ICE US Dollar Index Future December 2017


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 93.495 94.660 1.165 1.2% 93.640
High 94.615 95.060 0.445 0.5% 95.060
Low 93.365 94.630 1.265 1.4% 93.365
Close 94.509 94.822 0.313 0.3% 94.822
Range 1.250 0.430 -0.820 -65.6% 1.695
ATR 0.543 0.544 0.001 0.1% 0.000
Volume 44,611 36,495 -8,116 -18.2% 140,181
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 96.127 95.905 95.059
R3 95.697 95.475 94.940
R2 95.267 95.267 94.901
R1 95.045 95.045 94.861 95.156
PP 94.837 94.837 94.837 94.893
S1 94.615 94.615 94.783 94.726
S2 94.407 94.407 94.743
S3 93.977 94.185 94.704
S4 93.547 93.755 94.586
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 99.501 98.856 95.754
R3 97.806 97.161 95.288
R2 96.111 96.111 95.133
R1 95.466 95.466 94.977 95.788
PP 94.416 94.416 94.416 94.577
S1 93.771 93.771 94.667 94.094
S2 92.721 92.721 94.511
S3 91.026 92.076 94.356
S4 89.331 90.381 93.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.060 93.365 1.695 1.8% 0.550 0.6% 86% True False 28,036
10 95.060 92.910 2.150 2.3% 0.512 0.5% 89% True False 23,416
20 95.060 92.590 2.470 2.6% 0.501 0.5% 90% True False 21,834
40 95.060 90.795 4.265 4.5% 0.543 0.6% 94% True False 21,411
60 95.060 90.795 4.265 4.5% 0.551 0.6% 94% True False 14,468
80 95.740 90.795 4.945 5.2% 0.538 0.6% 81% False False 10,907
100 97.300 90.795 6.505 6.9% 0.517 0.5% 62% False False 8,750
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 0.079
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.888
2.618 96.186
1.618 95.756
1.000 95.490
0.618 95.326
HIGH 95.060
0.618 94.896
0.500 94.845
0.382 94.794
LOW 94.630
0.618 94.364
1.000 94.200
1.618 93.934
2.618 93.504
4.250 92.803
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 94.845 94.619
PP 94.837 94.416
S1 94.830 94.213

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

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