ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 95.695 96.635 0.940 1.0% 97.050
High 96.250 97.000 0.750 0.8% 97.500
Low 95.545 96.400 0.855 0.9% 95.280
Close 95.982 96.875 0.893 0.9% 95.982
Range 0.705 0.600 -0.105 -14.9% 2.220
ATR 0.859 0.870 0.011 1.3% 0.000
Volume 27,582 17,320 -10,262 -37.2% 184,884
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 98.558 98.317 97.205
R3 97.958 97.717 97.040
R2 97.358 97.358 96.985
R1 97.117 97.117 96.930 97.238
PP 96.758 96.758 96.758 96.819
S1 96.517 96.517 96.820 96.638
S2 96.158 96.158 96.765
S3 95.558 95.917 96.710
S4 94.958 95.317 96.545
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 102.914 101.668 97.203
R3 100.694 99.448 96.593
R2 98.474 98.474 96.389
R1 97.228 97.228 96.186 96.741
PP 96.254 96.254 96.254 96.011
S1 95.008 95.008 95.779 94.521
S2 94.034 94.034 95.575
S3 91.814 92.788 95.372
S4 89.594 90.568 94.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.000 95.280 1.720 1.8% 0.818 0.8% 93% True False 34,126
10 99.105 95.280 3.825 3.9% 0.989 1.0% 42% False False 37,314
20 99.950 95.280 4.670 4.8% 0.824 0.9% 34% False False 35,416
40 99.950 95.280 4.670 4.8% 0.743 0.8% 34% False False 31,194
60 100.700 95.280 5.420 5.6% 0.758 0.8% 29% False False 25,862
80 100.700 95.205 5.495 5.7% 0.743 0.8% 30% False False 19,616
100 100.700 94.050 6.650 6.9% 0.706 0.7% 42% False False 15,738
120 100.700 94.050 6.650 6.9% 0.677 0.7% 42% False False 13,124
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 0.245
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.550
2.618 98.571
1.618 97.971
1.000 97.600
0.618 97.371
HIGH 97.000
0.618 96.771
0.500 96.700
0.382 96.629
LOW 96.400
0.618 96.029
1.000 95.800
1.618 95.429
2.618 94.829
4.250 93.850
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 96.817 96.630
PP 96.758 96.385
S1 96.700 96.140

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

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