ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 90.810 91.730 0.920 1.0% 90.310
High 91.490 92.050 0.560 0.6% 91.490
Low 90.800 91.550 0.750 0.8% 90.080
Close 91.383 91.622 0.239 0.3% 91.383
Range 0.690 0.500 -0.190 -27.5% 1.410
ATR 0.615 0.619 0.004 0.6% 0.000
Volume 44,832 42,512 -2,320 -5.2% 111,115
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 93.241 92.931 91.897
R3 92.741 92.431 91.760
R2 92.241 92.241 91.714
R1 91.931 91.931 91.668 91.836
PP 91.741 91.741 91.741 91.693
S1 91.431 91.431 91.576 91.336
S2 91.241 91.241 91.530
S3 90.741 90.931 91.485
S4 90.241 90.431 91.347
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 95.214 94.709 92.159
R3 93.804 93.299 91.771
R2 92.394 92.394 91.642
R1 91.889 91.889 91.512 92.142
PP 90.984 90.984 90.984 91.111
S1 90.479 90.479 91.254 90.732
S2 89.574 89.574 91.125
S3 88.164 89.069 90.995
S4 86.754 87.659 90.608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.050 90.080 1.970 2.2% 0.554 0.6% 78% True False 30,725
10 92.050 89.380 2.670 2.9% 0.477 0.5% 84% True False 24,429
20 92.050 87.830 4.220 4.6% 0.630 0.7% 90% True False 31,048
40 92.050 87.425 4.625 5.0% 0.630 0.7% 91% True False 16,667
60 92.050 84.765 7.285 8.0% 0.613 0.7% 94% True False 11,277
80 92.050 84.185 7.865 8.6% 0.585 0.6% 95% True False 8,501
100 92.050 81.689 10.361 11.3% 0.523 0.6% 96% True False 6,814
120 92.050 80.705 11.345 12.4% 0.449 0.5% 96% True False 5,679
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.108
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.175
2.618 93.359
1.618 92.859
1.000 92.550
0.618 92.359
HIGH 92.050
0.618 91.859
0.500 91.800
0.382 91.741
LOW 91.550
0.618 91.241
1.000 91.050
1.618 90.741
2.618 90.241
4.250 89.425
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 91.800 91.449
PP 91.741 91.276
S1 91.681 91.103

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

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