ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	99.005	98.680	-0.325	-0.3%	99.640
High	99.150	99.880	0.730	0.7%	99.880
Low	98.450	98.600	0.150	0.2%	98.450
Close	98.539	99.652	1.113	1.1%	99.652
Range	0.700	1.280	0.580	82.9%	1.430
ATR	0.664	0.712	0.048	7.3%	0.000
Volume	34,544	53,797	19,253	55.7%	154,519

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.217	102.715	100.356
R3	101.937	101.435	100.004
R2	100.657	100.657	99.887
R1	100.155	100.155	99.769	100.406
PP	99.377	99.377	99.377	99.503
S1	98.875	98.875	99.535	99.126
S2	98.097	98.097	99.417
S3	96.817	97.595	99.300
S4	95.537	96.315	98.948

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.617	103.065	100.439
R3	102.187	101.635	100.045
R2	100.757	100.757	99.914
R1	100.205	100.205	99.783	100.481
PP	99.327	99.327	99.327	99.466
S1	98.775	98.775	99.521	99.051
S2	97.897	97.897	99.390
S3	96.467	97.345	99.259
S4	95.037	95.915	98.866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.880	98.450	1.430	1.4%	0.657	0.7%	84%	True	False	30,903
10	99.950	98.415	1.535	1.5%	0.657	0.7%	81%	False	False	35,341
20	99.950	98.110	1.840	1.8%	0.728	0.7%	84%	False	False	34,187
40	100.700	97.225	3.475	3.5%	0.760	0.8%	70%	False	False	28,197
60	100.700	97.225	3.475	3.5%	0.698	0.7%	70%	False	False	19,391
80	100.700	94.050	6.650	6.7%	0.675	0.7%	84%	False	False	14,642
100	100.700	94.050	6.650	6.7%	0.671	0.7%	84%	False	False	11,735
120	100.700	93.125	7.575	7.6%	0.668	0.7%	86%	False	False	9,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.124
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	105.320
2.618	103.231
1.618	101.951
1.000	101.160
0.618	100.671
HIGH	99.880
0.618	99.391
0.500	99.240
0.382	99.089
LOW	98.600
0.618	97.809
1.000	97.320
1.618	96.529
2.618	95.249
4.250	93.160

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	99.515	99.490
PP	99.377	99.327
S1	99.240	99.165

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols