ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 87.830 87.765 -0.065 -0.1% 87.130
High 88.155 87.980 -0.175 -0.2% 88.315
Low 87.430 87.470 0.040 0.0% 86.975
Close 87.719 87.906 0.187 0.2% 87.726
Range 0.725 0.510 -0.215 -29.7% 1.340
ATR 0.658 0.647 -0.011 -1.6% 0.000
Volume 26,759 32,512 5,753 21.5% 228,071
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 89.315 89.121 88.187
R3 88.805 88.611 88.046
R2 88.295 88.295 88.000
R1 88.101 88.101 87.953 88.198
PP 87.785 87.785 87.785 87.834
S1 87.591 87.591 87.859 87.688
S2 87.275 87.275 87.813
S3 86.765 87.081 87.766
S4 86.255 86.571 87.626
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.692 91.049 88.463
R3 90.352 89.709 88.095
R2 89.012 89.012 87.972
R1 88.369 88.369 87.849 88.691
PP 87.672 87.672 87.672 87.833
S1 87.029 87.029 87.603 87.351
S2 86.332 86.332 87.480
S3 84.992 85.689 87.358
S4 83.652 84.349 86.989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.315 87.210 1.105 1.3% 0.753 0.9% 63% False False 42,991
10 88.315 86.075 2.240 2.5% 0.679 0.8% 82% False False 42,272
20 88.315 84.795 3.520 4.0% 0.603 0.7% 88% False False 36,244
40 88.315 84.335 3.980 4.5% 0.634 0.7% 90% False False 38,125
60 88.315 82.035 6.280 7.1% 0.553 0.6% 93% False False 30,557
80 88.315 80.905 7.410 8.4% 0.472 0.5% 94% False False 22,988
100 88.315 79.885 8.430 9.6% 0.415 0.5% 95% False False 18,413
120 88.315 79.885 8.430 9.6% 0.378 0.4% 95% False False 15,357
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.145
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.148
2.618 89.315
1.618 88.805
1.000 88.490
0.618 88.295
HIGH 87.980
0.618 87.785
0.500 87.725
0.382 87.665
LOW 87.470
0.618 87.155
1.000 86.960
1.618 86.645
2.618 86.135
4.250 85.303
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 87.846 87.832
PP 87.785 87.757
S1 87.725 87.683

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

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