ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 88.025 88.675 0.650 0.7% 88.445
High 88.730 89.060 0.330 0.4% 88.515
Low 87.995 88.630 0.635 0.7% 87.560
Close 88.703 88.993 0.290 0.3% 88.413
Range 0.735 0.430 -0.305 -41.5% 0.955
ATR 0.639 0.624 -0.015 -2.3% 0.000
Volume 36,441 34,681 -1,760 -4.8% 114,348
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 90.184 90.019 89.230
R3 89.754 89.589 89.111
R2 89.324 89.324 89.072
R1 89.159 89.159 89.032 89.242
PP 88.894 88.894 88.894 88.936
S1 88.729 88.729 88.954 88.812
S2 88.464 88.464 88.914
S3 88.034 88.299 88.875
S4 87.604 87.869 88.757
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 89.060 87.560 1.500 1.7% 0.574 0.6% 96% True False 33,770
10 89.060 87.365 1.695 1.9% 0.570 0.6% 96% True False 36,852
20 89.060 87.050 2.010 2.3% 0.627 0.7% 97% True False 37,603
40 89.060 84.525 4.535 5.1% 0.630 0.7% 99% True False 38,232
60 89.060 84.005 5.055 5.7% 0.600 0.7% 99% True False 37,891
80 89.060 81.500 7.560 8.5% 0.535 0.6% 99% True False 29,210
100 89.060 80.280 8.780 9.9% 0.469 0.5% 99% True False 23,417
120 89.060 79.885 9.175 10.3% 0.425 0.5% 99% True False 19,530
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.133
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.888
2.618 90.186
1.618 89.756
1.000 89.490
0.618 89.326
HIGH 89.060
0.618 88.896
0.500 88.845
0.382 88.794
LOW 88.630
0.618 88.364
1.000 88.200
1.618 87.934
2.618 87.504
4.250 86.803
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 88.944 88.806
PP 88.894 88.619
S1 88.845 88.433

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

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