ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 98.420 98.335 -0.085 -0.1% 98.760
High 99.295 98.970 -0.325 -0.3% 99.750
Low 98.375 98.140 -0.235 -0.2% 98.110
Close 98.599 98.784 0.185 0.2% 98.599
Range 0.920 0.830 -0.090 -9.8% 1.640
ATR 0.762 0.767 0.005 0.6% 0.000
Volume 40,217 32,091 -8,126 -20.2% 186,462
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 101.121 100.783 99.241
R3 100.291 99.953 99.012
R2 99.461 99.461 98.936
R1 99.123 99.123 98.860 99.292
PP 98.631 98.631 98.631 98.716
S1 98.293 98.293 98.708 98.462
S2 97.801 97.801 98.632
S3 96.971 97.463 98.556
S4 96.141 96.633 98.328
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 103.740 102.809 99.501
R3 102.100 101.169 99.050
R2 100.460 100.460 98.900
R1 99.529 99.529 98.749 99.175
PP 98.820 98.820 98.820 98.642
S1 97.889 97.889 98.449 97.535
S2 97.180 97.180 98.298
S3 95.540 96.249 98.148
S4 93.900 94.609 97.697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.750 98.140 1.610 1.6% 0.865 0.9% 40% False True 35,909
10 99.750 97.835 1.915 1.9% 0.727 0.7% 50% False False 27,510
20 99.750 97.225 2.525 2.6% 0.709 0.7% 62% False False 26,938
40 100.700 97.225 3.475 3.5% 0.711 0.7% 45% False False 17,753
60 100.700 94.685 6.015 6.1% 0.694 0.7% 68% False False 12,043
80 100.700 94.050 6.650 6.7% 0.683 0.7% 71% False False 9,085
100 100.700 93.125 7.575 7.7% 0.681 0.7% 75% False False 7,278
120 100.700 93.125 7.575 7.7% 0.653 0.7% 75% False False 6,069
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 True
Bull Hook False
Stretch 0.142
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.498
2.618 101.143
1.618 100.313
1.000 99.800
0.618 99.483
HIGH 98.970
0.618 98.653
0.500 98.555
0.382 98.457
LOW 98.140
0.618 97.627
1.000 97.310
1.618 96.797
2.618 95.967
4.250 94.613
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 98.708 98.777
PP 98.631 98.770
S1 98.555 98.763

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

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