ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	96.970	97.035	0.065	0.1%	98.375
High	97.400	97.690	0.290	0.3%	98.620
Low	96.895	96.915	0.020	0.0%	97.115
Close	97.186	97.402	0.216	0.2%	97.664
Range	0.505	0.775	0.270	53.5%	1.505
ATR	0.785	0.785	-0.001	-0.1%	0.000
Volume	925	422	-503	-54.4%	2,928

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.661	99.306	97.828
R3	98.886	98.531	97.615
R2	98.111	98.111	97.544
R1	97.756	97.756	97.473	97.934
PP	97.336	97.336	97.336	97.424
S1	96.981	96.981	97.331	97.159
S2	96.561	96.561	97.260
S3	95.786	96.206	97.189
S4	95.011	95.431	96.976

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.315	101.494	98.492
R3	100.810	99.989	98.078
R2	99.305	99.305	97.940
R1	98.484	98.484	97.802	98.142
PP	97.800	97.800	97.800	97.629
S1	96.979	96.979	97.526	96.637
S2	96.295	96.295	97.388
S3	94.790	95.474	97.250
S4	93.285	93.969	96.836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.035	96.710	1.325	1.4%	0.713	0.7%	52%	False	False	645
10	98.620	96.710	1.910	2.0%	0.680	0.7%	36%	False	False	586
20	98.620	95.945	2.675	2.7%	0.721	0.7%	54%	False	False	502
40	98.620	94.090	4.530	4.7%	0.804	0.8%	73%	False	False	395
60	98.620	93.815	4.805	4.9%	0.842	0.9%	75%	False	False	296
80	101.190	93.815	7.375	7.6%	0.838	0.9%	49%	False	False	237
100	102.450	93.815	8.635	8.9%	0.935	1.0%	42%	False	False	210
120	102.450	93.815	8.635	8.9%	0.855	0.9%	42%	False	False	179

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	0.110
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.984
2.618	99.719
1.618	98.944
1.000	98.465
0.618	98.169
HIGH	97.690
0.618	97.394
0.500	97.303
0.382	97.211
LOW	96.915
0.618	96.436
1.000	96.140
1.618	95.661
2.618	94.886
4.250	93.621

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	97.369	97.340
PP	97.336	97.277
S1	97.303	97.215

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