ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	89.095	88.955	-0.140	-0.2%	89.780
High	89.155	89.135	-0.020	0.0%	89.995
Low	88.640	88.665	0.025	0.0%	88.540
Close	88.870	88.937	0.067	0.1%	88.870
Range	0.515	0.470	-0.045	-8.7%	1.455
ATR	0.586	0.578	-0.008	-1.4%	0.000
Volume	113	114	1	0.9%	940

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.322	90.100	89.196
R3	89.852	89.630	89.066
R2	89.382	89.382	89.023
R1	89.160	89.160	88.980	89.036
PP	88.912	88.912	88.912	88.851
S1	88.690	88.690	88.894	88.566
S2	88.442	88.442	88.851
S3	87.972	88.220	88.808
S4	87.502	87.750	88.679

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.500	92.640	89.670
R3	92.045	91.185	89.270
R2	90.590	90.590	89.137
R1	89.730	89.730	89.003	89.433
PP	89.135	89.135	89.135	88.986
S1	88.275	88.275	88.737	87.978
S2	87.680	87.680	88.603
S3	86.225	86.820	88.470
S4	84.770	85.365	88.070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.730	88.540	1.190	1.3%	0.651	0.7%	33%	False	False	198
10	89.995	88.540	1.455	1.6%	0.677	0.8%	27%	False	False	156
20	89.995	87.500	2.495	2.8%	0.553	0.6%	58%	False	False	94
40	89.995	85.520	4.475	5.0%	0.454	0.5%	76%	False	False	57
60	89.995	84.820	5.175	5.8%	0.419	0.5%	80%	False	False	43
80	89.995	82.485	7.510	8.4%	0.348	0.4%	86%	False	False	36

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.102
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	91.133
2.618	90.365
1.618	89.895
1.000	89.605
0.618	89.425
HIGH	89.135
0.618	88.955
0.500	88.900
0.382	88.845
LOW	88.665
0.618	88.375
1.000	88.195
1.618	87.905
2.618	87.435
4.250	86.668

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	88.925	88.930
PP	88.912	88.922
S1	88.900	88.915

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols