ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 96.095 95.685 -0.410 -0.4% 96.490
High 96.430 95.870 -0.560 -0.6% 96.640
Low 95.575 95.290 -0.285 -0.3% 95.290
Close 95.632 95.379 -0.253 -0.3% 95.379
Range 0.855 0.580 -0.275 -32.2% 1.350
ATR 0.862 0.842 -0.020 -2.3% 0.000
Volume 56,600 49,296 -7,304 -12.9% 152,528
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.253 96.896 95.698
R3 96.673 96.316 95.539
R2 96.093 96.093 95.485
R1 95.736 95.736 95.432 95.625
PP 95.513 95.513 95.513 95.457
S1 95.156 95.156 95.326 95.045
S2 94.933 94.933 95.273
S3 94.353 94.576 95.220
S4 93.773 93.996 95.060
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 99.820 98.949 96.122
R3 98.470 97.599 95.750
R2 97.120 97.120 95.627
R1 96.249 96.249 95.503 96.010
PP 95.770 95.770 95.770 95.650
S1 94.899 94.899 95.255 94.660
S2 94.420 94.420 95.132
S3 93.070 93.549 95.008
S4 91.720 92.199 94.637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.895 95.290 1.605 1.7% 0.706 0.7% 6% False True 31,579
10 96.920 95.290 1.630 1.7% 0.711 0.7% 5% False True 17,190
20 97.400 92.850 4.550 4.8% 0.870 0.9% 56% False False 9,750
40 98.740 92.850 5.890 6.2% 0.815 0.9% 43% False False 5,281
60 98.740 92.850 5.890 6.2% 0.803 0.8% 43% False False 3,650
80 98.740 92.850 5.890 6.2% 0.839 0.9% 43% False False 2,784
100 99.390 92.850 6.540 6.9% 0.847 0.9% 39% False False 2,243
120 101.190 92.850 8.340 8.7% 0.846 0.9% 30% False False 1,878
Crabel Price Patterns
NR True
NR4 False
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 0.157
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.335
2.618 97.388
1.618 96.808
1.000 96.450
0.618 96.228
HIGH 95.870
0.618 95.648
0.500 95.580
0.382 95.512
LOW 95.290
0.618 94.932
1.000 94.710
1.618 94.352
2.618 93.772
4.250 92.825
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 95.580 95.965
PP 95.513 95.770
S1 95.446 95.574

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

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