ICE US Dollar Index Future June 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 97.140 97.575 0.435 0.4% 97.800
High 97.795 98.210 0.415 0.4% 98.550
Low 96.315 97.190 0.875 0.9% 96.315
Close 97.682 97.520 -0.162 -0.2% 97.520
Range 1.480 1.020 -0.460 -31.1% 2.235
ATR 1.307 1.286 -0.020 -1.6% 0.000
Volume 58,866 56,439 -2,427 -4.1% 304,144
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 100.700 100.130 98.081
R3 99.680 99.110 97.801
R2 98.660 98.660 97.707
R1 98.090 98.090 97.614 97.865
PP 97.640 97.640 97.640 97.528
S1 97.070 97.070 97.427 96.845
S2 96.620 96.620 97.333
S3 95.600 96.050 97.240
S4 94.580 95.030 96.959
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 104.167 103.078 98.749
R3 101.932 100.843 98.135
R2 99.697 99.697 97.930
R1 98.608 98.608 97.725 98.035
PP 97.462 97.462 97.462 97.175
S1 96.373 96.373 97.315 95.800
S2 95.227 95.227 97.110
S3 92.992 94.138 96.905
S4 90.757 91.903 96.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.550 96.315 2.235 2.3% 1.193 1.2% 54% False False 60,828
10 100.715 94.765 5.950 6.1% 1.713 1.8% 46% False False 70,919
20 100.785 94.765 6.020 6.2% 1.334 1.4% 46% False False 55,661
40 100.785 94.135 6.650 6.8% 1.024 1.1% 51% False False 28,362
60 100.785 90.510 10.275 10.5% 0.962 1.0% 68% False False 19,130
80 100.785 88.115 12.670 13.0% 0.872 0.9% 74% False False 14,392
100 100.785 87.400 13.385 13.7% 0.780 0.8% 76% False False 11,520
120 100.785 84.895 15.890 16.3% 0.720 0.7% 79% False False 9,602
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 0.323
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.545
2.618 100.880
1.618 99.860
1.000 99.230
0.618 98.840
HIGH 98.210
0.618 97.820
0.500 97.700
0.382 97.580
LOW 97.190
0.618 96.560
1.000 96.170
1.618 95.540
2.618 94.520
4.250 92.855
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 97.700 97.434
PP 97.640 97.348
S1 97.580 97.263

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

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