ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 98.915 99.120 0.205 0.2% 98.335
High 99.330 99.195 -0.135 -0.1% 99.395
Low 98.650 98.415 -0.235 -0.2% 98.140
Close 99.155 99.020 -0.135 -0.1% 99.020
Range 0.680 0.780 0.100 14.7% 1.255
ATR 0.738 0.741 0.003 0.4% 0.000
Volume 38,487 46,070 7,583 19.7% 171,163
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 101.217 100.898 99.449
R3 100.437 100.118 99.235
R2 99.657 99.657 99.163
R1 99.338 99.338 99.092 99.108
PP 98.877 98.877 98.877 98.761
S1 98.558 98.558 98.949 98.328
S2 98.097 98.097 98.877
S3 97.317 97.778 98.806
S4 96.537 96.998 98.591
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 102.617 102.073 99.710
R3 101.362 100.818 99.365
R2 100.107 100.107 99.250
R1 99.563 99.563 99.135 99.835
PP 98.852 98.852 98.852 98.988
S1 98.308 98.308 98.905 98.580
S2 97.597 97.597 98.790
S3 96.342 97.053 98.675
S4 95.087 95.798 98.330
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% 0.697 0.7% 70% False False 34,232
10 99.750 98.110 1.640 1.7% 0.817 0.8% 55% False False 35,762
20 99.750 97.835 1.915 1.9% 0.661 0.7% 62% False False 26,972
40 100.700 97.225 3.475 3.5% 0.726 0.7% 52% False False 21,085
60 100.700 95.205 5.495 5.5% 0.716 0.7% 69% False False 14,349
80 100.700 94.050 6.650 6.7% 0.677 0.7% 75% False False 10,819
100 100.700 94.050 6.650 6.7% 0.648 0.7% 75% False False 8,666
120 100.700 93.125 7.575 7.6% 0.661 0.7% 78% False False 7,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.198
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.510
2.618 101.237
1.618 100.457
1.000 99.975
0.618 99.677
HIGH 99.195
0.618 98.897
0.500 98.805
0.382 98.713
LOW 98.415
0.618 97.933
1.000 97.635
1.618 97.153
2.618 96.373
4.250 95.100
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 98.948 98.982
PP 98.877 98.943
S1 98.805 98.905

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

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