ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 95.780 94.880 -0.900 -0.9% 96.570
High 95.805 94.960 -0.845 -0.9% 97.105
Low 94.810 92.520 -2.290 -2.4% 94.810
Close 95.005 93.356 -1.649 -1.7% 95.005
Range 0.995 2.440 1.445 145.2% 2.295
ATR 0.814 0.933 0.119 14.7% 0.000
Volume 61,646 142,820 81,174 131.7% 211,107
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 100.932 99.584 94.698
R3 98.492 97.144 94.027
R2 96.052 96.052 93.803
R1 94.704 94.704 93.580 94.158
PP 93.612 93.612 93.612 93.339
S1 92.264 92.264 93.132 91.718
S2 91.172 91.172 92.909
S3 88.732 89.824 92.685
S4 86.292 87.384 92.014
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 102.525 101.060 96.267
R3 100.230 98.765 95.636
R2 97.935 97.935 95.426
R1 96.470 96.470 95.215 96.055
PP 95.640 95.640 95.640 95.433
S1 94.175 94.175 94.795 93.760
S2 93.345 93.345 94.584
S3 91.050 91.880 94.374
S4 88.755 89.585 93.743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.105 92.520 4.585 4.9% 1.097 1.2% 18% False True 64,460
10 97.645 92.520 5.125 5.5% 0.939 1.0% 16% False True 54,541
20 98.425 92.520 5.905 6.3% 0.857 0.9% 14% False True 46,575
40 98.425 92.520 5.905 6.3% 0.862 0.9% 14% False True 42,742
60 98.425 92.520 5.905 6.3% 0.908 1.0% 14% False True 39,429
80 98.425 92.520 5.905 6.3% 0.908 1.0% 14% False True 29,984
100 100.715 92.520 8.195 8.8% 0.929 1.0% 10% False True 24,138
120 101.615 92.520 9.095 9.7% 0.992 1.1% 9% False True 20,201
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 0.147
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 105.330
2.618 101.348
1.618 98.908
1.000 97.400
0.618 96.468
HIGH 94.960
0.618 94.028
0.500 93.740
0.382 93.452
LOW 92.520
0.618 91.012
1.000 90.080
1.618 88.572
2.618 86.132
4.250 82.150
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 93.740 94.555
PP 93.612 94.155
S1 93.484 93.756

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

View Archives - Comment on this page... - Back to Index of Symbols