ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 98.335 98.945 0.610 0.6% 98.760
High 98.970 99.340 0.370 0.4% 99.750
Low 98.140 98.635 0.495 0.5% 98.110
Close 98.784 99.024 0.240 0.2% 98.599
Range 0.830 0.705 -0.125 -15.1% 1.640
ATR 0.767 0.762 -0.004 -0.6% 0.000
Volume 32,091 27,241 -4,850 -15.1% 186,462
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 101.115 100.774 99.412
R3 100.410 100.069 99.218
R2 99.705 99.705 99.153
R1 99.364 99.364 99.089 99.535
PP 99.000 99.000 99.000 99.085
S1 98.659 98.659 98.959 98.830
S2 98.295 98.295 98.895
S3 97.590 97.954 98.830
S4 96.885 97.249 98.636
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% 0.831 0.8% 55% False False 33,685
10 99.750 97.840 1.910 1.9% 0.775 0.8% 62% False False 29,157
20 99.750 97.225 2.525 2.5% 0.705 0.7% 71% False False 26,293
40 100.700 97.225 3.475 3.5% 0.712 0.7% 52% False False 18,396
60 100.700 94.810 5.890 5.9% 0.701 0.7% 72% False False 12,494
80 100.700 94.050 6.650 6.7% 0.678 0.7% 75% False False 9,425
100 100.700 93.125 7.575 7.6% 0.679 0.7% 78% False False 7,549
120 100.700 93.125 7.575 7.6% 0.656 0.7% 78% False False 6,296
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 0.165
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.336
2.618 101.186
1.618 100.481
1.000 100.045
0.618 99.776
HIGH 99.340
0.618 99.071
0.500 98.988
0.382 98.904
LOW 98.635
0.618 98.199
1.000 97.930
1.618 97.494
2.618 96.789
4.250 95.639
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 99.012 98.929
PP 99.000 98.835
S1 98.988 98.740

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

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