ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 96.805 96.125 -0.680 -0.7% 96.885
High 96.900 96.125 -0.775 -0.8% 97.400
Low 96.035 95.150 -0.885 -0.9% 95.150
Close 96.325 95.330 -0.995 -1.0% 95.330
Range 0.865 0.975 0.110 12.7% 2.250
ATR 0.748 0.779 0.030 4.1% 0.000
Volume 974 1,858 884 90.8% 7,210
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.460 97.870 95.866
R3 97.485 96.895 95.598
R2 96.510 96.510 95.509
R1 95.920 95.920 95.419 95.728
PP 95.535 95.535 95.535 95.439
S1 94.945 94.945 95.241 94.753
S2 94.560 94.560 95.151
S3 93.585 93.970 95.062
S4 92.610 92.995 94.794
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 102.710 101.270 96.568
R3 100.460 99.020 95.949
R2 98.210 98.210 95.743
R1 96.770 96.770 95.536 96.365
PP 95.960 95.960 95.960 95.758
S1 94.520 94.520 95.124 94.115
S2 93.710 93.710 94.918
S3 91.460 92.270 94.711
S4 89.210 90.020 94.093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.400 95.150 2.250 2.4% 0.666 0.7% 8% False True 1,442
10 98.295 95.150 3.145 3.3% 0.754 0.8% 6% False True 1,448
20 98.740 95.150 3.590 3.8% 0.756 0.8% 5% False True 1,034
40 98.740 95.150 3.590 3.8% 0.770 0.8% 5% False True 754
60 98.740 94.090 4.650 4.9% 0.816 0.9% 27% False False 583
80 98.740 93.815 4.925 5.2% 0.819 0.9% 31% False False 462
100 101.190 93.815 7.375 7.7% 0.824 0.9% 21% False False 380
120 102.450 93.815 8.635 9.1% 0.910 1.0% 18% False False 333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.163
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.269
2.618 98.678
1.618 97.703
1.000 97.100
0.618 96.728
HIGH 96.125
0.618 95.753
0.500 95.638
0.382 95.522
LOW 95.150
0.618 94.547
1.000 94.175
1.618 93.572
2.618 92.597
4.250 91.006
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 95.638 96.275
PP 95.535 95.960
S1 95.433 95.645

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

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