ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 89.250 89.510 0.260 0.3% 88.465
High 89.615 89.880 0.265 0.3% 89.880
Low 89.120 89.380 0.260 0.3% 87.830
Close 89.477 89.841 0.364 0.4% 89.841
Range 0.495 0.500 0.005 1.0% 2.050
ATR 0.714 0.699 -0.015 -2.1% 0.000
Volume 33,215 28,393 -4,822 -14.5% 217,058
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 91.200 91.021 90.116
R3 90.700 90.521 89.979
R2 90.200 90.200 89.933
R1 90.021 90.021 89.887 90.111
PP 89.700 89.700 89.700 89.745
S1 89.521 89.521 89.795 89.611
S2 89.200 89.200 89.749
S3 88.700 89.021 89.704
S4 88.200 88.521 89.566
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 95.334 94.637 90.969
R3 93.284 92.587 90.405
R2 91.234 91.234 90.217
R1 90.537 90.537 90.029 90.886
PP 89.184 89.184 89.184 89.358
S1 88.487 88.487 89.653 88.836
S2 87.134 87.134 89.465
S3 85.084 86.437 89.277
S4 83.034 84.387 88.714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.880 87.830 2.050 2.3% 0.737 0.8% 98% True False 43,411
10 89.880 87.830 2.050 2.3% 0.749 0.8% 98% True False 39,992
20 89.880 87.700 2.180 2.4% 0.704 0.8% 98% True False 22,086
40 89.880 85.420 4.460 5.0% 0.642 0.7% 99% True False 11,388
60 89.880 84.765 5.115 5.7% 0.637 0.7% 99% True False 7,719
80 89.880 82.575 7.305 8.1% 0.578 0.6% 99% True False 5,815
100 89.880 81.590 8.290 9.2% 0.490 0.5% 100% True False 4,656
120 89.880 80.245 9.635 10.7% 0.415 0.5% 100% True False 3,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.099
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.005
2.618 91.189
1.618 90.689
1.000 90.380
0.618 90.189
HIGH 89.880
0.618 89.689
0.500 89.630
0.382 89.571
LOW 89.380
0.618 89.071
1.000 88.880
1.618 88.571
2.618 88.071
4.250 87.255
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 89.771 89.555
PP 89.700 89.269
S1 89.630 88.983

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

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