ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 88.970 88.665 -0.305 -0.3% 88.370
High 89.200 89.495 0.295 0.3% 89.495
Low 88.230 88.650 0.420 0.5% 87.805
Close 88.735 89.360 0.625 0.7% 89.360
Range 0.970 0.845 -0.125 -12.9% 1.690
ATR 0.649 0.663 0.014 2.2% 0.000
Volume 67,520 42,735 -24,785 -36.7% 224,721
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 91.703 91.377 89.825
R3 90.858 90.532 89.592
R2 90.013 90.013 89.515
R1 89.687 89.687 89.437 89.850
PP 89.168 89.168 89.168 89.250
S1 88.842 88.842 89.283 89.005
S2 88.323 88.323 89.205
S3 87.478 87.997 89.128
S4 86.633 87.152 88.895
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 93.957 93.348 90.290
R3 92.267 91.658 89.825
R2 90.577 90.577 89.670
R1 89.968 89.968 89.515 90.273
PP 88.887 88.887 88.887 89.039
S1 88.278 88.278 89.205 88.583
S2 87.197 87.197 89.050
S3 85.507 86.588 88.895
S4 83.817 84.898 88.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.495 87.805 1.690 1.9% 0.736 0.8% 92% True False 44,944
10 89.495 87.505 1.990 2.2% 0.656 0.7% 93% True False 39,438
20 89.495 87.210 2.285 2.6% 0.632 0.7% 94% True False 38,603
40 89.495 84.525 4.970 5.6% 0.638 0.7% 97% True False 38,327
60 89.495 84.005 5.490 6.1% 0.620 0.7% 98% True False 38,358
80 89.495 81.500 7.995 8.9% 0.552 0.6% 98% True False 30,583
100 89.495 80.615 8.880 9.9% 0.483 0.5% 98% True False 24,517
120 89.495 79.885 9.610 10.8% 0.435 0.5% 99% True False 20,448
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 0.124
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.086
2.618 91.707
1.618 90.862
1.000 90.340
0.618 90.017
HIGH 89.495
0.618 89.172
0.500 89.073
0.382 88.973
LOW 88.650
0.618 88.128
1.000 87.805
1.618 87.283
2.618 86.438
4.250 85.059
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 89.264 89.194
PP 89.168 89.028
S1 89.073 88.863

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

View Archives - Comment on this page... - Back to Index of Symbols