ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 97.265 96.805 -0.460 -0.5% 97.985
High 97.400 96.900 -0.500 -0.5% 98.295
Low 96.670 96.035 -0.635 -0.7% 96.275
Close 96.687 96.325 -0.362 -0.4% 96.853
Range 0.730 0.865 0.135 18.5% 2.020
ATR 0.739 0.748 0.009 1.2% 0.000
Volume 477 974 497 104.2% 7,276
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 99.015 98.535 96.801
R3 98.150 97.670 96.563
R2 97.285 97.285 96.484
R1 96.805 96.805 96.404 96.613
PP 96.420 96.420 96.420 96.324
S1 95.940 95.940 96.246 95.748
S2 95.555 95.555 96.166
S3 94.690 95.075 96.087
S4 93.825 94.210 95.849
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 103.201 102.047 97.964
R3 101.181 100.027 97.409
R2 99.161 99.161 97.223
R1 98.007 98.007 97.038 97.574
PP 97.141 97.141 97.141 96.925
S1 95.987 95.987 96.668 95.554
S2 95.121 95.121 96.483
S3 93.101 93.967 96.298
S4 91.081 91.947 95.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.400 96.035 1.365 1.4% 0.583 0.6% 21% False True 1,248
10 98.740 96.035 2.705 2.8% 0.766 0.8% 11% False True 1,318
20 98.740 96.035 2.705 2.8% 0.730 0.8% 11% False True 989
40 98.740 95.195 3.545 3.7% 0.758 0.8% 32% False False 712
60 98.740 94.090 4.650 4.8% 0.805 0.8% 48% False False 553
80 98.740 93.815 4.925 5.1% 0.821 0.9% 51% False False 442
100 101.190 93.815 7.375 7.7% 0.827 0.9% 34% False False 362
120 102.450 93.815 8.635 9.0% 0.909 0.9% 29% False False 318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.215
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.576
2.618 99.165
1.618 98.300
1.000 97.765
0.618 97.435
HIGH 96.900
0.618 96.570
0.500 96.468
0.382 96.365
LOW 96.035
0.618 95.500
1.000 95.170
1.618 94.635
2.618 93.770
4.250 92.359
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 96.468 96.718
PP 96.420 96.587
S1 96.373 96.456

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

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