ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 96.745 97.350 0.605 0.6% 96.635
High 97.615 97.580 -0.035 0.0% 97.260
Low 96.725 97.150 0.425 0.4% 96.400
Close 97.388 97.485 0.097 0.1% 96.604
Range 0.890 0.430 -0.460 -51.7% 0.860
ATR 0.816 0.788 -0.028 -3.4% 0.000
Volume 15,601 14,117 -1,484 -9.5% 62,972
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 98.695 98.520 97.722
R3 98.265 98.090 97.603
R2 97.835 97.835 97.564
R1 97.660 97.660 97.524 97.748
PP 97.405 97.405 97.405 97.449
S1 97.230 97.230 97.446 97.318
S2 96.975 96.975 97.406
S3 96.545 96.800 97.367
S4 96.115 96.370 97.249
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 99.335 98.829 97.077
R3 98.475 97.969 96.841
R2 97.615 97.615 96.762
R1 97.109 97.109 96.683 96.932
PP 96.755 96.755 96.755 96.666
S1 96.249 96.249 96.525 96.072
S2 95.895 95.895 96.446
S3 95.035 95.389 96.368
S4 94.175 94.529 96.131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.615 96.575 1.040 1.1% 0.574 0.6% 88% False False 15,074
10 97.615 95.280 2.335 2.4% 0.696 0.7% 94% False False 24,600
20 99.880 95.280 4.600 4.7% 0.823 0.8% 48% False False 30,708
40 99.950 95.280 4.670 4.8% 0.743 0.8% 47% False False 30,175
60 100.700 95.280 5.420 5.6% 0.757 0.8% 41% False False 26,901
80 100.700 95.280 5.420 5.6% 0.720 0.7% 41% False False 20,527
100 100.700 94.050 6.650 6.8% 0.706 0.7% 52% False False 16,485
120 100.700 94.050 6.650 6.8% 0.678 0.7% 52% False False 13,751
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.167
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.408
2.618 98.706
1.618 98.276
1.000 98.010
0.618 97.846
HIGH 97.580
0.618 97.416
0.500 97.365
0.382 97.314
LOW 97.150
0.618 96.884
1.000 96.720
1.618 96.454
2.618 96.024
4.250 95.323
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 97.445 97.355
PP 97.405 97.225
S1 97.365 97.095

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

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