ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 92.000 92.235 0.235 0.3% 90.310
High 92.510 92.760 0.250 0.3% 91.490
Low 91.900 92.220 0.320 0.3% 90.080
Close 92.115 92.602 0.487 0.5% 91.383
Range 0.610 0.540 -0.070 -11.5% 1.410
ATR 0.623 0.624 0.002 0.3% 0.000
Volume 43,831 28,010 -15,821 -36.1% 111,115
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 94.147 93.915 92.899
R3 93.607 93.375 92.751
R2 93.067 93.067 92.701
R1 92.835 92.835 92.652 92.951
PP 92.527 92.527 92.527 92.586
S1 92.295 92.295 92.553 92.411
S2 91.987 91.987 92.503
S3 91.447 91.755 92.454
S4 90.907 91.215 92.305
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 92.760 90.800 1.960 2.1% 0.571 0.6% 92% True False 40,835
10 92.760 90.070 2.690 2.9% 0.497 0.5% 94% True False 29,019
20 92.760 87.830 4.930 5.3% 0.583 0.6% 97% True False 34,648
40 92.760 87.425 5.335 5.8% 0.611 0.7% 97% True False 19,508
60 92.760 84.765 7.995 8.6% 0.611 0.7% 98% True False 13,203
80 92.760 84.185 8.575 9.3% 0.598 0.6% 98% True False 9,960
100 92.760 81.855 10.905 11.8% 0.538 0.6% 99% True False 7,982
120 92.760 80.820 11.940 12.9% 0.461 0.5% 99% True False 6,653
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 0.106
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.055
2.618 94.174
1.618 93.634
1.000 93.300
0.618 93.094
HIGH 92.760
0.618 92.554
0.500 92.490
0.382 92.426
LOW 92.220
0.618 91.886
1.000 91.680
1.618 91.346
2.618 90.806
4.250 89.925
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 92.565 92.431
PP 92.527 92.259
S1 92.490 92.088

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

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