ICE US Dollar Index Future March 2015


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 89.230 88.860 -0.370 -0.4% 88.565
High 89.435 89.700 0.265 0.3% 89.700
Low 88.440 88.860 0.420 0.5% 88.020
Close 88.953 89.575 0.622 0.7% 89.575
Range 0.995 0.840 -0.155 -15.6% 1.680
ATR 0.636 0.651 0.015 2.3% 0.000
Volume 10,628 5,129 -5,499 -51.7% 37,247
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 91.898 91.577 90.037
R3 91.058 90.737 89.806
R2 90.218 90.218 89.729
R1 89.897 89.897 89.652 90.058
PP 89.378 89.378 89.378 89.459
S1 89.057 89.057 89.498 89.218
S2 88.538 88.538 89.421
S3 87.698 88.217 89.344
S4 86.858 87.377 89.113
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 94.138 93.537 90.499
R3 92.458 91.857 90.037
R2 90.778 90.778 89.883
R1 90.177 90.177 89.729 90.478
PP 89.098 89.098 89.098 89.249
S1 88.497 88.497 89.421 88.798
S2 87.418 87.418 89.267
S3 85.738 86.817 89.113
S4 84.058 85.137 88.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.700 88.020 1.680 1.9% 0.739 0.8% 93% True False 7,449
10 89.700 87.700 2.000 2.2% 0.660 0.7% 94% True False 4,179
20 89.700 87.425 2.275 2.5% 0.621 0.7% 95% True False 2,495
40 89.700 84.765 4.935 5.5% 0.609 0.7% 97% True False 1,512
60 89.700 84.185 5.515 6.2% 0.580 0.6% 98% True False 1,071
80 89.700 81.689 8.011 8.9% 0.505 0.6% 98% True False 820
100 89.700 80.705 8.995 10.0% 0.421 0.5% 99% True False 657
120 89.700 80.058 9.642 10.8% 0.354 0.4% 99% True False 548
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 0.114
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.270
2.618 91.899
1.618 91.059
1.000 90.540
0.618 90.219
HIGH 89.700
0.618 89.379
0.500 89.280
0.382 89.181
LOW 88.860
0.618 88.341
1.000 88.020
1.618 87.501
2.618 86.661
4.250 85.290
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 89.477 89.407
PP 89.378 89.238
S1 89.280 89.070

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

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