ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 87.970 88.590 0.620 0.7% 89.435
High 88.795 88.640 -0.155 -0.2% 89.565
Low 87.935 88.120 0.185 0.2% 87.935
Close 88.682 88.345 -0.337 -0.4% 88.345
Range 0.860 0.520 -0.340 -39.5% 1.630
ATR 0.702 0.692 -0.010 -1.4% 0.000
Volume 45,949 13,160 -32,789 -71.4% 225,364
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 89.928 89.657 88.631
R3 89.408 89.137 88.488
R2 88.888 88.888 88.440
R1 88.617 88.617 88.393 88.493
PP 88.368 88.368 88.368 88.306
S1 88.097 88.097 88.297 87.973
S2 87.848 87.848 88.250
S3 87.328 87.577 88.202
S4 86.808 87.057 88.059
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 93.505 92.555 89.242
R3 91.875 90.925 88.793
R2 90.245 90.245 88.644
R1 89.295 89.295 88.494 88.955
PP 88.615 88.615 88.615 88.445
S1 87.665 87.665 88.196 87.325
S2 86.985 86.985 88.046
S3 85.355 86.035 87.897
S4 83.725 84.405 87.449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.565 87.935 1.630 1.8% 0.757 0.9% 25% False False 45,072
10 89.565 87.805 1.760 2.0% 0.747 0.8% 31% False False 45,008
20 89.565 87.230 2.335 2.6% 0.672 0.8% 48% False False 40,674
40 89.565 84.795 4.770 5.4% 0.627 0.7% 74% False False 37,563
60 89.565 84.335 5.230 5.9% 0.642 0.7% 77% False False 38,837
80 89.565 82.230 7.335 8.3% 0.581 0.7% 83% False False 33,378
100 89.565 80.920 8.645 9.8% 0.513 0.6% 86% False False 26,762
120 89.565 79.885 9.680 11.0% 0.458 0.5% 87% False False 22,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.088
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 90.850
2.618 90.001
1.618 89.481
1.000 89.160
0.618 88.961
HIGH 88.640
0.618 88.441
0.500 88.380
0.382 88.319
LOW 88.120
0.618 87.799
1.000 87.600
1.618 87.279
2.618 86.759
4.250 85.910
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 88.380 88.378
PP 88.368 88.367
S1 88.357 88.356

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

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