ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	88.695	88.380	-0.315	-0.4%	87.965
High	88.700	88.465	-0.235	-0.3%	88.800
Low	88.310	88.000	-0.310	-0.4%	87.500
Close	88.345	88.033	-0.312	-0.4%	88.781
Range	0.390	0.465	0.075	19.2%	1.300
ATR	0.433	0.436	0.002	0.5%	0.000
Volume	24	29	5	20.8%	169

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	89.561	89.262	88.289
R3	89.096	88.797	88.161
R2	88.631	88.631	88.118
R1	88.332	88.332	88.076	88.249
PP	88.166	88.166	88.166	88.125
S1	87.867	87.867	87.990	87.784
S2	87.701	87.701	87.948
S3	87.236	87.402	87.905
S4	86.771	86.937	87.777

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	92.260	91.821	89.496
R3	90.960	90.521	89.139
R2	89.660	89.660	89.019
R1	89.221	89.221	88.900	89.441
PP	88.360	88.360	88.360	88.470
S1	87.921	87.921	88.662	88.141
S2	87.060	87.060	88.543
S3	85.760	86.621	88.424
S4	84.460	85.321	88.066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.845	87.965	0.880	1.0%	0.426	0.5%	8%	False	False	22
10	88.845	87.500	1.345	1.5%	0.426	0.5%	40%	False	False	32
20	88.845	86.430	2.415	2.7%	0.431	0.5%	66%	False	False	33
40	88.845	84.895	3.950	4.5%	0.403	0.5%	79%	False	False	21
60	88.845	83.740	5.105	5.8%	0.314	0.4%	84%	False	False	19
80	88.845	81.780	7.065	8.0%	0.260	0.3%	89%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.079
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.441
2.618	89.682
1.618	89.217
1.000	88.930
0.618	88.752
HIGH	88.465
0.618	88.287
0.500	88.233
0.382	88.178
LOW	88.000
0.618	87.713
1.000	87.535
1.618	87.248
2.618	86.783
4.250	86.024

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	88.233	88.423
PP	88.166	88.293
S1	88.100	88.163

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