ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 93.520 93.780 0.260 0.3% 96.570
High 94.725 95.475 0.750 0.8% 97.105
Low 93.500 93.730 0.230 0.2% 94.810
Close 94.544 95.131 0.587 0.6% 95.005
Range 1.225 1.745 0.520 42.4% 2.295
ATR 0.964 1.020 0.056 5.8% 0.000
Volume 82,427 81,424 -1,003 -1.2% 211,107
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 100.014 99.317 96.091
R3 98.269 97.572 95.611
R2 96.524 96.524 95.451
R1 95.827 95.827 95.291 96.176
PP 94.779 94.779 94.779 94.953
S1 94.082 94.082 94.971 94.431
S2 93.034 93.034 94.811
S3 91.289 92.337 94.651
S4 89.544 90.592 94.171
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 96.590 92.520 4.070 4.3% 1.456 1.5% 64% False False 83,220
10 97.105 92.520 4.585 4.8% 1.019 1.1% 57% False False 59,563
20 98.425 92.520 5.905 6.2% 0.940 1.0% 44% False False 51,960
40 98.425 92.520 5.905 6.2% 0.868 0.9% 44% False False 43,999
60 98.425 92.520 5.905 6.2% 0.912 1.0% 44% False False 41,919
80 98.425 92.520 5.905 6.2% 0.927 1.0% 44% False False 32,004
100 100.715 92.520 8.195 8.6% 0.938 1.0% 32% False False 25,766
120 101.615 92.520 9.095 9.6% 1.003 1.1% 29% False False 21,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.107
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.891
2.618 100.043
1.618 98.298
1.000 97.220
0.618 96.553
HIGH 95.475
0.618 94.808
0.500 94.603
0.382 94.397
LOW 93.730
0.618 92.652
1.000 91.985
1.618 90.907
2.618 89.162
4.250 86.314
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 94.955 94.753
PP 94.779 94.375
S1 94.603 93.998

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

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