ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 96.525 96.360 -0.165 -0.2% 95.290
High 96.715 96.465 -0.250 -0.3% 96.010
Low 96.185 95.575 -0.610 -0.6% 94.195
Close 96.206 96.149 -0.057 -0.1% 94.996
Range 0.530 0.890 0.360 67.9% 1.815
ATR 0.836 0.840 0.004 0.5% 0.000
Volume 40,598 49,554 8,956 22.1% 153,770
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 98.733 98.331 96.639
R3 97.843 97.441 96.394
R2 96.953 96.953 96.312
R1 96.551 96.551 96.231 96.307
PP 96.063 96.063 96.063 95.941
S1 95.661 95.661 96.067 95.417
S2 95.173 95.173 95.986
S3 94.283 94.771 95.904
S4 93.393 93.881 95.660
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% 0.877 0.9% 78% False False 38,478
10 96.715 94.195 2.520 2.6% 0.785 0.8% 78% False False 36,000
20 96.920 94.195 2.725 2.8% 0.770 0.8% 72% False False 24,261
40 98.740 92.850 5.890 6.1% 0.840 0.9% 56% False False 12,912
60 98.740 92.850 5.890 6.1% 0.800 0.8% 56% False False 8,775
80 98.740 92.850 5.890 6.1% 0.822 0.9% 56% False False 6,653
100 98.740 92.850 5.890 6.1% 0.841 0.9% 56% False False 5,343
120 101.190 92.850 8.340 8.7% 0.839 0.9% 40% False False 4,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.218
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.248
2.618 98.795
1.618 97.905
1.000 97.355
0.618 97.015
HIGH 96.465
0.618 96.125
0.500 96.020
0.382 95.915
LOW 95.575
0.618 95.025
1.000 94.685
1.618 94.135
2.618 93.245
4.250 91.793
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 96.106 96.148
PP 96.063 96.146
S1 96.020 96.145

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

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