ICE US Dollar Index Future September 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 93.780 95.210 1.430 1.5% 96.570
High 95.475 96.060 0.585 0.6% 97.105
Low 93.730 95.015 1.285 1.4% 94.810
Close 95.131 95.652 0.521 0.5% 95.005
Range 1.745 1.045 -0.700 -40.1% 2.295
ATR 1.020 1.022 0.002 0.2% 0.000
Volume 81,424 55,507 -25,917 -31.8% 211,107
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.711 98.226 96.227
R3 97.666 97.181 95.939
R2 96.621 96.621 95.844
R1 96.136 96.136 95.748 96.379
PP 95.576 95.576 95.576 95.697
S1 95.091 95.091 95.556 95.334
S2 94.531 94.531 95.460
S3 93.486 94.046 95.365
S4 92.441 93.001 95.077
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 102.525 101.060 96.267
R3 100.230 98.765 95.636
R2 97.935 97.935 95.426
R1 96.470 96.470 95.215 96.055
PP 95.640 95.640 95.640 95.433
S1 94.175 94.175 94.795 93.760
S2 93.345 93.345 94.584
S3 91.050 91.880 94.374
S4 88.755 89.585 93.743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.060 92.520 3.540 3.7% 1.490 1.6% 88% True False 84,764
10 97.105 92.520 4.585 4.8% 1.053 1.1% 68% False False 61,489
20 98.425 92.520 5.905 6.2% 0.961 1.0% 53% False False 52,976
40 98.425 92.520 5.905 6.2% 0.872 0.9% 53% False False 44,240
60 98.425 92.520 5.905 6.2% 0.908 0.9% 53% False False 42,697
80 98.425 92.520 5.905 6.2% 0.927 1.0% 53% False False 32,691
100 100.715 92.520 8.195 8.6% 0.938 1.0% 38% False False 26,318
120 101.615 92.520 9.095 9.5% 1.007 1.1% 34% False False 22,025
Crabel Price Patterns
NR True
NR4 True
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 0.103
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.501
2.618 98.796
1.618 97.751
1.000 97.105
0.618 96.706
HIGH 96.060
0.618 95.661
0.500 95.538
0.382 95.414
LOW 95.015
0.618 94.369
1.000 93.970
1.618 93.324
2.618 92.279
4.250 90.574
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 95.614 95.361
PP 95.576 95.071
S1 95.538 94.780

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

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