ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 96.160 95.740 -0.420 -0.4% 95.235
High 96.160 96.240 0.080 0.1% 96.635
Low 95.500 95.740 0.240 0.3% 92.850
Close 95.729 96.127 0.398 0.4% 96.408
Range 0.660 0.500 -0.160 -24.2% 3.785
ATR 0.943 0.912 -0.031 -3.3% 0.000
Volume 3,062 2,272 -790 -25.8% 17,500
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.536 97.331 96.402
R3 97.036 96.831 96.265
R2 96.536 96.536 96.219
R1 96.331 96.331 96.173 96.434
PP 96.036 96.036 96.036 96.087
S1 95.831 95.831 96.081 95.934
S2 95.536 95.536 96.035
S3 95.036 95.331 95.990
S4 94.536 94.831 95.852
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 106.653 105.315 98.490
R3 102.868 101.530 97.449
R2 99.083 99.083 97.102
R1 97.745 97.745 96.755 98.414
PP 95.298 95.298 95.298 95.632
S1 93.960 93.960 96.061 94.629
S2 91.513 91.513 95.714
S3 87.728 90.175 95.367
S4 83.943 86.390 94.326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.635 95.355 1.280 1.3% 0.750 0.8% 60% False False 2,506
10 96.900 92.850 4.050 4.2% 1.098 1.1% 81% False False 2,773
20 98.740 92.850 5.890 6.1% 0.913 0.9% 56% False False 2,040
40 98.740 92.850 5.890 6.1% 0.831 0.9% 56% False False 1,308
60 98.740 92.850 5.890 6.1% 0.812 0.8% 56% False False 976
80 98.740 92.850 5.890 6.1% 0.852 0.9% 56% False False 766
100 100.520 92.850 7.670 8.0% 0.857 0.9% 43% False False 626
120 102.000 92.850 9.150 9.5% 0.915 1.0% 36% False False 536
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.093
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 98.365
2.618 97.549
1.618 97.049
1.000 96.740
0.618 96.549
HIGH 96.240
0.618 96.049
0.500 95.990
0.382 95.931
LOW 95.740
0.618 95.431
1.000 95.240
1.618 94.931
2.618 94.431
4.250 93.615
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 96.081 96.093
PP 96.036 96.059
S1 95.990 96.025

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

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