ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 88.230 88.825 0.595 0.7% 89.620
High 89.050 88.905 -0.145 -0.2% 89.785
Low 88.195 88.350 0.155 0.2% 88.195
Close 88.937 88.595 -0.342 -0.4% 88.595
Range 0.855 0.555 -0.300 -35.1% 1.590
ATR 0.693 0.685 -0.008 -1.1% 0.000
Volume 72,023 42,834 -29,189 -40.5% 182,871
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 90.282 89.993 88.900
R3 89.727 89.438 88.748
R2 89.172 89.172 88.697
R1 88.883 88.883 88.646 88.750
PP 88.617 88.617 88.617 88.550
S1 88.328 88.328 88.544 88.195
S2 88.062 88.062 88.493
S3 87.507 87.773 88.442
S4 86.952 87.218 88.290
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 93.628 92.702 89.470
R3 92.038 91.112 89.032
R2 90.448 90.448 88.887
R1 89.522 89.522 88.741 89.190
PP 88.858 88.858 88.858 88.693
S1 87.932 87.932 88.449 87.600
S2 87.268 87.268 88.304
S3 85.678 86.342 88.158
S4 84.088 84.752 87.721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.785 88.195 1.590 1.8% 0.761 0.9% 25% False False 36,574
10 89.785 88.020 1.765 2.0% 0.750 0.8% 33% False False 22,011
20 89.785 87.425 2.360 2.7% 0.670 0.8% 50% False False 11,408
40 89.785 84.985 4.800 5.4% 0.605 0.7% 75% False False 6,011
60 89.785 84.500 5.285 6.0% 0.610 0.7% 77% False False 4,115
80 89.785 82.380 7.405 8.4% 0.545 0.6% 84% False False 3,105
100 89.785 81.165 8.620 9.7% 0.457 0.5% 86% False False 2,486
120 89.785 80.058 9.727 11.0% 0.385 0.4% 88% False False 2,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.084
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 91.264
2.618 90.358
1.618 89.803
1.000 89.460
0.618 89.248
HIGH 88.905
0.618 88.693
0.500 88.628
0.382 88.562
LOW 88.350
0.618 88.007
1.000 87.795
1.618 87.452
2.618 86.897
4.250 85.991
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 88.628 88.633
PP 88.617 88.620
S1 88.606 88.608

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

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