ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	95.505	96.495	0.990	1.0%	95.835
High	96.400	96.495	0.095	0.1%	96.495
Low	95.470	96.250	0.780	0.8%	95.470
Close	96.586	96.541	-0.045	0.0%	96.541
Range	0.930	0.245	-0.685	-73.7%	1.025
ATR	0.513	0.501	-0.013	-2.5%	0.000
Volume	62	15	-47	-75.8%	93

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.164	97.097	96.676
R3	96.919	96.852	96.608
R2	96.674	96.674	96.586
R1	96.607	96.607	96.563	96.641
PP	96.429	96.429	96.429	96.445
S1	96.362	96.362	96.519	96.396
S2	96.184	96.184	96.496
S3	95.939	96.117	96.474
S4	95.694	95.872	96.406

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.244	98.917	97.105
R3	98.219	97.892	96.823
R2	97.194	97.194	96.729
R1	96.867	96.867	96.635	97.031
PP	96.169	96.169	96.169	96.250
S1	95.842	95.842	96.447	96.006
S2	95.144	95.144	96.353
S3	94.119	94.817	96.259
S4	93.094	93.792	95.977

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.495	95.470	1.025	1.1%	0.358	0.4%	104%	True	False	18
10	96.495	95.440	1.055	1.1%	0.276	0.3%	104%	True	False	14
20	96.970	95.235	1.735	1.8%	0.376	0.4%	75%	False	False	15

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	True
Stretch	-0.049
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.536
2.618	97.136
1.618	96.891
1.000	96.740
0.618	96.646
HIGH	96.495
0.618	96.401
0.500	96.373
0.382	96.344
LOW	96.250
0.618	96.099
1.000	96.005
1.618	95.854
2.618	95.609
4.250	95.209

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	96.485	96.355
PP	96.429	96.169
S1	96.373	95.983

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