ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 98.015 98.060 0.045 0.0% 96.815
High 98.240 99.470 1.230 1.3% 99.470
Low 97.855 98.000 0.145 0.1% 96.710
Close 98.050 99.260 1.210 1.2% 99.260
Range 0.385 1.470 1.085 281.8% 2.760
ATR 0.693 0.748 0.056 8.0% 0.000
Volume 27,038 49,527 22,489 83.2% 142,121
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 103.320 102.760 100.069
R3 101.850 101.290 99.664
R2 100.380 100.380 99.530
R1 99.820 99.820 99.395 100.100
PP 98.910 98.910 98.910 99.050
S1 98.350 98.350 99.125 98.630
S2 97.440 97.440 98.991
S3 95.970 96.880 98.856
S4 94.500 95.410 98.452
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 106.760 105.770 100.778
R3 104.000 103.010 100.019
R2 101.240 101.240 99.766
R1 100.250 100.250 99.513 100.745
PP 98.480 98.480 98.480 98.728
S1 97.490 97.490 99.007 97.985
S2 95.720 95.720 98.754
S3 92.960 94.730 98.501
S4 90.200 91.970 97.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.470 96.710 2.760 2.8% 0.752 0.8% 92% True False 28,424
10 99.470 96.510 2.960 3.0% 0.733 0.7% 93% True False 31,660
20 99.470 93.830 5.640 5.7% 0.696 0.7% 96% True False 29,687
40 99.470 93.830 5.640 5.7% 0.714 0.7% 96% True False 30,635
60 99.470 92.850 6.620 6.7% 0.766 0.8% 97% True False 23,673
80 99.470 92.850 6.620 6.7% 0.765 0.8% 97% True False 17,958
100 99.470 92.850 6.620 6.7% 0.767 0.8% 97% True False 14,444
120 99.470 92.850 6.620 6.7% 0.798 0.8% 97% True False 12,067
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.148
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 105.718
2.618 103.318
1.618 101.848
1.000 100.940
0.618 100.378
HIGH 99.470
0.618 98.908
0.500 98.735
0.382 98.562
LOW 98.000
0.618 97.092
1.000 96.530
1.618 95.622
2.618 94.152
4.250 91.753
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 99.085 98.968
PP 98.910 98.677
S1 98.735 98.385

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

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