ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 87.925 88.135 0.210 0.2% 88.445
High 88.105 88.455 0.350 0.4% 88.515
Low 87.560 87.995 0.435 0.5% 87.560
Close 87.649 88.413 0.764 0.9% 88.413
Range 0.545 0.460 -0.085 -15.6% 0.955
ATR 0.611 0.625 0.014 2.3% 0.000
Volume 27,565 26,820 -745 -2.7% 114,348
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 89.668 89.500 88.666
R3 89.208 89.040 88.540
R2 88.748 88.748 88.497
R1 88.580 88.580 88.455 88.664
PP 88.288 88.288 88.288 88.330
S1 88.120 88.120 88.371 88.204
S2 87.828 87.828 88.329
S3 87.368 87.660 88.287
S4 86.908 87.200 88.160
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.028 90.675 88.938
R3 90.073 89.720 88.676
R2 89.118 89.118 88.588
R1 88.765 88.765 88.501 88.464
PP 88.163 88.163 88.163 88.012
S1 87.810 87.810 88.325 87.509
S2 87.208 87.208 88.238
S3 86.253 86.855 88.150
S4 85.298 85.900 87.888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.515 87.505 1.010 1.1% 0.576 0.7% 90% False False 33,932
10 88.515 87.230 1.285 1.5% 0.598 0.7% 92% False False 36,339
20 88.515 86.230 2.285 2.6% 0.626 0.7% 96% False False 38,747
40 88.515 84.525 3.990 4.5% 0.655 0.7% 97% False False 38,913
60 88.515 83.705 4.810 5.4% 0.593 0.7% 98% False False 36,751
80 88.515 81.445 7.070 8.0% 0.519 0.6% 99% False False 27,798
100 88.515 80.110 8.405 9.5% 0.456 0.5% 99% False False 22,281
120 88.515 79.885 8.630 9.8% 0.414 0.5% 99% False False 18,578
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 0.196
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.410
2.618 89.659
1.618 89.199
1.000 88.915
0.618 88.739
HIGH 88.455
0.618 88.279
0.500 88.225
0.382 88.171
LOW 87.995
0.618 87.711
1.000 87.535
1.618 87.251
2.618 86.791
4.250 86.040
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 88.350 88.278
PP 88.288 88.143
S1 88.225 88.008

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

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