ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 97.235 96.885 -0.350 -0.4% 94.720
High 97.250 97.060 -0.190 -0.2% 97.300
Low 96.785 96.620 -0.165 -0.2% 94.595
Close 96.955 96.992 0.037 0.0% 97.243
Range 0.465 0.440 -0.025 -5.4% 2.705
ATR 0.706 0.687 -0.019 -2.7% 0.000
Volume 24,106 27,188 3,082 12.8% 150,429
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 98.211 98.041 97.234
R3 97.771 97.601 97.113
R2 97.331 97.331 97.073
R1 97.161 97.161 97.032 97.246
PP 96.891 96.891 96.891 96.933
S1 96.721 96.721 96.952 96.806
S2 96.451 96.451 96.911
S3 96.011 96.281 96.871
S4 95.571 95.841 96.750
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 94.750 2.550 2.6% 0.768 0.8% 88% False False 33,181
10 97.300 93.830 3.470 3.6% 0.677 0.7% 91% False False 29,163
20 97.300 93.830 3.470 3.6% 0.654 0.7% 91% False False 27,433
40 97.300 93.830 3.470 3.6% 0.692 0.7% 91% False False 28,186
60 98.740 92.850 5.890 6.1% 0.770 0.8% 70% False False 19,399
80 98.740 92.850 5.890 6.1% 0.769 0.8% 70% False False 14,693
100 98.740 92.850 5.890 6.1% 0.769 0.8% 70% False False 11,813
120 98.740 92.850 5.890 6.1% 0.799 0.8% 70% False False 9,862
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 0.120
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.930
2.618 98.212
1.618 97.772
1.000 97.500
0.618 97.332
HIGH 97.060
0.618 96.892
0.500 96.840
0.382 96.788
LOW 96.620
0.618 96.348
1.000 96.180
1.618 95.908
2.618 95.468
4.250 94.750
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 96.941 96.916
PP 96.891 96.839
S1 96.840 96.763

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

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