ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 97.770 97.655 -0.115 -0.1% 98.455
High 97.990 98.350 0.360 0.4% 99.020
Low 97.310 97.225 -0.085 -0.1% 97.305
Close 97.653 98.288 0.635 0.7% 97.606
Range 0.680 1.125 0.445 65.4% 1.715
ATR 0.767 0.793 0.026 3.3% 0.000
Volume 25,958 24,917 -1,041 -4.0% 142,657
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 101.329 100.934 98.907
R3 100.204 99.809 98.597
R2 99.079 99.079 98.494
R1 98.684 98.684 98.391 98.882
PP 97.954 97.954 97.954 98.053
S1 97.559 97.559 98.185 97.757
S2 96.829 96.829 98.082
S3 95.704 96.434 97.979
S4 94.579 95.309 97.669
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 103.122 102.079 98.549
R3 101.407 100.364 98.078
R2 99.692 99.692 97.920
R1 98.649 98.649 97.763 98.313
PP 97.977 97.977 97.977 97.809
S1 96.934 96.934 97.449 96.598
S2 96.262 96.262 97.292
S3 94.547 95.219 97.134
S4 92.832 93.504 96.663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.630 97.225 1.405 1.4% 0.906 0.9% 76% False True 33,636
10 100.700 97.225 3.475 3.5% 1.035 1.1% 31% False True 23,372
20 100.700 97.225 3.475 3.5% 0.765 0.8% 31% False True 12,906
40 100.700 94.970 5.730 5.8% 0.725 0.7% 58% False False 6,858
60 100.700 94.050 6.650 6.8% 0.673 0.7% 64% False False 4,646
80 100.700 94.010 6.690 6.8% 0.653 0.7% 64% False False 3,497
100 100.700 93.125 7.575 7.7% 0.655 0.7% 68% False False 2,805
120 100.700 93.125 7.575 7.7% 0.619 0.6% 68% False False 2,340
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 0.185
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.131
2.618 101.295
1.618 100.170
1.000 99.475
0.618 99.045
HIGH 98.350
0.618 97.920
0.500 97.788
0.382 97.655
LOW 97.225
0.618 96.530
1.000 96.100
1.618 95.405
2.618 94.280
4.250 92.444
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 98.121 98.121
PP 97.954 97.954
S1 97.788 97.788

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

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