ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 99.640 99.385 -0.255 -0.3% 99.255
High 99.660 99.505 -0.155 -0.2% 99.950
Low 99.280 99.065 -0.215 -0.2% 98.680
Close 99.406 99.133 -0.273 -0.3% 99.651
Range 0.380 0.440 0.060 15.8% 1.270
ATR 0.693 0.675 -0.018 -2.6% 0.000
Volume 16,694 19,415 2,721 16.3% 152,829
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 100.554 100.284 99.375
R3 100.114 99.844 99.254
R2 99.674 99.674 99.214
R1 99.404 99.404 99.173 99.319
PP 99.234 99.234 99.234 99.192
S1 98.964 98.964 99.093 98.879
S2 98.794 98.794 99.052
S3 98.354 98.524 99.012
S4 97.914 98.084 98.891
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 103.237 102.714 100.350
R3 101.967 101.444 100.000
R2 100.697 100.697 99.884
R1 100.174 100.174 99.767 100.436
PP 99.427 99.427 99.427 99.558
S1 98.904 98.904 99.535 99.166
S2 98.157 98.157 99.418
S3 96.887 97.634 99.302
S4 95.617 96.364 98.953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.950 98.680 1.270 1.3% 0.570 0.6% 36% False False 32,952
10 99.950 98.415 1.535 1.5% 0.598 0.6% 47% False False 32,801
20 99.950 97.835 2.115 2.1% 0.662 0.7% 61% False False 30,155
40 100.700 97.225 3.475 3.5% 0.730 0.7% 55% False False 25,458
60 100.700 96.875 3.825 3.9% 0.686 0.7% 59% False False 17,451
80 100.700 94.050 6.650 6.7% 0.677 0.7% 76% False False 13,171
100 100.700 94.050 6.650 6.7% 0.652 0.7% 76% False False 10,554
120 100.700 93.125 7.575 7.6% 0.664 0.7% 79% False False 8,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.169
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.375
2.618 100.657
1.618 100.217
1.000 99.945
0.618 99.777
HIGH 99.505
0.618 99.337
0.500 99.285
0.382 99.233
LOW 99.065
0.618 98.793
1.000 98.625
1.618 98.353
2.618 97.913
4.250 97.195
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 99.285 99.370
PP 99.234 99.291
S1 99.184 99.212

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

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