ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 99.285 99.380 0.095 0.1% 97.055
High 99.790 99.495 -0.295 -0.3% 99.650
Low 99.260 99.075 -0.185 -0.2% 96.930
Close 99.585 99.353 -0.232 -0.2% 99.457
Range 0.530 0.420 -0.110 -20.8% 2.720
ATR 0.679 0.666 -0.012 -1.8% 0.000
Volume 834 843 9 1.1% 3,511
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 100.568 100.380 99.584
R3 100.148 99.960 99.469
R2 99.728 99.728 99.430
R1 99.540 99.540 99.392 99.424
PP 99.308 99.308 99.308 99.250
S1 99.120 99.120 99.315 99.004
S2 98.888 98.888 99.276
S3 98.468 98.700 99.238
S4 98.048 98.280 99.122
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 106.839 105.868 100.953
R3 104.119 103.148 100.205
R2 101.399 101.399 99.956
R1 100.428 100.428 99.706 100.914
PP 98.679 98.679 98.679 98.922
S1 97.708 97.708 99.208 98.194
S2 95.959 95.959 98.958
S3 93.239 94.988 98.709
S4 90.519 92.268 97.961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.790 98.080 1.710 1.7% 0.654 0.7% 74% False False 906
10 99.790 96.875 2.915 2.9% 0.624 0.6% 85% False False 780
20 99.790 94.050 5.740 5.8% 0.652 0.7% 92% False False 573
40 99.790 94.050 5.740 5.8% 0.658 0.7% 92% False False 385
60 99.790 93.125 6.665 6.7% 0.659 0.7% 93% False False 271
80 99.790 93.125 6.665 6.7% 0.618 0.6% 93% False False 209
100 99.790 93.125 6.665 6.7% 0.590 0.6% 93% False False 170
Crabel Price Patterns
NR True
NR4 True
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 0.088
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.280
2.618 100.595
1.618 100.175
1.000 99.915
0.618 99.755
HIGH 99.495
0.618 99.335
0.500 99.285
0.382 99.235
LOW 99.075
0.618 98.815
1.000 98.655
1.618 98.395
2.618 97.975
4.250 97.290
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 99.330 99.433
PP 99.308 99.406
S1 99.285 99.380

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

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