ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 99.380 99.085 -0.295 -0.3% 97.055
High 99.495 99.585 0.090 0.1% 99.650
Low 99.075 98.690 -0.385 -0.4% 96.930
Close 99.353 98.905 -0.448 -0.5% 99.457
Range 0.420 0.895 0.475 113.1% 2.720
ATR 0.666 0.683 0.016 2.4% 0.000
Volume 843 1,442 599 71.1% 3,511
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.745 101.220 99.397
R3 100.850 100.325 99.151
R2 99.955 99.955 99.069
R1 99.430 99.430 98.987 99.245
PP 99.060 99.060 99.060 98.968
S1 98.535 98.535 98.823 98.350
S2 98.165 98.165 98.741
S3 97.270 97.640 98.659
S4 96.375 96.745 98.413
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 98.200 1.590 1.6% 0.761 0.8% 44% False False 1,084
10 99.790 96.875 2.915 2.9% 0.670 0.7% 70% False False 891
20 99.790 94.685 5.105 5.2% 0.659 0.7% 83% False False 622
40 99.790 94.050 5.740 5.8% 0.655 0.7% 85% False False 417
60 99.790 93.125 6.665 6.7% 0.661 0.7% 87% False False 294
80 99.790 93.125 6.665 6.7% 0.623 0.6% 87% False False 227
100 99.790 93.125 6.665 6.7% 0.598 0.6% 87% False False 184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.120
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.389
2.618 101.928
1.618 101.033
1.000 100.480
0.618 100.138
HIGH 99.585
0.618 99.243
0.500 99.138
0.382 99.032
LOW 98.690
0.618 98.137
1.000 97.795
1.618 97.242
2.618 96.347
4.250 94.886
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 99.138 99.240
PP 99.060 99.128
S1 98.983 99.017

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

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