ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 96.595 97.235 0.640 0.7% 94.720
High 97.300 97.250 -0.050 -0.1% 97.300
Low 96.225 96.785 0.560 0.6% 94.595
Close 97.243 96.955 -0.288 -0.3% 97.243
Range 1.075 0.465 -0.610 -56.7% 2.705
ATR 0.724 0.706 -0.019 -2.6% 0.000
Volume 46,038 24,106 -21,932 -47.6% 150,429
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 98.392 98.138 97.211
R3 97.927 97.673 97.083
R2 97.462 97.462 97.040
R1 97.208 97.208 96.998 97.103
PP 96.997 96.997 96.997 96.944
S1 96.743 96.743 96.912 96.638
S2 96.532 96.532 96.870
S3 96.067 96.278 96.827
S4 95.602 95.813 96.699
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 104.494 103.574 98.731
R3 101.789 100.869 97.987
R2 99.084 99.084 97.739
R1 98.164 98.164 97.491 98.624
PP 96.379 96.379 96.379 96.610
S1 95.459 95.459 96.995 95.919
S2 93.674 93.674 96.747
S3 90.969 92.754 96.499
S4 88.264 90.049 95.755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.300 94.630 2.670 2.8% 0.751 0.8% 87% False False 31,084
10 97.300 93.830 3.470 3.6% 0.678 0.7% 90% False False 28,567
20 97.300 93.830 3.470 3.6% 0.660 0.7% 90% False False 27,483
40 97.300 93.830 3.470 3.6% 0.697 0.7% 90% False False 27,558
60 98.740 92.850 5.890 6.1% 0.769 0.8% 70% False False 18,965
80 98.740 92.850 5.890 6.1% 0.771 0.8% 70% False False 14,354
100 98.740 92.850 5.890 6.1% 0.778 0.8% 70% False False 11,542
120 98.740 92.850 5.890 6.1% 0.802 0.8% 70% False False 9,636
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.109
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.226
2.618 98.467
1.618 98.002
1.000 97.715
0.618 97.537
HIGH 97.250
0.618 97.072
0.500 97.018
0.382 96.963
LOW 96.785
0.618 96.498
1.000 96.320
1.618 96.033
2.618 95.568
4.250 94.809
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 97.018 96.684
PP 96.997 96.413
S1 96.976 96.143

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

View Archives - Comment on this page... - Back to Index of Symbols