ICE US Dollar Index Future June 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 99.145 100.225 1.080 1.1% 95.830
High 100.540 100.635 0.095 0.1% 98.295
Low 99.030 99.070 0.040 0.0% 95.555
Close 100.364 99.823 -0.541 -0.5% 98.011
Range 1.510 1.565 0.055 3.6% 2.740
ATR 0.815 0.869 0.054 6.6% 0.000
Volume 70,782 119,788 49,006 69.2% 53,279
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 104.538 103.745 100.684
R3 102.973 102.180 100.253
R2 101.408 101.408 100.110
R1 100.615 100.615 99.966 100.229
PP 99.843 99.843 99.843 99.650
S1 99.050 99.050 99.680 98.664
S2 98.278 98.278 99.536
S3 96.713 97.485 99.393
S4 95.148 95.920 98.962
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 105.507 104.499 99.518
R3 102.767 101.759 98.765
R2 100.027 100.027 98.513
R1 99.019 99.019 98.262 99.523
PP 97.287 97.287 97.287 97.539
S1 96.279 96.279 97.760 96.783
S2 94.547 94.547 97.509
S3 91.807 93.539 97.258
S4 89.067 90.799 96.504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.635 96.890 3.745 3.8% 1.170 1.2% 78% True False 55,174
10 100.635 95.320 5.315 5.3% 0.886 0.9% 85% True False 31,368
20 100.635 94.480 6.155 6.2% 0.779 0.8% 87% True False 16,178
40 100.635 91.995 8.640 8.7% 0.855 0.9% 91% True False 8,537
60 100.635 88.115 12.520 12.5% 0.751 0.8% 94% True False 5,794
80 100.635 87.500 13.135 13.2% 0.705 0.7% 94% True False 4,368
100 100.635 85.520 15.115 15.1% 0.628 0.6% 95% True False 3,498
120 100.635 84.820 15.815 15.8% 0.581 0.6% 95% True False 2,918
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 0.139
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 107.286
2.618 104.732
1.618 103.167
1.000 102.200
0.618 101.602
HIGH 100.635
0.618 100.037
0.500 99.853
0.382 99.668
LOW 99.070
0.618 98.103
1.000 97.505
1.618 96.538
2.618 94.973
4.250 92.419
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 99.853 99.716
PP 99.843 99.609
S1 99.833 99.503

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

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