ICE US Dollar Index Future June 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 88.410 89.565 1.155 1.3% 89.780
High 89.615 89.895 0.280 0.3% 89.995
Low 88.410 89.455 1.045 1.2% 88.540
Close 89.569 89.747 0.178 0.2% 88.870
Range 1.205 0.440 -0.765 -63.5% 1.455
ATR 0.643 0.628 -0.014 -2.3% 0.000
Volume 327 277 -50 -15.3% 940
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 91.019 90.823 89.989
R3 90.579 90.383 89.868
R2 90.139 90.139 89.828
R1 89.943 89.943 89.787 90.041
PP 89.699 89.699 89.699 89.748
S1 89.503 89.503 89.707 89.601
S2 89.259 89.259 89.666
S3 88.819 89.063 89.626
S4 88.379 88.623 89.505
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 93.500 92.640 89.670
R3 92.045 91.185 89.270
R2 90.590 90.590 89.137
R1 89.730 89.730 89.003 89.433
PP 89.135 89.135 89.135 88.986
S1 88.275 88.275 88.737 87.978
S2 87.680 87.680 88.603
S3 86.225 86.820 88.470
S4 84.770 85.365 88.070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.895 88.115 1.780 2.0% 0.703 0.8% 92% True False 180
10 89.995 88.115 1.880 2.1% 0.718 0.8% 87% False False 192
20 89.995 87.965 2.030 2.3% 0.617 0.7% 88% False False 119
40 89.995 85.565 4.430 4.9% 0.501 0.6% 94% False False 74
60 89.995 84.895 5.100 5.7% 0.455 0.5% 95% False False 54
80 89.995 82.625 7.370 8.2% 0.374 0.4% 97% False False 44
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 0.079
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 91.765
2.618 91.047
1.618 90.607
1.000 90.335
0.618 90.167
HIGH 89.895
0.618 89.727
0.500 89.675
0.382 89.623
LOW 89.455
0.618 89.183
1.000 89.015
1.618 88.743
2.618 88.303
4.250 87.585
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 89.723 89.500
PP 89.699 89.252
S1 89.675 89.005

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

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