ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 87.365 87.105 -0.260 -0.3% 85.800
High 87.385 87.720 0.335 0.4% 87.245
Low 86.975 87.050 0.075 0.1% 85.245
Close 87.092 87.567 0.475 0.5% 87.016
Range 0.410 0.670 0.260 63.4% 2.000
ATR 0.603 0.607 0.005 0.8% 0.000
Volume 32,505 35,204 2,699 8.3% 186,137
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 89.456 89.181 87.936
R3 88.786 88.511 87.751
R2 88.116 88.116 87.690
R1 87.841 87.841 87.628 87.979
PP 87.446 87.446 87.446 87.514
S1 87.171 87.171 87.506 87.309
S2 86.776 86.776 87.444
S3 86.106 86.501 87.383
S4 85.436 85.831 87.199
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 87.720 86.075 1.645 1.9% 0.604 0.7% 91% True False 41,552
10 87.720 85.245 2.475 2.8% 0.539 0.6% 94% True False 33,918
20 87.720 84.525 3.195 3.6% 0.631 0.7% 95% True False 38,071
40 87.720 84.005 3.715 4.2% 0.594 0.7% 96% True False 38,078
60 87.720 81.500 6.220 7.1% 0.513 0.6% 98% True False 26,998
80 87.720 80.540 7.180 8.2% 0.435 0.5% 98% True False 20,310
100 87.720 79.885 7.835 8.9% 0.389 0.4% 98% True False 16,267
120 87.720 79.885 7.835 8.9% 0.352 0.4% 98% True False 13,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.065
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.568
2.618 89.474
1.618 88.804
1.000 88.390
0.618 88.134
HIGH 87.720
0.618 87.464
0.500 87.385
0.382 87.306
LOW 87.050
0.618 86.636
1.000 86.380
1.618 85.966
2.618 85.296
4.250 84.203
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 87.506 87.494
PP 87.446 87.421
S1 87.385 87.348

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

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