ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 95.325 94.365 -0.960 -1.0% 93.050
High 95.325 94.900 -0.425 -0.4% 95.775
Low 93.955 94.195 0.240 0.3% 92.360
Close 94.250 94.727 0.477 0.5% 95.053
Range 1.370 0.705 -0.665 -48.5% 3.415
ATR 0.930 0.914 -0.016 -1.7% 0.000
Volume 56,996 33,192 -23,804 -41.8% 205,701
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 96.722 96.430 95.115
R3 96.017 95.725 94.921
R2 95.312 95.312 94.856
R1 95.020 95.020 94.792 95.166
PP 94.607 94.607 94.607 94.681
S1 94.315 94.315 94.662 94.461
S2 93.902 93.902 94.598
S3 93.197 93.610 94.533
S4 92.492 92.905 94.339
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 104.641 103.262 96.931
R3 101.226 99.847 95.992
R2 97.811 97.811 95.679
R1 96.432 96.432 95.366 97.122
PP 94.396 94.396 94.396 94.741
S1 93.017 93.017 94.740 93.707
S2 90.981 90.981 94.427
S3 87.566 89.602 94.114
S4 84.151 86.187 93.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.850 92.670 3.180 3.4% 1.299 1.4% 65% False False 48,701
10 95.850 91.495 4.355 4.6% 1.183 1.2% 74% False False 52,194
20 95.850 90.115 5.735 6.1% 0.883 0.9% 80% False False 44,068
40 95.850 87.830 8.020 8.5% 0.772 0.8% 86% False False 35,084
60 95.850 86.420 9.430 10.0% 0.717 0.8% 88% False False 23,676
80 95.850 84.765 11.085 11.7% 0.694 0.7% 90% False False 17,852
100 95.850 83.550 12.300 13.0% 0.639 0.7% 91% False False 14,313
120 95.850 81.620 14.230 15.0% 0.566 0.6% 92% False False 11,931
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.247
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.896
2.618 96.746
1.618 96.041
1.000 95.605
0.618 95.336
HIGH 94.900
0.618 94.631
0.500 94.548
0.382 94.464
LOW 94.195
0.618 93.759
1.000 93.490
1.618 93.054
2.618 92.349
4.250 91.199
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 94.667 94.903
PP 94.607 94.844
S1 94.548 94.786

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

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