ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 99.930 100.115 0.185 0.2% 99.680
High 100.255 100.360 0.105 0.1% 100.255
Low 99.700 100.020 0.320 0.3% 99.365
Close 100.073 100.210 0.137 0.1% 100.073
Range 0.555 0.340 -0.215 -38.7% 0.890
ATR 0.658 0.636 -0.023 -3.5% 0.000
Volume 14,134 22,096 7,962 56.3% 95,933
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.217 101.053 100.397
R3 100.877 100.713 100.304
R2 100.537 100.537 100.272
R1 100.373 100.373 100.241 100.455
PP 100.197 100.197 100.197 100.238
S1 100.033 100.033 100.179 100.115
S2 99.857 99.857 100.148
S3 99.517 99.693 100.117
S4 99.177 99.353 100.023
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.568 102.210 100.563
R3 101.678 101.320 100.318
R2 100.788 100.788 100.236
R1 100.430 100.430 100.155 100.609
PP 99.898 99.898 99.898 99.987
S1 99.540 99.540 99.991 99.719
S2 99.008 99.008 99.910
S3 98.118 98.650 99.828
S4 97.228 97.760 99.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.360 99.365 0.995 1.0% 0.515 0.5% 85% True False 23,605
10 100.360 98.795 1.565 1.6% 0.545 0.5% 90% True False 27,974
20 100.360 96.710 3.650 3.6% 0.616 0.6% 96% True False 28,971
40 100.360 93.830 6.530 6.5% 0.643 0.6% 98% True False 28,906
60 100.360 93.830 6.530 6.5% 0.677 0.7% 98% True False 30,343
80 100.360 92.850 7.510 7.5% 0.741 0.7% 98% True False 23,308
100 100.360 92.850 7.510 7.5% 0.740 0.7% 98% True False 18,763
120 100.360 92.850 7.510 7.5% 0.744 0.7% 98% True False 15,692
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 0.121
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.805
2.618 101.250
1.618 100.910
1.000 100.700
0.618 100.570
HIGH 100.360
0.618 100.230
0.500 100.190
0.382 100.150
LOW 100.020
0.618 99.810
1.000 99.680
1.618 99.470
2.618 99.130
4.250 98.575
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 100.203 100.094
PP 100.197 99.978
S1 100.190 99.863

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

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