ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 94.105 95.505 1.400 1.5% 96.885
High 95.800 96.375 0.575 0.6% 97.400
Low 94.045 95.355 1.310 1.4% 95.150
Close 95.446 95.970 0.524 0.5% 95.330
Range 1.755 1.020 -0.735 -41.9% 2.250
ATR 0.992 0.994 0.002 0.2% 0.000
Volume 2,955 2,627 -328 -11.1% 7,210
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.960 98.485 96.531
R3 97.940 97.465 96.251
R2 96.920 96.920 96.157
R1 96.445 96.445 96.064 96.683
PP 95.900 95.900 95.900 96.019
S1 95.425 95.425 95.877 95.663
S2 94.880 94.880 95.783
S3 93.860 94.405 95.690
S4 92.840 93.385 95.409
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 96.375 92.850 3.525 3.7% 1.476 1.5% 89% True False 3,371
10 97.400 92.850 4.550 4.7% 1.030 1.1% 69% False False 2,309
20 98.740 92.850 5.890 6.1% 0.932 1.0% 53% False False 1,675
40 98.740 92.850 5.890 6.1% 0.827 0.9% 53% False False 1,091
60 98.740 92.850 5.890 6.1% 0.840 0.9% 53% False False 826
80 98.740 92.850 5.890 6.1% 0.856 0.9% 53% False False 645
100 101.190 92.850 8.340 8.7% 0.860 0.9% 37% False False 529
120 102.450 92.850 9.600 10.0% 0.926 1.0% 33% False False 457
Crabel Price Patterns
NR True
NR4 True
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 0.090
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.710
2.618 99.045
1.618 98.025
1.000 97.395
0.618 97.005
HIGH 96.375
0.618 95.985
0.500 95.865
0.382 95.745
LOW 95.355
0.618 94.725
1.000 94.335
1.618 93.705
2.618 92.685
4.250 91.020
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 95.935 95.681
PP 95.900 95.392
S1 95.865 95.103

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

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