ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 99.100 99.200 0.100 0.1% 96.815
High 99.600 99.335 -0.265 -0.3% 99.470
Low 99.050 98.880 -0.170 -0.2% 96.710
Close 99.390 99.158 -0.232 -0.2% 99.260
Range 0.550 0.455 -0.095 -17.3% 2.760
ATR 0.719 0.704 -0.015 -2.1% 0.000
Volume 23,424 27,955 4,531 19.3% 142,121
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 100.489 100.279 99.408
R3 100.034 99.824 99.283
R2 99.579 99.579 99.241
R1 99.369 99.369 99.200 99.247
PP 99.124 99.124 99.124 99.063
S1 98.914 98.914 99.116 98.792
S2 98.669 98.669 99.075
S3 98.214 98.459 99.033
S4 97.759 98.004 98.908
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 99.600 97.855 1.745 1.8% 0.676 0.7% 75% False False 30,909
10 99.600 96.650 2.950 3.0% 0.656 0.7% 85% False False 29,604
20 99.600 93.830 5.770 5.8% 0.689 0.7% 92% False False 29,944
40 99.600 93.830 5.770 5.8% 0.706 0.7% 92% False False 30,851
60 99.600 92.850 6.750 6.8% 0.770 0.8% 93% False False 24,893
80 99.600 92.850 6.750 6.8% 0.759 0.8% 93% False False 18,913
100 99.600 92.850 6.750 6.8% 0.759 0.8% 93% False False 15,212
120 99.600 92.850 6.750 6.8% 0.785 0.8% 93% False False 12,715
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 0.099
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.269
2.618 100.526
1.618 100.071
1.000 99.790
0.618 99.616
HIGH 99.335
0.618 99.161
0.500 99.108
0.382 99.054
LOW 98.880
0.618 98.599
1.000 98.425
1.618 98.144
2.618 97.689
4.250 96.946
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 99.141 99.240
PP 99.124 99.213
S1 99.108 99.185

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

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