ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 99.135 99.810 0.675 0.7% 97.340
High 100.240 100.280 0.040 0.0% 99.130
Low 99.100 99.475 0.375 0.4% 95.905
Close 100.120 100.250 0.130 0.1% 99.050
Range 1.140 0.805 -0.335 -29.4% 3.225
ATR 0.737 0.742 0.005 0.7% 0.000
Volume 54,245 43,937 -10,308 -19.0% 199,315
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 102.417 102.138 100.693
R3 101.612 101.333 100.471
R2 100.807 100.807 100.398
R1 100.528 100.528 100.324 100.668
PP 100.002 100.002 100.002 100.071
S1 99.723 99.723 100.176 99.863
S2 99.197 99.197 100.102
S3 98.392 98.918 100.029
S4 97.587 98.113 99.807
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 107.703 106.602 100.824
R3 104.478 103.377 99.937
R2 101.253 101.253 99.641
R1 100.152 100.152 99.346 100.703
PP 98.028 98.028 98.028 98.304
S1 96.927 96.927 98.754 97.478
S2 94.803 94.803 98.459
S3 91.578 93.702 98.163
S4 88.353 90.477 97.276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.280 95.905 4.375 4.4% 1.216 1.2% 99% True False 51,960
10 100.280 95.905 4.375 4.4% 0.862 0.9% 99% True False 36,838
20 100.280 95.905 4.375 4.4% 0.696 0.7% 99% True False 29,201
40 100.280 94.950 5.330 5.3% 0.618 0.6% 99% True False 26,609
60 100.280 94.155 6.125 6.1% 0.609 0.6% 100% True False 20,333
80 100.280 94.050 6.230 6.2% 0.602 0.6% 100% True False 15,446
100 100.280 94.050 6.230 6.2% 0.592 0.6% 100% True False 12,444
120 100.280 93.100 7.180 7.2% 0.617 0.6% 100% True False 10,425
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 0.200
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.701
2.618 102.387
1.618 101.582
1.000 101.085
0.618 100.777
HIGH 100.280
0.618 99.972
0.500 99.878
0.382 99.783
LOW 99.475
0.618 98.978
1.000 98.670
1.618 98.173
2.618 97.368
4.250 96.054
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 100.126 99.971
PP 100.002 99.692
S1 99.878 99.413

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

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