ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 96.545 97.050 0.505 0.5% 99.700
High 97.305 97.500 0.195 0.2% 99.750
Low 96.040 96.565 0.525 0.5% 96.040
Close 97.054 96.581 -0.473 -0.5% 97.054
Range 1.265 0.935 -0.330 -26.1% 3.710
ATR 0.850 0.856 0.006 0.7% 0.000
Volume 42,338 31,570 -10,768 -25.4% 198,775
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 99.687 99.069 97.095
R3 98.752 98.134 96.838
R2 97.817 97.817 96.752
R1 97.199 97.199 96.667 97.041
PP 96.882 96.882 96.882 96.803
S1 96.264 96.264 96.495 96.106
S2 95.947 95.947 96.410
S3 95.012 95.329 96.324
S4 94.077 94.394 96.067
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 108.745 106.609 99.095
R3 105.035 102.899 98.074
R2 101.325 101.325 97.734
R1 99.189 99.189 97.394 98.402
PP 97.615 97.615 97.615 97.221
S1 95.479 95.479 96.714 94.692
S2 93.905 93.905 96.374
S3 90.195 91.769 96.034
S4 86.485 88.059 95.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.105 96.040 3.065 3.2% 1.159 1.2% 18% False False 40,502
10 99.880 96.040 3.840 4.0% 0.950 1.0% 14% False False 36,817
20 99.950 96.040 3.910 4.0% 0.794 0.8% 14% False False 35,442
40 99.950 96.040 3.910 4.0% 0.746 0.8% 14% False False 31,562
60 100.700 96.040 4.660 4.8% 0.740 0.8% 12% False False 23,139
80 100.700 94.050 6.650 6.9% 0.718 0.7% 38% False False 17,497
100 100.700 94.050 6.650 6.9% 0.707 0.7% 38% False False 14,037
120 100.700 93.125 7.575 7.8% 0.699 0.7% 46% False False 11,705
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.193
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.474
2.618 99.948
1.618 99.013
1.000 98.435
0.618 98.078
HIGH 97.500
0.618 97.143
0.500 97.033
0.382 96.922
LOW 96.565
0.618 95.987
1.000 95.630
1.618 95.052
2.618 94.117
4.250 92.591
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 97.033 96.770
PP 96.882 96.707
S1 96.732 96.644

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

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