ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 84.680 84.500 -0.180 -0.2% 84.185
High 84.680 84.640 -0.040 0.0% 84.830
Low 84.400 84.500 0.100 0.1% 84.130
Close 84.536 84.553 0.017 0.0% 84.536
Range 0.280 0.140 -0.140 -50.0% 0.700
ATR 0.307 0.295 -0.012 -3.9% 0.000
Volume 44 51 7 15.9% 915
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 84.984 84.909 84.630
R3 84.844 84.769 84.592
R2 84.704 84.704 84.579
R1 84.629 84.629 84.566 84.667
PP 84.564 84.564 84.564 84.583
S1 84.489 84.489 84.540 84.527
S2 84.424 84.424 84.527
S3 84.284 84.349 84.515
S4 84.144 84.209 84.476
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 86.599 86.267 84.921
R3 85.899 85.567 84.729
R2 85.199 85.199 84.664
R1 84.867 84.867 84.600 85.033
PP 84.499 84.499 84.499 84.582
S1 84.167 84.167 84.472 84.333
S2 83.799 83.799 84.408
S3 83.099 83.467 84.344
S4 82.399 82.767 84.151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.830 84.360 0.470 0.6% 0.262 0.3% 41% False False 178
10 84.830 83.045 1.785 2.1% 0.377 0.4% 84% False False 113
20 84.830 81.855 2.975 3.5% 0.296 0.4% 91% False False 72
40 84.830 80.820 4.010 4.7% 0.189 0.2% 93% False False 39
60 84.830 80.058 4.772 5.6% 0.134 0.2% 94% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 85.235
2.618 85.007
1.618 84.867
1.000 84.780
0.618 84.727
HIGH 84.640
0.618 84.587
0.500 84.570
0.382 84.553
LOW 84.500
0.618 84.413
1.000 84.360
1.618 84.273
2.618 84.133
4.250 83.905
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 84.570 84.542
PP 84.564 84.531
S1 84.559 84.520

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

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