ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 98.945 99.105 0.160 0.2% 98.760
High 99.340 99.395 0.055 0.1% 99.750
Low 98.635 98.905 0.270 0.3% 98.110
Close 99.024 98.978 -0.046 0.0% 98.599
Range 0.705 0.490 -0.215 -30.5% 1.640
ATR 0.762 0.743 -0.019 -2.6% 0.000
Volume 27,241 27,274 33 0.1% 186,462
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 100.563 100.260 99.248
R3 100.073 99.770 99.113
R2 99.583 99.583 99.068
R1 99.280 99.280 99.023 99.187
PP 99.093 99.093 99.093 99.046
S1 98.790 98.790 98.933 98.697
S2 98.603 98.603 98.888
S3 98.113 98.300 98.843
S4 97.623 97.810 98.709
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 99.395 98.140 1.255 1.3% 0.818 0.8% 67% True False 33,193
10 99.750 98.110 1.640 1.7% 0.761 0.8% 53% False False 30,167
20 99.750 97.225 2.525 2.6% 0.696 0.7% 69% False False 26,359
40 100.700 97.225 3.475 3.5% 0.710 0.7% 50% False False 19,041
60 100.700 94.850 5.850 5.9% 0.702 0.7% 71% False False 12,944
80 100.700 94.050 6.650 6.7% 0.672 0.7% 74% False False 9,764
100 100.700 94.010 6.690 6.8% 0.661 0.7% 74% False False 7,821
120 100.700 93.125 7.575 7.7% 0.653 0.7% 77% False False 6,523
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 0.176
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 101.478
2.618 100.678
1.618 100.188
1.000 99.885
0.618 99.698
HIGH 99.395
0.618 99.208
0.500 99.150
0.382 99.092
LOW 98.905
0.618 98.602
1.000 98.415
1.618 98.112
2.618 97.622
4.250 96.823
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 99.150 98.908
PP 99.093 98.838
S1 99.035 98.768

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

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