ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 97.765 98.565 0.800 0.8% 95.375
High 98.655 99.970 1.315 1.3% 97.755
Low 97.765 98.465 0.700 0.7% 95.100
Close 98.615 99.785 1.170 1.2% 97.604
Range 0.890 1.505 0.615 69.1% 2.655
ATR 0.785 0.836 0.051 6.6% 0.000
Volume 71,851 88,436 16,585 23.1% 191,976
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 103.922 103.358 100.613
R3 102.417 101.853 100.199
R2 100.912 100.912 100.061
R1 100.348 100.348 99.923 100.630
PP 99.407 99.407 99.407 99.548
S1 98.843 98.843 99.647 99.125
S2 97.902 97.902 99.509
S3 96.397 97.338 99.371
S4 94.892 95.833 98.957
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 104.785 103.849 99.064
R3 102.130 101.194 98.334
R2 99.475 99.475 98.091
R1 98.539 98.539 97.847 99.007
PP 96.820 96.820 96.820 97.054
S1 95.884 95.884 97.361 96.352
S2 94.165 94.165 97.117
S3 91.510 93.229 96.874
S4 88.855 90.574 96.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.970 95.860 4.110 4.1% 1.024 1.0% 95% True False 59,641
10 99.970 94.075 5.895 5.9% 0.866 0.9% 97% True False 48,746
20 99.970 93.835 6.135 6.1% 0.742 0.7% 97% True False 39,712
40 99.970 91.495 8.475 8.5% 0.872 0.9% 98% True False 41,741
60 99.970 87.830 12.140 12.2% 0.772 0.8% 98% True False 38,994
80 99.970 87.425 12.545 12.6% 0.743 0.7% 99% True False 31,568
100 99.970 84.985 14.985 15.0% 0.707 0.7% 99% True False 25,388
120 99.970 84.500 15.470 15.5% 0.691 0.7% 99% True False 21,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.105
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 106.366
2.618 103.910
1.618 102.405
1.000 101.475
0.618 100.900
HIGH 99.970
0.618 99.395
0.500 99.218
0.382 99.040
LOW 98.465
0.618 97.535
1.000 96.960
1.618 96.030
2.618 94.525
4.250 92.069
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 99.596 99.403
PP 99.407 99.022
S1 99.218 98.640

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

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