ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 100.250 99.870 -0.380 -0.4% 99.680
High 100.255 100.545 0.290 0.3% 100.255
Low 99.755 99.835 0.080 0.1% 99.365
Close 99.840 100.020 0.180 0.2% 100.073
Range 0.500 0.710 0.210 42.0% 0.890
ATR 0.626 0.632 0.006 1.0% 0.000
Volume 26,914 37,695 10,781 40.1% 95,933
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 102.263 101.852 100.411
R3 101.553 101.142 100.215
R2 100.843 100.843 100.150
R1 100.432 100.432 100.085 100.638
PP 100.133 100.133 100.133 100.236
S1 99.722 99.722 99.955 99.928
S2 99.423 99.423 99.890
S3 98.713 99.012 99.825
S4 98.003 98.302 99.630
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
5 100.545 99.365 1.180 1.2% 0.594 0.6% 56% True False 26,221
10 100.545 98.795 1.750 1.7% 0.571 0.6% 70% True False 28,507
20 100.545 97.300 3.245 3.2% 0.623 0.6% 84% True False 30,419
40 100.545 93.830 6.715 6.7% 0.635 0.6% 92% True False 29,442
60 100.545 93.830 6.715 6.7% 0.671 0.7% 92% True False 31,151
80 100.545 92.850 7.695 7.7% 0.731 0.7% 93% True False 24,095
100 100.545 92.850 7.695 7.7% 0.730 0.7% 93% True False 19,400
120 100.545 92.850 7.695 7.7% 0.742 0.7% 93% True False 16,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.114
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.563
2.618 102.404
1.618 101.694
1.000 101.255
0.618 100.984
HIGH 100.545
0.618 100.274
0.500 100.190
0.382 100.106
LOW 99.835
0.618 99.396
1.000 99.125
1.618 98.686
2.618 97.976
4.250 96.818
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 100.190 100.150
PP 100.133 100.107
S1 100.077 100.063

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

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