ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 95.505 96.100 0.595 0.6% 95.235
High 96.375 96.635 0.260 0.3% 96.635
Low 95.355 95.690 0.335 0.4% 92.850
Close 95.970 96.408 0.438 0.5% 96.408
Range 1.020 0.945 -0.075 -7.4% 3.785
ATR 0.994 0.991 -0.004 -0.4% 0.000
Volume 2,627 2,502 -125 -4.8% 17,500
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 99.079 98.689 96.928
R3 98.134 97.744 96.668
R2 97.189 97.189 96.581
R1 96.799 96.799 96.495 96.994
PP 96.244 96.244 96.244 96.342
S1 95.854 95.854 96.321 96.049
S2 95.299 95.299 96.235
S3 94.354 94.909 96.148
S4 93.409 93.964 95.888
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 106.653 105.315 98.490
R3 102.868 101.530 97.449
R2 99.083 99.083 97.102
R1 97.745 97.745 96.755 98.414
PP 95.298 95.298 95.298 95.632
S1 93.960 93.960 96.061 94.629
S2 91.513 91.513 95.714
S3 87.728 90.175 95.367
S4 83.943 86.390 94.326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.635 92.850 3.785 3.9% 1.470 1.5% 94% True False 3,500
10 97.400 92.850 4.550 4.7% 1.068 1.1% 78% False False 2,471
20 98.740 92.850 5.890 6.1% 0.914 0.9% 60% False False 1,781
40 98.740 92.850 5.890 6.1% 0.845 0.9% 60% False False 1,151
60 98.740 92.850 5.890 6.1% 0.832 0.9% 60% False False 865
80 98.740 92.850 5.890 6.1% 0.855 0.9% 60% False False 675
100 101.190 92.850 8.340 8.7% 0.864 0.9% 43% False False 554
120 102.450 92.850 9.600 10.0% 0.921 1.0% 37% False False 477
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.110
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.651
2.618 99.109
1.618 98.164
1.000 97.580
0.618 97.219
HIGH 96.635
0.618 96.274
0.500 96.163
0.382 96.051
LOW 95.690
0.618 95.106
1.000 94.745
1.618 94.161
2.618 93.216
4.250 91.674
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 96.326 96.052
PP 96.244 95.696
S1 96.163 95.340

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

View Archives - Comment on this page... - Back to Index of Symbols