ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 93.980 94.590 0.610 0.6% 94.940
High 94.625 94.805 0.180 0.2% 95.025
Low 93.830 94.415 0.585 0.6% 93.830
Close 94.430 94.588 0.158 0.2% 94.588
Range 0.795 0.390 -0.405 -50.9% 1.195
ATR 0.721 0.697 -0.024 -3.3% 0.000
Volume 33,342 20,540 -12,802 -38.4% 126,724
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 95.773 95.570 94.803
R3 95.383 95.180 94.695
R2 94.993 94.993 94.660
R1 94.790 94.790 94.624 94.697
PP 94.603 94.603 94.603 94.556
S1 94.400 94.400 94.552 94.307
S2 94.213 94.213 94.517
S3 93.823 94.010 94.481
S4 93.433 93.620 94.374
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 98.066 97.522 95.245
R3 96.871 96.327 94.917
R2 95.676 95.676 94.807
R1 95.132 95.132 94.698 94.807
PP 94.481 94.481 94.481 94.318
S1 93.937 93.937 94.478 93.612
S2 93.286 93.286 94.369
S3 92.091 92.742 94.259
S4 90.896 91.547 93.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.025 93.830 1.195 1.3% 0.569 0.6% 63% False False 25,344
10 96.295 93.830 2.465 2.6% 0.610 0.6% 31% False False 25,194
20 96.880 93.830 3.050 3.2% 0.664 0.7% 25% False False 30,230
40 96.920 92.850 4.070 4.3% 0.800 0.8% 43% False False 23,678
60 98.740 92.850 5.890 6.2% 0.777 0.8% 30% False False 16,115
80 98.740 92.850 5.890 6.2% 0.779 0.8% 30% False False 12,195
100 98.740 92.850 5.890 6.2% 0.803 0.8% 30% False False 9,803
120 98.740 92.850 5.890 6.2% 0.814 0.9% 30% False False 8,187
Crabel Price Patterns
NR True
NR4 True
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 0.109
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.463
2.618 95.826
1.618 95.436
1.000 95.195
0.618 95.046
HIGH 94.805
0.618 94.656
0.500 94.610
0.382 94.564
LOW 94.415
0.618 94.174
1.000 94.025
1.618 93.784
2.618 93.394
4.250 92.758
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 94.610 94.498
PP 94.603 94.408
S1 94.595 94.318

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

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