ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 94.475 94.415 -0.060 -0.1% 94.515
High 94.890 95.025 0.135 0.1% 94.890
Low 94.110 94.380 0.270 0.3% 93.835
Close 94.340 94.657 0.317 0.3% 94.340
Range 0.780 0.645 -0.135 -17.3% 1.055
ATR 0.795 0.787 -0.008 -1.0% 0.000
Volume 48,776 27,306 -21,470 -44.0% 130,923
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 96.622 96.285 95.012
R3 95.977 95.640 94.834
R2 95.332 95.332 94.775
R1 94.995 94.995 94.716 95.164
PP 94.687 94.687 94.687 94.772
S1 94.350 94.350 94.598 94.519
S2 94.042 94.042 94.539
S3 93.397 93.705 94.480
S4 92.752 93.060 94.302
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 97.520 96.985 94.920
R3 96.465 95.930 94.630
R2 95.410 95.410 94.533
R1 94.875 94.875 94.437 94.615
PP 94.355 94.355 94.355 94.225
S1 93.820 93.820 94.243 93.560
S2 93.300 93.300 94.147
S3 92.245 92.765 94.050
S4 91.190 91.710 93.760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.025 93.835 1.190 1.3% 0.669 0.7% 69% True False 31,645
10 95.230 93.835 1.395 1.5% 0.639 0.7% 59% False False 30,484
20 95.850 93.385 2.465 2.6% 0.793 0.8% 52% False False 34,488
40 95.850 90.070 5.780 6.1% 0.790 0.8% 79% False False 37,198
60 95.850 87.760 8.090 8.5% 0.754 0.8% 85% False False 32,839
80 95.850 85.420 10.430 11.0% 0.720 0.8% 89% False False 24,822
100 95.850 84.765 11.085 11.7% 0.700 0.7% 89% False False 19,933
120 95.850 83.045 12.805 13.5% 0.652 0.7% 91% False False 16,630
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 0.139
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.766
2.618 96.714
1.618 96.069
1.000 95.670
0.618 95.424
HIGH 95.025
0.618 94.779
0.500 94.703
0.382 94.626
LOW 94.380
0.618 93.981
1.000 93.735
1.618 93.336
2.618 92.691
4.250 91.639
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 94.703 94.592
PP 94.687 94.527
S1 94.672 94.463

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

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