ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 97.000 97.335 0.335 0.3% 97.235
High 97.570 98.150 0.580 0.6% 97.895
Low 96.845 97.300 0.455 0.5% 96.510
Close 97.243 98.029 0.786 0.8% 97.019
Range 0.725 0.850 0.125 17.2% 1.385
ATR 0.702 0.716 0.015 2.1% 0.000
Volume 19,058 29,911 10,853 56.9% 174,480
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 100.376 100.053 98.497
R3 99.526 99.203 98.263
R2 98.676 98.676 98.185
R1 98.353 98.353 98.107 98.515
PP 97.826 97.826 97.826 97.907
S1 97.503 97.503 97.951 97.665
S2 96.976 96.976 97.873
S3 96.126 96.653 97.795
S4 95.276 95.803 97.562
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 101.296 100.543 97.781
R3 99.911 99.158 97.400
R2 98.526 98.526 97.273
R1 97.773 97.773 97.146 97.457
PP 97.141 97.141 97.141 96.984
S1 96.388 96.388 96.892 96.072
S2 95.756 95.756 96.765
S3 94.371 95.003 96.638
S4 92.986 93.618 96.257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.150 96.650 1.500 1.5% 0.636 0.6% 92% True False 28,300
10 98.150 94.985 3.165 3.2% 0.806 0.8% 96% True False 33,851
20 98.150 93.830 4.320 4.4% 0.670 0.7% 97% True False 28,875
40 98.150 93.830 4.320 4.4% 0.704 0.7% 97% True False 31,368
60 98.150 92.850 5.300 5.4% 0.770 0.8% 98% True False 22,464
80 98.740 92.850 5.890 6.0% 0.757 0.8% 88% False False 17,012
100 98.740 92.850 5.890 6.0% 0.767 0.8% 88% False False 13,687
120 98.740 92.850 5.890 6.0% 0.798 0.8% 88% False False 11,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.170
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.763
2.618 100.375
1.618 99.525
1.000 99.000
0.618 98.675
HIGH 98.150
0.618 97.825
0.500 97.725
0.382 97.625
LOW 97.300
0.618 96.775
1.000 96.450
1.618 95.925
2.618 95.075
4.250 93.688
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 97.928 97.829
PP 97.826 97.630
S1 97.725 97.430

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

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