ICE US Dollar Index Future March 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 88.825 88.465 -0.360 -0.4% 89.620
High 88.905 88.870 -0.035 0.0% 89.785
Low 88.350 88.365 0.015 0.0% 88.195
Close 88.595 88.682 0.087 0.1% 88.595
Range 0.555 0.505 -0.050 -9.0% 1.590
ATR 0.685 0.672 -0.013 -1.9% 0.000
Volume 42,834 37,802 -5,032 -11.7% 182,871
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 90.154 89.923 88.960
R3 89.649 89.418 88.821
R2 89.144 89.144 88.775
R1 88.913 88.913 88.728 89.029
PP 88.639 88.639 88.639 88.697
S1 88.408 88.408 88.636 88.524
S2 88.134 88.134 88.589
S3 87.629 87.903 88.543
S4 87.124 87.398 88.404
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 93.628 92.702 89.470
R3 92.038 91.112 89.032
R2 90.448 90.448 88.887
R1 89.522 89.522 88.741 89.190
PP 88.858 88.858 88.858 88.693
S1 87.932 87.932 88.449 87.600
S2 87.268 87.268 88.304
S3 85.678 86.342 88.158
S4 84.088 84.752 87.721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.530 88.195 1.335 1.5% 0.737 0.8% 36% False False 40,966
10 89.785 88.195 1.590 1.8% 0.732 0.8% 31% False False 25,323
20 89.785 87.425 2.360 2.7% 0.650 0.7% 53% False False 13,282
40 89.785 84.985 4.800 5.4% 0.606 0.7% 77% False False 6,938
60 89.785 84.620 5.165 5.8% 0.610 0.7% 79% False False 4,741
80 89.785 82.380 7.405 8.4% 0.549 0.6% 85% False False 3,577
100 89.785 81.230 8.555 9.6% 0.462 0.5% 87% False False 2,864
120 89.785 80.058 9.727 11.0% 0.389 0.4% 89% False False 2,387
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.080
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 91.016
2.618 90.192
1.618 89.687
1.000 89.375
0.618 89.182
HIGH 88.870
0.618 88.677
0.500 88.618
0.382 88.558
LOW 88.365
0.618 88.053
1.000 87.860
1.618 87.548
2.618 87.043
4.250 86.219
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 88.661 88.662
PP 88.639 88.642
S1 88.618 88.623

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

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