ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 87.780 87.720 -0.060 -0.1% 87.650
High 88.010 88.480 0.470 0.5% 88.480
Low 87.540 87.505 -0.035 0.0% 87.230
Close 87.667 88.405 0.738 0.8% 88.405
Range 0.470 0.975 0.505 107.4% 1.250
ATR 0.617 0.642 0.026 4.2% 0.000
Volume 38,420 55,316 16,896 44.0% 194,609
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.055 90.705 88.941
R3 90.080 89.730 88.673
R2 89.105 89.105 88.584
R1 88.755 88.755 88.494 88.930
PP 88.130 88.130 88.130 88.218
S1 87.780 87.780 88.316 87.955
S2 87.155 87.155 88.226
S3 86.180 86.805 88.137
S4 85.205 85.830 87.869
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.788 91.347 89.093
R3 90.538 90.097 88.749
R2 89.288 89.288 88.634
R1 88.847 88.847 88.520 89.068
PP 88.038 88.038 88.038 88.149
S1 87.597 87.597 88.290 87.818
S2 86.788 86.788 88.176
S3 85.538 86.347 88.061
S4 84.288 85.097 87.718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.480 87.230 1.250 1.4% 0.632 0.7% 94% True False 38,921
10 88.480 87.210 1.270 1.4% 0.629 0.7% 94% True False 36,776
20 88.480 85.245 3.235 3.7% 0.639 0.7% 98% True False 39,098
40 88.480 84.525 3.955 4.5% 0.656 0.7% 98% True False 39,788
60 88.480 82.555 5.925 6.7% 0.592 0.7% 99% True False 35,027
80 88.480 81.355 7.125 8.1% 0.509 0.6% 99% True False 26,384
100 88.480 80.110 8.370 9.5% 0.442 0.5% 99% True False 21,138
120 88.480 79.885 8.595 9.7% 0.404 0.5% 99% True False 17,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.230
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 92.624
2.618 91.033
1.618 90.058
1.000 89.455
0.618 89.083
HIGH 88.480
0.618 88.108
0.500 87.993
0.382 87.877
LOW 87.505
0.618 86.902
1.000 86.530
1.618 85.927
2.618 84.952
4.250 83.361
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 88.268 88.244
PP 88.130 88.083
S1 87.993 87.923

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

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