ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	97.365	97.980	0.615	0.6%	98.330
High	97.980	98.195	0.215	0.2%	98.905
Low	97.365	97.325	-0.040	0.0%	97.210
Close	97.960	97.551	-0.409	-0.4%	97.551
Range	0.615	0.870	0.255	41.5%	1.695
ATR	0.800	0.805	0.005	0.6%	0.000
Volume	39,189	14,989	-24,200	-61.8%	156,474

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.300	99.796	98.030
R3	99.430	98.926	97.790
R2	98.560	98.560	97.711
R1	98.056	98.056	97.631	97.873
PP	97.690	97.690	97.690	97.599
S1	97.186	97.186	97.471	97.003
S2	96.820	96.820	97.392
S3	95.950	96.316	97.312
S4	95.080	95.446	97.073

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.974	101.957	98.483
R3	101.279	100.262	98.017
R2	99.584	99.584	97.862
R1	98.567	98.567	97.706	98.228
PP	97.889	97.889	97.889	97.719
S1	96.872	96.872	97.396	96.533
S2	96.194	96.194	97.240
S3	94.499	95.177	97.085
S4	92.804	93.482	96.619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.905	97.210	1.695	1.7%	0.766	0.8%	20%	False	False	31,294
10	100.600	97.210	3.390	3.5%	0.926	0.9%	10%	False	False	42,357
20	100.600	97.210	3.390	3.5%	0.752	0.8%	10%	False	False	35,813
40	100.600	94.415	6.185	6.3%	0.723	0.7%	51%	False	False	33,158
60	100.600	93.830	6.770	6.9%	0.719	0.7%	55%	False	False	32,431
80	100.600	92.850	7.750	7.9%	0.767	0.8%	61%	False	False	28,174
100	100.600	92.850	7.750	7.9%	0.759	0.8%	61%	False	False	22,732
120	100.600	92.850	7.750	7.9%	0.760	0.8%	61%	False	False	19,013

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.123
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.893
2.618	100.473
1.618	99.603
1.000	99.065
0.618	98.733
HIGH	98.195
0.618	97.863
0.500	97.760
0.382	97.657
LOW	97.325
0.618	96.787
1.000	96.455
1.618	95.917
2.618	95.047
4.250	93.628

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	97.760	97.860
PP	97.690	97.757
S1	97.621	97.654

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