ICE US Dollar Index Future December 2015

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

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	94.105	95.505	1.400	1.5%	96.885
High	95.800	96.375	0.575	0.6%	97.400
Low	94.045	95.355	1.310	1.4%	95.150
Close	95.446	95.970	0.524	0.5%	95.330
Range	1.755	1.020	-0.735	-41.9%	2.250
ATR	0.992	0.994	0.002	0.2%	0.000
Volume	2,955	2,627	-328	-11.1%	7,210

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.960	98.485	96.531
R3	97.940	97.465	96.251
R2	96.920	96.920	96.157
R1	96.445	96.445	96.064	96.683
PP	95.900	95.900	95.900	96.019
S1	95.425	95.425	95.877	95.663
S2	94.880	94.880	95.783
S3	93.860	94.405	95.690
S4	92.840	93.385	95.409

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.710	101.270	96.568
R3	100.460	99.020	95.949
R2	98.210	98.210	95.743
R1	96.770	96.770	95.536	96.365
PP	95.960	95.960	95.960	95.758
S1	94.520	94.520	95.124	94.115
S2	93.710	93.710	94.918
S3	91.460	92.270	94.711
S4	89.210	90.020	94.093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.375	92.850	3.525	3.7%	1.476	1.5%	89%	True	False	3,371
10	97.400	92.850	4.550	4.7%	1.030	1.1%	69%	False	False	2,309
20	98.740	92.850	5.890	6.1%	0.932	1.0%	53%	False	False	1,675
40	98.740	92.850	5.890	6.1%	0.827	0.9%	53%	False	False	1,091
60	98.740	92.850	5.890	6.1%	0.840	0.9%	53%	False	False	826
80	98.740	92.850	5.890	6.1%	0.856	0.9%	53%	False	False	645
100	101.190	92.850	8.340	8.7%	0.860	0.9%	37%	False	False	529
120	102.450	92.850	9.600	10.0%	0.926	1.0%	33%	False	False	457

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	0.090
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.710
2.618	99.045
1.618	98.025
1.000	97.395
0.618	97.005
HIGH	96.375
0.618	95.985
0.500	95.865
0.382	95.745
LOW	95.355
0.618	94.725
1.000	94.335
1.618	93.705
2.618	92.685
4.250	91.020

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	95.935	95.681
PP	95.900	95.392
S1	95.865	95.103

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