ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 98.180 98.655 0.475 0.5% 98.455
High 98.645 99.345 0.700 0.7% 99.020
Low 97.625 98.645 1.020 1.0% 97.305
Close 97.884 99.320 1.436 1.5% 97.606
Range 1.020 0.700 -0.320 -31.4% 1.715
ATR 0.809 0.855 0.047 5.8% 0.000
Volume 47,385 30,971 -16,414 -34.6% 142,657
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 101.203 100.962 99.705
R3 100.503 100.262 99.513
R2 99.803 99.803 99.448
R1 99.562 99.562 99.384 99.683
PP 99.103 99.103 99.103 99.164
S1 98.862 98.862 99.256 98.983
S2 98.403 98.403 99.192
S3 97.703 98.162 99.128
S4 97.003 97.462 98.935
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 99.345 97.225 2.120 2.1% 0.861 0.9% 99% True False 33,871
10 99.345 97.225 2.120 2.1% 0.839 0.8% 99% True False 28,167
20 100.700 97.225 3.475 3.5% 0.789 0.8% 60% False False 16,616
40 100.700 96.430 4.270 4.3% 0.724 0.7% 68% False False 8,796
60 100.700 94.050 6.650 6.7% 0.682 0.7% 79% False False 5,949
80 100.700 94.050 6.650 6.7% 0.642 0.6% 79% False False 4,476
100 100.700 93.125 7.575 7.6% 0.663 0.7% 82% False False 3,588
120 100.700 93.125 7.575 7.6% 0.629 0.6% 82% False False 2,992
Crabel Price Patterns
NR True
NR4 False
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 0.180
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.320
2.618 101.178
1.618 100.478
1.000 100.045
0.618 99.778
HIGH 99.345
0.618 99.078
0.500 98.995
0.382 98.912
LOW 98.645
0.618 98.212
1.000 97.945
1.618 97.512
2.618 96.812
4.250 95.670
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 99.212 98.975
PP 99.103 98.630
S1 98.995 98.285

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

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