ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 99.180 99.680 0.500 0.5% 99.060
High 99.705 100.065 0.360 0.4% 99.965
Low 99.075 99.580 0.505 0.5% 98.795
Close 99.624 99.855 0.231 0.2% 99.624
Range 0.630 0.485 -0.145 -23.0% 1.170
ATR 0.689 0.675 -0.015 -2.1% 0.000
Volume 30,327 28,296 -2,031 -6.7% 161,717
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.288 101.057 100.122
R3 100.803 100.572 99.988
R2 100.318 100.318 99.944
R1 100.087 100.087 99.899 100.203
PP 99.833 99.833 99.833 99.891
S1 99.602 99.602 99.811 99.718
S2 99.348 99.348 99.766
S3 98.863 99.117 99.722
S4 98.378 98.632 99.588
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
5 100.065 98.795 1.270 1.3% 0.557 0.6% 83% True False 31,687
10 100.065 98.500 1.565 1.6% 0.594 0.6% 87% True False 32,096
20 100.065 96.510 3.555 3.6% 0.666 0.7% 94% True False 32,003
40 100.065 93.830 6.235 6.2% 0.663 0.7% 97% True False 29,743
60 100.065 93.830 6.235 6.2% 0.687 0.7% 97% True False 29,039
80 100.065 92.850 7.215 7.2% 0.743 0.7% 97% True False 22,225
100 100.065 92.850 7.215 7.2% 0.750 0.8% 97% True False 17,884
120 100.065 92.850 7.215 7.2% 0.759 0.8% 97% True False 14,952
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 0.117
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.126
2.618 101.335
1.618 100.850
1.000 100.550
0.618 100.365
HIGH 100.065
0.618 99.880
0.500 99.823
0.382 99.765
LOW 99.580
0.618 99.280
1.000 99.095
1.618 98.795
2.618 98.310
4.250 97.519
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 99.844 99.713
PP 99.833 99.572
S1 99.823 99.430

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

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