ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 87.765 87.900 0.135 0.2% 87.130
High 87.980 87.960 -0.020 0.0% 88.315
Low 87.470 87.700 0.230 0.3% 86.975
Close 87.906 87.752 -0.154 -0.2% 87.726
Range 0.510 0.260 -0.250 -49.0% 1.340
ATR 0.647 0.620 -0.028 -4.3% 0.000
Volume 32,512 24,048 -8,464 -26.0% 228,071
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 88.584 88.428 87.895
R3 88.324 88.168 87.824
R2 88.064 88.064 87.800
R1 87.908 87.908 87.776 87.856
PP 87.804 87.804 87.804 87.778
S1 87.648 87.648 87.728 87.596
S2 87.544 87.544 87.704
S3 87.284 87.388 87.681
S4 87.024 87.128 87.609
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% 0.597 0.7% 49% False False 36,789
10 88.315 86.230 2.085 2.4% 0.654 0.7% 73% False False 41,155
20 88.315 84.795 3.520 4.0% 0.581 0.7% 84% False False 34,453
40 88.315 84.335 3.980 4.5% 0.626 0.7% 86% False False 37,919
60 88.315 82.230 6.085 6.9% 0.551 0.6% 91% False False 30,946
80 88.315 80.920 7.395 8.4% 0.474 0.5% 92% False False 23,285
100 88.315 79.885 8.430 9.6% 0.416 0.5% 93% False False 18,653
120 88.315 79.885 8.430 9.6% 0.379 0.4% 93% False False 15,558
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.149
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 89.065
2.618 88.641
1.618 88.381
1.000 88.220
0.618 88.121
HIGH 87.960
0.618 87.861
0.500 87.830
0.382 87.799
LOW 87.700
0.618 87.539
1.000 87.440
1.618 87.279
2.618 87.019
4.250 86.595
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 87.830 87.793
PP 87.804 87.779
S1 87.778 87.766

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

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