ICE US Dollar Index Future March 2015

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	89.470	88.945	-0.525	-0.6%	88.565
High	89.530	89.070	-0.460	-0.5%	89.700
Low	88.395	88.435	0.040	0.0%	88.020
Close	88.940	88.537	-0.403	-0.5%	89.575
Range	1.135	0.635	-0.500	-44.1%	1.680
ATR	0.684	0.680	-0.003	-0.5%	0.000
Volume	23,859	28,314	4,455	18.7%	37,247

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.586	90.196	88.886
R3	89.951	89.561	88.712
R2	89.316	89.316	88.653
R1	88.926	88.926	88.595	88.804
PP	88.681	88.681	88.681	88.619
S1	88.291	88.291	88.479	88.169
S2	88.046	88.046	88.421
S3	87.411	87.656	88.362
S4	86.776	87.021	88.188

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	89.785	88.395	1.390	1.6%	0.846	1.0%	10%	False	False	16,754
10	89.785	87.760	2.025	2.3%	0.706	0.8%	38%	False	False	10,704
20	89.785	87.425	2.360	2.7%	0.636	0.7%	47%	False	False	5,721
40	89.785	84.765	5.020	5.7%	0.625	0.7%	75%	False	False	3,183
60	89.785	84.295	5.490	6.2%	0.606	0.7%	77%	False	False	2,202
80	89.785	81.915	7.870	8.9%	0.534	0.6%	84%	False	False	1,670
100	89.785	80.940	8.845	10.0%	0.443	0.5%	86%	False	False	1,337
120	89.785	80.058	9.727	11.0%	0.373	0.4%	87%	False	False	1,115

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.106
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.769
2.618	90.732
1.618	90.097
1.000	89.705
0.618	89.462
HIGH	89.070
0.618	88.827
0.500	88.753
0.382	88.678
LOW	88.435
0.618	88.043
1.000	87.800
1.618	87.408
2.618	86.773
4.250	85.736

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	88.753	89.090
PP	88.681	88.906
S1	88.609	88.721

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