ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 99.680 99.785 0.105 0.1% 99.060
High 100.065 99.845 -0.220 -0.2% 99.965
Low 99.580 99.515 -0.065 -0.1% 98.795
Close 99.855 99.590 -0.265 -0.3% 99.624
Range 0.485 0.330 -0.155 -32.0% 1.170
ATR 0.675 0.651 -0.024 -3.5% 0.000
Volume 28,296 23,234 -5,062 -17.9% 161,717
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 100.640 100.445 99.772
R3 100.310 100.115 99.681
R2 99.980 99.980 99.651
R1 99.785 99.785 99.620 99.718
PP 99.650 99.650 99.650 99.616
S1 99.455 99.455 99.560 99.388
S2 99.320 99.320 99.530
S3 98.990 99.125 99.499
S4 98.660 98.795 99.409
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% 0.547 0.5% 63% False False 30,793
10 100.065 98.500 1.565 1.6% 0.572 0.6% 70% False False 32,077
20 100.065 96.510 3.555 3.6% 0.661 0.7% 87% False False 31,805
40 100.065 93.830 6.235 6.3% 0.657 0.7% 92% False False 29,619
60 100.065 93.830 6.235 6.3% 0.682 0.7% 92% False False 29,392
80 100.065 92.850 7.215 7.2% 0.742 0.7% 93% False False 22,501
100 100.065 92.850 7.215 7.2% 0.747 0.8% 93% False False 18,116
120 100.065 92.850 7.215 7.2% 0.751 0.8% 93% False False 15,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.118
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 101.248
2.618 100.709
1.618 100.379
1.000 100.175
0.618 100.049
HIGH 99.845
0.618 99.719
0.500 99.680
0.382 99.641
LOW 99.515
0.618 99.311
1.000 99.185
1.618 98.981
2.618 98.651
4.250 98.113
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 99.680 99.583
PP 99.650 99.577
S1 99.620 99.570

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

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