ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 97.645 97.335 -0.310 -0.3% 98.180
High 98.050 97.700 -0.350 -0.4% 98.595
Low 97.025 97.045 0.020 0.0% 97.025
Close 97.343 97.084 -0.259 -0.3% 97.343
Range 1.025 0.655 -0.370 -36.1% 1.570
ATR 0.749 0.743 -0.007 -0.9% 0.000
Volume 33,764 14,487 -19,277 -57.1% 109,749
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 99.241 98.818 97.444
R3 98.586 98.163 97.264
R2 97.931 97.931 97.204
R1 97.508 97.508 97.144 97.392
PP 97.276 97.276 97.276 97.219
S1 96.853 96.853 97.024 96.737
S2 96.621 96.621 96.964
S3 95.966 96.198 96.904
S4 95.311 95.543 96.724
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% 0.699 0.7% 4% False False 20,862
10 98.595 97.025 1.570 1.6% 0.569 0.6% 4% False False 20,884
20 98.595 95.280 3.315 3.4% 0.658 0.7% 54% False False 23,615
40 99.950 95.280 4.670 4.8% 0.725 0.7% 39% False False 29,745
60 99.950 95.280 4.670 4.8% 0.723 0.7% 39% False False 28,890
80 100.700 95.280 5.420 5.6% 0.713 0.7% 33% False False 22,874
100 100.700 94.050 6.650 6.8% 0.706 0.7% 46% False False 18,409
120 100.700 94.050 6.650 6.8% 0.696 0.7% 46% False False 15,371
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.110
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.484
2.618 99.415
1.618 98.760
1.000 98.355
0.618 98.105
HIGH 97.700
0.618 97.450
0.500 97.373
0.382 97.295
LOW 97.045
0.618 96.640
1.000 96.390
1.618 95.985
2.618 95.330
4.250 94.261
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 97.373 97.690
PP 97.276 97.488
S1 97.180 97.286

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

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