ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	98.235	97.645	-0.590	-0.6%	98.180
High	98.355	98.050	-0.305	-0.3%	98.595
Low	97.460	97.025	-0.435	-0.4%	97.025
Close	97.601	97.343	-0.258	-0.3%	97.343
Range	0.895	1.025	0.130	14.5%	1.570
ATR	0.728	0.749	0.021	2.9%	0.000
Volume	22,216	33,764	11,548	52.0%	109,749

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.548	99.970	97.907
R3	99.523	98.945	97.625
R2	98.498	98.498	97.531
R1	97.920	97.920	97.437	97.697
PP	97.473	97.473	97.473	97.361
S1	96.895	96.895	97.249	96.672
S2	96.448	96.448	97.155
S3	95.423	95.870	97.061
S4	94.398	94.845	96.779

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.364	101.424	98.207
R3	100.794	99.854	97.775
R2	99.224	99.224	97.631
R1	98.284	98.284	97.487	97.969
PP	97.654	97.654	97.654	97.497
S1	96.714	96.714	97.199	96.399
S2	96.084	96.084	97.055
S3	94.514	95.144	96.911
S4	92.944	93.574	96.480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.595	97.025	1.570	1.6%	0.681	0.7%	20%	False	True	21,949
10	98.595	96.725	1.870	1.9%	0.592	0.6%	33%	False	False	20,995
20	98.595	95.280	3.315	3.4%	0.688	0.7%	62%	False	False	25,007
40	99.950	95.280	4.670	4.8%	0.737	0.8%	44%	False	False	30,361
60	99.950	95.280	4.670	4.8%	0.719	0.7%	44%	False	False	28,859
80	100.700	95.280	5.420	5.6%	0.711	0.7%	38%	False	False	22,703
100	100.700	94.050	6.650	6.8%	0.704	0.7%	50%	False	False	18,266
120	100.700	94.050	6.650	6.8%	0.694	0.7%	50%	False	False	15,250

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	0.083
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	102.406
2.618	100.733
1.618	99.708
1.000	99.075
0.618	98.683
HIGH	98.050
0.618	97.658
0.500	97.538
0.382	97.417
LOW	97.025
0.618	96.392
1.000	96.000
1.618	95.367
2.618	94.342
4.250	92.669

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	97.538	97.810
PP	97.473	97.654
S1	97.408	97.499

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