ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 94.720 94.970 0.250 0.3% 94.940
High 95.045 94.985 -0.060 -0.1% 95.025
Low 94.595 94.630 0.035 0.0% 93.830
Close 94.953 94.939 -0.014 0.0% 94.588
Range 0.450 0.355 -0.095 -21.1% 1.195
ATR 0.680 0.657 -0.023 -3.4% 0.000
Volume 19,112 16,706 -2,406 -12.6% 126,724
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 95.916 95.783 95.134
R3 95.561 95.428 95.037
R2 95.206 95.206 95.004
R1 95.073 95.073 94.972 94.962
PP 94.851 94.851 94.851 94.796
S1 94.718 94.718 94.906 94.607
S2 94.496 94.496 94.874
S3 94.141 94.363 94.841
S4 93.786 94.008 94.744
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 95.045 93.830 1.215 1.3% 0.585 0.6% 91% False False 25,146
10 95.795 93.830 1.965 2.1% 0.537 0.6% 56% False False 24,458
20 96.880 93.830 3.050 3.2% 0.623 0.7% 36% False False 28,682
40 96.920 93.830 3.090 3.3% 0.735 0.8% 36% False False 24,470
60 98.740 92.850 5.890 6.2% 0.765 0.8% 35% False False 16,689
80 98.740 92.850 5.890 6.2% 0.760 0.8% 35% False False 12,639
100 98.740 92.850 5.890 6.2% 0.801 0.8% 35% False False 10,160
120 98.740 92.850 5.890 6.2% 0.805 0.8% 35% False False 8,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.082
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.494
2.618 95.914
1.618 95.559
1.000 95.340
0.618 95.204
HIGH 94.985
0.618 94.849
0.500 94.808
0.382 94.766
LOW 94.630
0.618 94.411
1.000 94.275
1.618 94.056
2.618 93.701
4.250 93.121
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 94.895 94.869
PP 94.851 94.800
S1 94.808 94.730

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

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