ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 99.470 99.180 -0.290 -0.3% 99.060
High 99.520 99.705 0.185 0.2% 99.965
Low 98.795 99.075 0.280 0.3% 98.795
Close 99.064 99.624 0.560 0.6% 99.624
Range 0.725 0.630 -0.095 -13.1% 1.170
ATR 0.693 0.689 -0.004 -0.5% 0.000
Volume 39,261 30,327 -8,934 -22.8% 161,717
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.358 101.121 99.971
R3 100.728 100.491 99.797
R2 100.098 100.098 99.740
R1 99.861 99.861 99.682 99.980
PP 99.468 99.468 99.468 99.527
S1 99.231 99.231 99.566 99.350
S2 98.838 98.838 99.509
S3 98.208 98.601 99.451
S4 97.578 97.971 99.278
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.971 102.468 100.268
R3 101.801 101.298 99.946
R2 100.631 100.631 99.839
R1 100.128 100.128 99.731 100.380
PP 99.461 99.461 99.461 99.587
S1 98.958 98.958 99.517 99.210
S2 98.291 98.291 99.410
S3 97.121 97.788 99.302
S4 95.951 96.618 98.981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.965 98.795 1.170 1.2% 0.575 0.6% 71% False False 32,343
10 99.965 98.500 1.465 1.5% 0.598 0.6% 77% False False 31,927
20 99.965 96.510 3.455 3.5% 0.665 0.7% 90% False False 31,793
40 99.965 93.830 6.135 6.2% 0.667 0.7% 94% False False 29,752
60 99.965 93.830 6.135 6.2% 0.694 0.7% 94% False False 28,609
80 99.965 92.850 7.115 7.1% 0.754 0.8% 95% False False 21,876
100 99.965 92.850 7.115 7.1% 0.747 0.8% 95% False False 17,602
120 99.965 92.850 7.115 7.1% 0.767 0.8% 95% False False 14,718
Crabel Price Patterns
NR True
NR4 False
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 0.113
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.383
2.618 101.354
1.618 100.724
1.000 100.335
0.618 100.094
HIGH 99.705
0.618 99.464
0.500 99.390
0.382 99.316
LOW 99.075
0.618 98.686
1.000 98.445
1.618 98.056
2.618 97.426
4.250 96.398
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 99.546 99.543
PP 99.468 99.461
S1 99.390 99.380

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

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