ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 98.655 99.050 0.395 0.4% 97.770
High 99.345 99.290 -0.055 -0.1% 99.345
Low 98.645 98.665 0.020 0.0% 97.225
Close 99.320 98.731 -0.589 -0.6% 98.731
Range 0.700 0.625 -0.075 -10.7% 2.120
ATR 0.855 0.841 -0.014 -1.7% 0.000
Volume 30,971 29,688 -1,283 -4.1% 158,919
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 100.770 100.376 99.075
R3 100.145 99.751 98.903
R2 99.520 99.520 98.846
R1 99.126 99.126 98.788 99.011
PP 98.895 98.895 98.895 98.838
S1 98.501 98.501 98.674 98.386
S2 98.270 98.270 98.616
S3 97.645 97.876 98.559
S4 97.020 97.251 98.387
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 104.794 103.882 99.897
R3 102.674 101.762 99.314
R2 100.554 100.554 99.120
R1 99.642 99.642 98.925 100.098
PP 98.434 98.434 98.434 98.662
S1 97.522 97.522 98.537 97.978
S2 96.314 96.314 98.342
S3 94.194 95.402 98.148
S4 92.074 93.282 97.565
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% 0.830 0.8% 71% False False 31,783
10 99.345 97.225 2.120 2.1% 0.793 0.8% 71% False False 30,157
20 100.700 97.225 3.475 3.5% 0.789 0.8% 43% False False 17,978
40 100.700 96.755 3.945 4.0% 0.713 0.7% 50% False False 9,523
60 100.700 94.050 6.650 6.7% 0.684 0.7% 70% False False 6,441
80 100.700 94.050 6.650 6.7% 0.642 0.7% 70% False False 4,847
100 100.700 93.125 7.575 7.7% 0.659 0.7% 74% False False 3,885
120 100.700 93.125 7.575 7.7% 0.634 0.6% 74% False False 3,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.159
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.946
2.618 100.926
1.618 100.301
1.000 99.915
0.618 99.676
HIGH 99.290
0.618 99.051
0.500 98.978
0.382 98.904
LOW 98.665
0.618 98.279
1.000 98.040
1.618 97.654
2.618 97.029
4.250 96.009
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 98.978 98.649
PP 98.895 98.567
S1 98.813 98.485

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

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