ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 87.950 87.650 -0.300 -0.3% 87.630
High 88.365 88.055 -0.310 -0.4% 88.365
Low 87.455 87.230 -0.225 -0.3% 87.210
Close 87.593 88.010 0.417 0.5% 87.593
Range 0.910 0.825 -0.085 -9.3% 1.155
ATR 0.641 0.654 0.013 2.1% 0.000
Volume 54,439 28,651 -25,788 -47.4% 173,153
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 90.240 89.950 88.464
R3 89.415 89.125 88.237
R2 88.590 88.590 88.161
R1 88.300 88.300 88.086 88.445
PP 87.765 87.765 87.765 87.838
S1 87.475 87.475 87.934 87.620
S2 86.940 86.940 87.859
S3 86.115 86.650 87.783
S4 85.290 85.825 87.556
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.188 90.545 88.228
R3 90.033 89.390 87.911
R2 88.878 88.878 87.805
R1 88.235 88.235 87.699 87.979
PP 87.723 87.723 87.723 87.595
S1 87.080 87.080 87.487 86.824
S2 86.568 86.568 87.381
S3 85.413 85.925 87.275
S4 84.258 84.770 86.958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.365 87.230 1.135 1.3% 0.646 0.7% 69% False True 33,281
10 88.365 86.975 1.390 1.6% 0.684 0.8% 74% False False 38,980
20 88.365 84.795 3.570 4.1% 0.619 0.7% 90% False False 36,396
40 88.365 84.460 3.905 4.4% 0.647 0.7% 91% False False 38,614
60 88.365 82.450 5.915 6.7% 0.570 0.6% 94% False False 32,318
80 88.365 81.175 7.190 8.2% 0.490 0.6% 95% False False 24,322
100 88.365 79.885 8.480 9.6% 0.430 0.5% 96% False False 19,482
120 88.365 79.885 8.480 9.6% 0.391 0.4% 96% False False 16,250
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 0.229
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.561
2.618 90.215
1.618 89.390
1.000 88.880
0.618 88.565
HIGH 88.055
0.618 87.740
0.500 87.643
0.382 87.545
LOW 87.230
0.618 86.720
1.000 86.405
1.618 85.895
2.618 85.070
4.250 83.724
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 87.888 87.939
PP 87.765 87.868
S1 87.643 87.798

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

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