ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 96.100 96.420 0.320 0.3% 95.235
High 96.635 96.550 -0.085 -0.1% 96.635
Low 95.690 95.925 0.235 0.2% 92.850
Close 96.408 96.135 -0.273 -0.3% 96.408
Range 0.945 0.625 -0.320 -33.9% 3.785
ATR 0.991 0.965 -0.026 -2.6% 0.000
Volume 2,502 2,069 -433 -17.3% 17,500
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 98.078 97.732 96.479
R3 97.453 97.107 96.307
R2 96.828 96.828 96.250
R1 96.482 96.482 96.192 96.343
PP 96.203 96.203 96.203 96.134
S1 95.857 95.857 96.078 95.718
S2 95.578 95.578 96.020
S3 94.953 95.232 95.963
S4 94.328 94.607 95.791
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 93.830 2.805 2.9% 1.111 1.2% 82% False False 3,456
10 97.400 92.850 4.550 4.7% 1.089 1.1% 72% False False 2,352
20 98.740 92.850 5.890 6.1% 0.925 1.0% 56% False False 1,827
40 98.740 92.850 5.890 6.1% 0.845 0.9% 56% False False 1,201
60 98.740 92.850 5.890 6.1% 0.821 0.9% 56% False False 897
80 98.740 92.850 5.890 6.1% 0.852 0.9% 56% False False 700
100 101.190 92.850 8.340 8.7% 0.864 0.9% 39% False False 574
120 102.450 92.850 9.600 10.0% 0.919 1.0% 34% False False 493
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.121
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.206
2.618 98.186
1.618 97.561
1.000 97.175
0.618 96.936
HIGH 96.550
0.618 96.311
0.500 96.238
0.382 96.164
LOW 95.925
0.618 95.539
1.000 95.300
1.618 94.914
2.618 94.289
4.250 93.269
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 96.238 96.088
PP 96.203 96.042
S1 96.169 95.995

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

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