ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 99.200 98.885 -0.315 -0.3% 96.815
High 99.335 99.395 0.060 0.1% 99.470
Low 98.880 98.500 -0.380 -0.4% 96.710
Close 99.158 98.712 -0.446 -0.4% 99.260
Range 0.455 0.895 0.440 96.7% 2.760
ATR 0.704 0.718 0.014 1.9% 0.000
Volume 27,955 44,538 16,583 59.3% 142,121
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.554 101.028 99.204
R3 100.659 100.133 98.958
R2 99.764 99.764 98.876
R1 99.238 99.238 98.794 99.054
PP 98.869 98.869 98.869 98.777
S1 98.343 98.343 98.630 98.159
S2 97.974 97.974 98.548
S3 97.079 97.448 98.466
S4 96.184 96.553 98.220
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 98.000 1.600 1.6% 0.778 0.8% 45% False False 34,409
10 99.600 96.650 2.950 3.0% 0.698 0.7% 70% False False 30,582
20 99.600 94.415 5.185 5.3% 0.694 0.7% 83% False False 30,504
40 99.600 93.830 5.770 5.8% 0.703 0.7% 85% False False 30,740
60 99.600 92.850 6.750 6.8% 0.772 0.8% 87% False False 25,627
80 99.600 92.850 6.750 6.8% 0.761 0.8% 87% False False 19,462
100 99.600 92.850 6.750 6.8% 0.762 0.8% 87% False False 15,653
120 99.600 92.850 6.750 6.8% 0.787 0.8% 87% False False 13,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.129
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.199
2.618 101.738
1.618 100.843
1.000 100.290
0.618 99.948
HIGH 99.395
0.618 99.053
0.500 98.948
0.382 98.842
LOW 98.500
0.618 97.947
1.000 97.605
1.618 97.052
2.618 96.157
4.250 94.696
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 98.948 99.050
PP 98.869 98.937
S1 98.791 98.825

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

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