ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 97.295 96.175 -1.120 -1.2% 97.335
High 98.430 96.705 -1.725 -1.8% 98.430
Low 95.940 95.940 0.000 0.0% 95.940
Close 96.055 96.172 0.117 0.1% 96.172
Range 2.490 0.765 -1.725 -69.3% 2.490
ATR 0.839 0.834 -0.005 -0.6% 0.000
Volume 52,905 16,878 -36,027 -68.1% 128,425
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 98.567 98.135 96.593
R3 97.802 97.370 96.382
R2 97.037 97.037 96.312
R1 96.605 96.605 96.242 96.439
PP 96.272 96.272 96.272 96.189
S1 95.840 95.840 96.102 95.674
S2 95.507 95.507 96.032
S3 94.742 95.075 95.962
S4 93.977 94.310 95.751
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 104.317 102.735 97.542
R3 101.827 100.245 96.857
R2 99.337 99.337 96.629
R1 97.755 97.755 96.400 97.301
PP 96.847 96.847 96.847 96.621
S1 95.265 95.265 95.944 94.811
S2 94.357 94.357 95.716
S3 91.867 92.775 95.487
S4 89.377 90.285 94.803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.430 95.940 2.490 2.6% 0.988 1.0% 9% False True 25,685
10 98.595 95.940 2.655 2.8% 0.835 0.9% 9% False True 23,817
20 98.595 95.545 3.050 3.2% 0.686 0.7% 21% False False 21,446
40 99.950 95.280 4.670 4.9% 0.759 0.8% 19% False False 29,422
60 99.950 95.280 4.670 4.9% 0.738 0.8% 19% False False 28,401
80 100.700 95.280 5.420 5.6% 0.735 0.8% 16% False False 24,232
100 100.700 94.850 5.850 6.1% 0.725 0.8% 23% False False 19,536
120 100.700 94.050 6.650 6.9% 0.701 0.7% 32% False False 16,317
Crabel Price Patterns
NR True
NR4 False
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 0.317
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.956
2.618 98.708
1.618 97.943
1.000 97.470
0.618 97.178
HIGH 96.705
0.618 96.413
0.500 96.323
0.382 96.232
LOW 95.940
0.618 95.467
1.000 95.175
1.618 94.702
2.618 93.937
4.250 92.689
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 96.323 97.185
PP 96.272 96.847
S1 96.222 96.510

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

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