ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 98.260 98.760 0.500 0.5% 97.970
High 98.845 99.300 0.455 0.5% 98.845
Low 98.255 98.110 -0.145 -0.1% 97.835
Close 98.745 98.968 0.223 0.2% 98.745
Range 0.590 1.190 0.600 101.7% 1.010
ATR 0.674 0.711 0.037 5.5% 0.000
Volume 18,783 39,008 20,225 107.7% 56,555
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 102.363 101.855 99.623
R3 101.173 100.665 99.295
R2 99.983 99.983 99.186
R1 99.475 99.475 99.077 99.729
PP 98.793 98.793 98.793 98.920
S1 98.285 98.285 98.859 98.539
S2 97.603 97.603 98.750
S3 96.413 97.095 98.641
S4 95.223 95.905 98.314
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 101.505 101.135 99.301
R3 100.495 100.125 99.023
R2 99.485 99.485 98.930
R1 99.115 99.115 98.838 99.300
PP 98.475 98.475 98.475 98.568
S1 98.105 98.105 98.652 98.290
S2 97.465 97.465 98.560
S3 96.455 97.095 98.467
S4 95.445 96.085 98.190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.300 97.835 1.465 1.5% 0.588 0.6% 77% True False 19,112
10 99.300 97.835 1.465 1.5% 0.555 0.6% 77% True False 18,985
20 99.345 97.225 2.120 2.1% 0.697 0.7% 82% False False 23,576
40 100.700 97.225 3.475 3.5% 0.698 0.7% 50% False False 13,400
60 100.700 94.050 6.650 6.7% 0.671 0.7% 74% False False 9,079
80 100.700 94.050 6.650 6.7% 0.666 0.7% 74% False False 6,844
100 100.700 93.125 7.575 7.7% 0.658 0.7% 77% False False 5,483
120 100.700 93.125 7.575 7.7% 0.637 0.6% 77% False False 4,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.118
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 104.358
2.618 102.415
1.618 101.225
1.000 100.490
0.618 100.035
HIGH 99.300
0.618 98.845
0.500 98.705
0.382 98.565
LOW 98.110
0.618 97.375
1.000 96.920
1.618 96.185
2.618 94.995
4.250 93.053
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 98.880 98.880
PP 98.793 98.793
S1 98.705 98.705

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

View Archives - Comment on this page... - Back to Index of Symbols