98.016
Range	0.635	0.305	-0.330	-52.0%	0.920
ATR	0.708	0.680	-0.028	-3.9%	0.000
Volume	17,176	9,825	-7,351	-42.8%	64,606

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.261	99.113	98.522
R3	98.956	98.808	98.438
R2	98.651	98.651	98.410
R1	98.503	98.503	98.382	98.577
PP	98.346	98.346	98.346	98.384
S1	98.198	98.198	98.326	98.272
S2	98.041	98.041	98.298
S3	97.736	97.893	98.270
S4	97.431	97.588	98.186

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.029	100.442	98.522
R3	100.109	99.522	98.269
R2	99.189	99.189	98.185
R1	98.602	98.602	98.100	98.436
PP	98.269	98.269	98.269	98.185
S1	97.682	97.682	97.932	97.516
S2	97.349	97.349	97.847
S3	96.429	96.762	97.763
S4	95.509	95.842	97.510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.665	97.835	0.830	0.8%	0.414	0.4%	63%	False	False	12,740
10	99.345	97.625	1.720	1.7%	0.549	0.6%	42%	False	False	21,042
20	100.700	97.225	3.475	3.5%	0.792	0.8%	32%	False	False	22,207
40	100.700	97.225	3.475	3.5%	0.683	0.7%	32%	False	False	11,993
60	100.700	94.050	6.650	6.8%	0.658	0.7%	65%	False	False	8,126
80	100.700	94.050	6.650	6.8%	0.657	0.7%	65%	False	False	6,122
100	100.700	93.125	7.575	7.7%	0.656	0.7%	69%	False	False	4,906
120	100.700	93.125	7.575	7.7%	0.626	0.6%	69%	False	False	4,092

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	0.111
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.791
2.618	99.293
1.618	98.988
1.000	98.800
0.618	98.683
HIGH	98.495
0.618	98.378
0.500	98.343
0.382	98.307
LOW	98.190
0.618	98.002
1.000	97.885
1.618	97.697
2.618	97.392
4.250	96.894

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	98.350	98.291
PP	98.346	98.228
S1	98.343	98.165

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols