ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 97.340 98.180 0.840 0.9% 96.745
High 98.175 98.390 0.215 0.2% 98.175
Low 98.175 97.825 -0.350 -0.4% 96.725
Close 98.175 98.219 0.044 0.0% 98.175
Range 0.000 0.565 0.565 1.450
ATR 0.771 0.756 -0.015 -1.9% 0.000
Volume 26,709 19,925 -6,784 -25.4% 100,209
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 99.840 99.594 98.530
R3 99.275 99.029 98.374
R2 98.710 98.710 98.323
R1 98.464 98.464 98.271 98.587
PP 98.145 98.145 98.145 98.206
S1 97.899 97.899 98.167 98.022
S2 97.580 97.580 98.115
S3 97.015 97.334 98.064
S4 96.450 96.769 97.908
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 102.042 101.558 98.973
R3 100.592 100.108 98.574
R2 99.142 99.142 98.441
R1 98.658 98.658 98.308 98.900
PP 97.692 97.692 97.692 97.813
S1 97.208 97.208 98.042 97.450
S2 96.242 96.242 97.909
S3 94.792 95.758 97.776
S4 93.342 94.308 97.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.390 97.150 1.240 1.3% 0.438 0.4% 86% True False 20,906
10 98.390 96.400 1.990 2.0% 0.523 0.5% 91% True False 18,310
20 99.750 95.280 4.470 4.6% 0.766 0.8% 66% False False 28,338
40 99.950 95.280 4.670 4.8% 0.747 0.8% 63% False False 31,263
60 100.700 95.280 5.420 5.5% 0.762 0.8% 54% False False 28,244
80 100.700 95.280 5.420 5.5% 0.715 0.7% 54% False False 21,628
100 100.700 94.050 6.650 6.8% 0.693 0.7% 63% False False 17,381
120 100.700 94.050 6.650 6.8% 0.687 0.7% 63% False False 14,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.070
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.791
2.618 99.869
1.618 99.304
1.000 98.955
0.618 98.739
HIGH 98.390
0.618 98.174
0.500 98.108
0.382 98.041
LOW 97.825
0.618 97.476
1.000 97.260
1.618 96.911
2.618 96.346
4.250 95.424
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 98.182 98.082
PP 98.145 97.945
S1 98.108 97.808

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

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