ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 86.250 87.130 0.880 1.0% 85.800
High 87.245 87.540 0.295 0.3% 87.245
Low 86.230 87.125 0.895 1.0% 85.245
Close 87.016 87.407 0.391 0.4% 87.016
Range 1.015 0.415 -0.600 -59.1% 2.000
ATR 0.623 0.616 -0.007 -1.1% 0.000
Volume 64,771 40,070 -24,701 -38.1% 186,137
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 88.602 88.420 87.635
R3 88.187 88.005 87.521
R2 87.772 87.772 87.483
R1 87.590 87.590 87.445 87.681
PP 87.357 87.357 87.357 87.403
S1 87.175 87.175 87.369 87.266
S2 86.942 86.942 87.331
S3 86.527 86.760 87.293
S4 86.112 86.345 87.179
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.502 91.759 88.116
R3 90.502 89.759 87.566
R2 88.502 88.502 87.383
R1 87.759 87.759 87.199 88.131
PP 86.502 86.502 86.502 86.688
S1 85.759 85.759 86.833 86.131
S2 84.502 84.502 86.649
S3 82.502 83.759 86.466
S4 80.502 81.759 85.916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.540 85.245 2.295 2.6% 0.657 0.8% 94% True False 40,793
10 87.540 84.795 2.745 3.1% 0.554 0.6% 95% True False 33,813
20 87.540 84.525 3.015 3.4% 0.643 0.7% 96% True False 39,371
40 87.540 84.005 3.535 4.0% 0.588 0.7% 96% True False 37,748
60 87.540 81.500 6.040 6.9% 0.498 0.6% 98% True False 25,878
80 87.540 80.250 7.290 8.3% 0.426 0.5% 98% True False 19,467
100 87.540 79.885 7.655 8.8% 0.382 0.4% 98% True False 15,591
120 87.540 79.885 7.655 8.8% 0.344 0.4% 98% True False 13,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.105
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.304
2.618 88.626
1.618 88.211
1.000 87.955
0.618 87.796
HIGH 87.540
0.618 87.381
0.500 87.333
0.382 87.284
LOW 87.125
0.618 86.869
1.000 86.710
1.618 86.454
2.618 86.039
4.250 85.361
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 87.382 87.207
PP 87.357 87.007
S1 87.333 86.808

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

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