ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 99.180 100.230 1.050 1.1% 97.770
High 100.380 100.290 -0.090 -0.1% 100.380
Low 99.180 99.440 0.260 0.3% 97.310
Close 100.314 99.482 -0.832 -0.8% 100.314
Range 1.200 0.850 -0.350 -29.2% 3.070
ATR 0.901 0.899 -0.002 -0.2% 0.000
Volume 28,706 7,805 -20,901 -72.8% 306,637
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 102.287 101.735 99.950
R3 101.437 100.885 99.716
R2 100.587 100.587 99.638
R1 100.035 100.035 99.560 99.886
PP 99.737 99.737 99.737 99.663
S1 99.185 99.185 99.404 99.036
S2 98.887 98.887 99.326
S3 98.037 98.335 99.248
S4 97.187 97.485 99.015
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 108.545 107.499 102.003
R3 105.475 104.429 101.158
R2 102.405 102.405 100.877
R1 101.359 101.359 100.595 101.882
PP 99.335 99.335 99.335 99.596
S1 98.289 98.289 100.033 98.812
S2 96.265 96.265 99.751
S3 93.195 95.219 99.470
S4 90.125 92.149 98.626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.380 97.765 2.615 2.6% 1.174 1.2% 66% False False 53,827
10 100.380 95.135 5.245 5.3% 0.976 1.0% 83% False False 48,594
20 100.380 93.835 6.545 6.6% 0.818 0.8% 86% False False 40,818
40 100.380 92.360 8.020 8.1% 0.877 0.9% 89% False False 40,342
60 100.380 88.085 12.295 12.4% 0.798 0.8% 93% False False 38,516
80 100.380 87.595 12.785 12.9% 0.762 0.8% 93% False False 32,907
100 100.380 84.985 15.395 15.5% 0.726 0.7% 94% False False 26,452
120 100.380 84.620 15.760 15.8% 0.709 0.7% 94% False False 22,101
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 0.094
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.903
2.618 102.515
1.618 101.665
1.000 101.140
0.618 100.815
HIGH 100.290
0.618 99.965
0.500 99.865
0.382 99.765
LOW 99.440
0.618 98.915
1.000 98.590
1.618 98.065
2.618 97.215
4.250 95.828
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 99.865 99.510
PP 99.737 99.501
S1 99.610 99.491

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

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