ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 96.300 96.680 0.380 0.4% 96.420
High 96.920 96.895 -0.025 0.0% 96.920
Low 96.070 95.810 -0.260 -0.3% 95.500
Close 96.706 96.525 -0.181 -0.2% 96.525
Range 0.850 1.085 0.235 27.6% 1.420
ATR 0.908 0.920 0.013 1.4% 0.000
Volume 4,104 5,368 1,264 30.8% 16,875
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 99.665 99.180 97.122
R3 98.580 98.095 96.823
R2 97.495 97.495 96.724
R1 97.010 97.010 96.624 96.710
PP 96.410 96.410 96.410 96.260
S1 95.925 95.925 96.426 95.625
S2 95.325 95.325 96.326
S3 94.240 94.840 96.227
S4 93.155 93.755 95.928
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 100.575 99.970 97.306
R3 99.155 98.550 96.916
R2 97.735 97.735 96.785
R1 97.130 97.130 96.655 97.433
PP 96.315 96.315 96.315 96.466
S1 95.710 95.710 96.395 96.013
S2 94.895 94.895 96.265
S3 93.475 94.290 96.135
S4 92.055 92.870 95.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.920 95.500 1.420 1.5% 0.744 0.8% 72% False False 3,375
10 96.920 92.850 4.070 4.2% 1.107 1.1% 90% False False 3,437
20 98.295 92.850 5.445 5.6% 0.931 1.0% 67% False False 2,443
40 98.740 92.850 5.890 6.1% 0.836 0.9% 62% False False 1,520
60 98.740 92.850 5.890 6.1% 0.814 0.8% 62% False False 1,128
80 98.740 92.850 5.890 6.1% 0.854 0.9% 62% False False 882
100 99.630 92.850 6.780 7.0% 0.852 0.9% 54% False False 720
120 101.190 92.850 8.340 8.6% 0.869 0.9% 44% False False 612
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 0.128
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.506
2.618 99.736
1.618 98.651
1.000 97.980
0.618 97.566
HIGH 96.895
0.618 96.481
0.500 96.353
0.382 96.224
LOW 95.810
0.618 95.139
1.000 94.725
1.618 94.054
2.618 92.969
4.250 91.199
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 96.468 96.460
PP 96.410 96.395
S1 96.353 96.330

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

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