ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 99.120 99.255 0.135 0.1% 98.335
High 99.195 99.395 0.200 0.2% 99.395
Low 98.415 98.920 0.505 0.5% 98.140
Close 99.020 99.036 0.016 0.0% 99.020
Range 0.780 0.475 -0.305 -39.1% 1.255
ATR 0.741 0.722 -0.019 -2.6% 0.000
Volume 46,070 24,177 -21,893 -47.5% 171,163
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 100.542 100.264 99.297
R3 100.067 99.789 99.167
R2 99.592 99.592 99.123
R1 99.314 99.314 99.080 99.216
PP 99.117 99.117 99.117 99.068
S1 98.839 98.839 98.992 98.741
S2 98.642 98.642 98.949
S3 98.167 98.364 98.905
S4 97.692 97.889 98.775
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 98.415 0.980 1.0% 0.626 0.6% 63% True False 32,649
10 99.750 98.140 1.610 1.6% 0.746 0.8% 56% False False 34,279
20 99.750 97.835 1.915 1.9% 0.650 0.7% 63% False False 26,632
40 100.700 97.225 3.475 3.5% 0.720 0.7% 52% False False 21,624
60 100.700 96.430 4.270 4.3% 0.699 0.7% 61% False False 14,742
80 100.700 94.050 6.650 6.7% 0.674 0.7% 75% False False 11,120
100 100.700 94.050 6.650 6.7% 0.644 0.6% 75% False False 8,907
120 100.700 93.125 7.575 7.6% 0.661 0.7% 78% False False 7,429
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 0.158
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 101.414
2.618 100.639
1.618 100.164
1.000 99.870
0.618 99.689
HIGH 99.395
0.618 99.214
0.500 99.158
0.382 99.101
LOW 98.920
0.618 98.626
1.000 98.445
1.618 98.151
2.618 97.676
4.250 96.901
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 99.158 98.992
PP 99.117 98.949
S1 99.077 98.905

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

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