ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 100.530 100.335 -0.195 -0.2% 100.090
High 100.595 100.360 -0.235 -0.2% 100.545
Low 100.165 100.075 -0.090 -0.1% 99.675
Close 100.450 100.075 -0.375 -0.4% 100.346
Range 0.430 0.285 -0.145 -33.7% 0.870
ATR 0.487 0.479 -0.008 -1.6% 0.000
Volume 76 26 -50 -65.8% 243
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 101.025 100.835 100.232
R3 100.740 100.550 100.153
R2 100.455 100.455 100.127
R1 100.265 100.265 100.101 100.218
PP 100.170 100.170 100.170 100.146
S1 99.980 99.980 100.049 99.933
S2 99.885 99.885 100.023
S3 99.600 99.695 99.997
S4 99.315 99.410 99.918
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.799 102.442 100.825
R3 101.929 101.572 100.585
R2 101.059 101.059 100.506
R1 100.702 100.702 100.426 100.881
PP 100.189 100.189 100.189 100.278
S1 99.832 99.832 100.266 100.011
S2 99.319 99.319 100.187
S3 98.449 98.962 100.107
S4 97.579 98.092 99.868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.595 99.675 0.920 0.9% 0.416 0.4% 43% False False 53
10 100.595 99.175 1.420 1.4% 0.420 0.4% 63% False False 50
20 100.595 98.150 2.445 2.4% 0.414 0.4% 79% False False 31
40 100.595 94.317 6.278 6.3% 0.345 0.3% 92% False False 19
60 100.595 94.317 6.278 6.3% 0.335 0.3% 92% False False 14
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.571
2.618 101.106
1.618 100.821
1.000 100.645
0.618 100.536
HIGH 100.360
0.618 100.251
0.500 100.218
0.382 100.184
LOW 100.075
0.618 99.899
1.000 99.790
1.618 99.614
2.618 99.329
4.250 98.864
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 100.218 100.335
PP 100.170 100.248
S1 100.123 100.162

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

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