ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 88.355 88.565 0.210 0.2% 88.700
High 88.640 88.705 0.065 0.1% 88.800
Low 88.195 88.020 -0.175 -0.2% 87.760
Close 88.601 88.190 -0.411 -0.5% 88.601
Range 0.445 0.685 0.240 53.9% 1.040
ATR 0.606 0.612 0.006 0.9% 0.000
Volume 783 4,690 3,907 499.0% 3,989
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 90.360 89.960 88.567
R3 89.675 89.275 88.378
R2 88.990 88.990 88.316
R1 88.590 88.590 88.253 88.448
PP 88.305 88.305 88.305 88.234
S1 87.905 87.905 88.127 87.763
S2 87.620 87.620 88.064
S3 86.935 87.220 88.002
S4 86.250 86.535 87.813
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.507 91.094 89.173
R3 90.467 90.054 88.887
R2 89.427 89.427 88.792
R1 89.014 89.014 88.696 88.701
PP 88.387 88.387 88.387 88.230
S1 87.974 87.974 88.506 87.661
S2 87.347 87.347 88.410
S3 86.307 86.934 88.315
S4 85.267 85.894 88.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.800 87.760 1.040 1.2% 0.525 0.6% 41% False False 1,735
10 88.800 87.425 1.375 1.6% 0.568 0.6% 56% False False 1,241
20 88.800 87.175 1.625 1.8% 0.591 0.7% 62% False False 1,075
40 88.800 84.765 4.035 4.6% 0.607 0.7% 85% False False 730
60 88.800 84.130 4.670 5.3% 0.552 0.6% 87% False False 542
80 88.800 81.620 7.180 8.1% 0.470 0.5% 92% False False 413
100 88.800 80.470 8.330 9.4% 0.391 0.4% 93% False False 332
120 88.800 80.058 8.742 9.9% 0.330 0.4% 93% False False 277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.163
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.616
2.618 90.498
1.618 89.813
1.000 89.390
0.618 89.128
HIGH 88.705
0.618 88.443
0.500 88.363
0.382 88.282
LOW 88.020
0.618 87.597
1.000 87.335
1.618 86.912
2.618 86.227
4.250 85.109
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 88.363 88.233
PP 88.305 88.218
S1 88.248 88.204

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

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