ICE US Dollar Index Future March 2015


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 88.210 88.900 0.690 0.8% 88.700
High 88.955 89.300 0.345 0.4% 88.800
Low 88.210 88.870 0.660 0.7% 87.760
Close 88.931 89.245 0.314 0.4% 88.601
Range 0.745 0.430 -0.315 -42.3% 1.040
ATR 0.623 0.609 -0.014 -2.2% 0.000
Volume 8,640 8,160 -480 -5.6% 3,989
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 90.428 90.267 89.482
R3 89.998 89.837 89.363
R2 89.568 89.568 89.324
R1 89.407 89.407 89.284 89.488
PP 89.138 89.138 89.138 89.179
S1 88.977 88.977 89.206 89.058
S2 88.708 88.708 89.166
S3 88.278 88.547 89.127
S4 87.848 88.117 89.009
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 89.300 87.760 1.540 1.7% 0.565 0.6% 96% True False 4,655
10 89.300 87.595 1.705 1.9% 0.566 0.6% 97% True False 2,729
20 89.300 87.255 2.045 2.3% 0.613 0.7% 97% True False 1,806
40 89.300 84.765 4.535 5.1% 0.598 0.7% 99% True False 1,132
60 89.300 84.185 5.115 5.7% 0.558 0.6% 99% True False 809
80 89.300 81.689 7.611 8.5% 0.484 0.5% 99% True False 623
100 89.300 80.644 8.656 9.7% 0.403 0.5% 99% True False 500
120 89.300 80.058 9.242 10.4% 0.338 0.4% 99% True False 417
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.123
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 91.128
2.618 90.426
1.618 89.996
1.000 89.730
0.618 89.566
HIGH 89.300
0.618 89.136
0.500 89.085
0.382 89.034
LOW 88.870
0.618 88.604
1.000 88.440
1.618 88.174
2.618 87.744
4.250 87.043
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 89.192 89.050
PP 89.138 88.855
S1 89.085 88.660

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

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