ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	89.210	88.685	-0.525	-0.6%	88.370
High	89.280	88.820	-0.460	-0.5%	89.495
Low	88.155	88.195	0.040	0.0%	87.805
Close	88.692	88.287	-0.405	-0.5%	89.360
Range	1.125	0.625	-0.500	-44.4%	1.690
ATR	0.695	0.690	-0.005	-0.7%	0.000
Volume	64,118	57,047	-7,071	-11.0%	224,721

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.309	89.923	88.631
R3	89.684	89.298	88.459
R2	89.059	89.059	88.402
R1	88.673	88.673	88.344	88.554
PP	88.434	88.434	88.434	88.374
S1	88.048	88.048	88.230	87.929
S2	87.809	87.809	88.172
S3	87.184	87.423	88.115
S4	86.559	86.798	87.943

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	89.565	88.155	1.410	1.6%	0.844	1.0%	9%	False	False	55,302
10	89.565	87.560	2.005	2.3%	0.709	0.8%	36%	False	False	44,536
20	89.565	87.230	2.335	2.6%	0.642	0.7%	45%	False	False	40,546
40	89.565	84.525	5.040	5.7%	0.650	0.7%	75%	False	False	40,492
60	89.565	84.075	5.490	6.2%	0.641	0.7%	77%	False	False	39,500
80	89.565	81.755	7.810	8.8%	0.573	0.6%	84%	False	False	32,649
100	89.565	80.710	8.855	10.0%	0.503	0.6%	86%	False	False	26,175
120	89.565	79.885	9.680	11.0%	0.450	0.5%	87%	False	False	21,831

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.111
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	91.476
2.618	90.456
1.618	89.831
1.000	89.445
0.618	89.206
HIGH	88.820
0.618	88.581
0.500	88.508
0.382	88.434
LOW	88.195
0.618	87.809
1.000	87.570
1.618	87.184
2.618	86.559
4.250	85.539

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	88.508	88.860
PP	88.434	88.669
S1	88.361	88.478

Download as Excel Spreadsheet

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

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