ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
26-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 99.925 100.075 0.150 0.2% 99.840
High 100.080 100.405 0.325 0.3% 100.405
Low 99.905 99.845 -0.060 -0.1% 99.500
Close 99.960 100.211 0.251 0.3% 100.211
Range 0.175 0.560 0.385 220.0% 0.905
ATR 0.606 0.603 -0.003 -0.5% 0.000
Volume 1,012 2,546 1,534 151.6% 11,493
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.834 101.582 100.519
R3 101.274 101.022 100.365
R2 100.714 100.714 100.314
R1 100.462 100.462 100.262 100.588
PP 100.154 100.154 100.154 100.217
S1 99.902 99.902 100.160 100.028
S2 99.594 99.594 100.108
S3 99.034 99.342 100.057
S4 98.474 98.782 99.903
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.754 102.387 100.709
R3 101.849 101.482 100.460
R2 100.944 100.944 100.377
R1 100.577 100.577 100.294 100.761
PP 100.039 100.039 100.039 100.130
S1 99.672 99.672 100.128 99.856
S2 99.134 99.134 100.045
S3 98.229 98.767 99.962
S4 97.324 97.862 99.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.405 99.500 0.905 0.9% 0.472 0.5% 79% True False 2,298
10 100.405 98.980 1.425 1.4% 0.511 0.5% 86% True False 2,083
20 100.405 96.930 3.475 3.5% 0.587 0.6% 94% True False 1,498
40 100.405 94.050 6.355 6.3% 0.607 0.6% 97% True False 940
60 100.405 94.050 6.355 6.3% 0.605 0.6% 97% True False 660
80 100.405 93.125 7.280 7.3% 0.627 0.6% 97% True False 504
100 100.405 93.125 7.280 7.3% 0.603 0.6% 97% True False 406
120 100.405 93.125 7.280 7.3% 0.570 0.6% 97% True False 340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.107
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.785
2.618 101.871
1.618 101.311
1.000 100.965
0.618 100.751
HIGH 100.405
0.618 100.191
0.500 100.125
0.382 100.059
LOW 99.845
0.618 99.499
1.000 99.285
1.618 98.939
2.618 98.379
4.250 97.465
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 100.182 100.125
PP 100.154 100.039
S1 100.125 99.953

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

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