ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 96.070 96.525 0.455 0.5% 95.290
High 96.580 96.715 0.135 0.1% 96.010
Low 95.910 96.185 0.275 0.3% 94.195
Close 96.446 96.206 -0.240 -0.2% 94.996
Range 0.670 0.530 -0.140 -20.9% 1.815
ATR 0.859 0.836 -0.024 -2.7% 0.000
Volume 30,284 40,598 10,314 34.1% 153,770
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.959 97.612 96.498
R3 97.429 97.082 96.352
R2 96.899 96.899 96.303
R1 96.552 96.552 96.255 96.461
PP 96.369 96.369 96.369 96.323
S1 96.022 96.022 96.157 95.931
S2 95.839 95.839 96.109
S3 95.309 95.492 96.060
S4 94.779 94.962 95.915
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 100.512 99.569 95.994
R3 98.697 97.754 95.495
R2 96.882 96.882 95.329
R1 95.939 95.939 95.162 95.503
PP 95.067 95.067 95.067 94.849
S1 94.124 94.124 94.830 93.688
S2 93.252 93.252 94.663
S3 91.437 92.309 94.497
S4 89.622 90.494 93.998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.715 94.195 2.520 2.6% 0.908 0.9% 80% True False 38,360
10 96.715 94.195 2.520 2.6% 0.781 0.8% 80% True False 36,704
20 96.920 94.045 2.875 3.0% 0.813 0.8% 75% False False 21,932
40 98.740 92.850 5.890 6.1% 0.837 0.9% 57% False False 11,684
60 98.740 92.850 5.890 6.1% 0.800 0.8% 57% False False 7,952
80 98.740 92.850 5.890 6.1% 0.826 0.9% 57% False False 6,037
100 98.740 92.850 5.890 6.1% 0.843 0.9% 57% False False 4,847
120 101.190 92.850 8.340 8.7% 0.840 0.9% 40% False False 4,050
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 0.241
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 98.968
2.618 98.103
1.618 97.573
1.000 97.245
0.618 97.043
HIGH 96.715
0.618 96.513
0.500 96.450
0.382 96.387
LOW 96.185
0.618 95.857
1.000 95.655
1.618 95.327
2.618 94.797
4.250 93.933
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 96.450 96.120
PP 96.369 96.034
S1 96.287 95.948

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

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