ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 96.420 96.160 -0.260 -0.3% 95.235
High 96.550 96.160 -0.390 -0.4% 96.635
Low 95.925 95.500 -0.425 -0.4% 92.850
Close 96.135 95.729 -0.406 -0.4% 96.408
Range 0.625 0.660 0.035 5.6% 3.785
ATR 0.965 0.943 -0.022 -2.3% 0.000
Volume 2,069 3,062 993 48.0% 17,500
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.776 97.413 96.092
R3 97.116 96.753 95.911
R2 96.456 96.456 95.850
R1 96.093 96.093 95.790 95.945
PP 95.796 95.796 95.796 95.722
S1 95.433 95.433 95.669 95.285
S2 95.136 95.136 95.608
S3 94.476 94.773 95.548
S4 93.816 94.113 95.366
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 94.045 2.590 2.7% 1.001 1.0% 65% False False 2,643
10 97.400 92.850 4.550 4.8% 1.121 1.2% 63% False False 2,594
20 98.740 92.850 5.890 6.2% 0.918 1.0% 49% False False 1,947
40 98.740 92.850 5.890 6.2% 0.838 0.9% 49% False False 1,271
60 98.740 92.850 5.890 6.2% 0.818 0.9% 49% False False 942
80 98.740 92.850 5.890 6.2% 0.856 0.9% 49% False False 738
100 100.750 92.850 7.900 8.3% 0.864 0.9% 36% False False 604
120 102.000 92.850 9.150 9.6% 0.916 1.0% 31% False False 518
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 0.107
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.965
2.618 97.888
1.618 97.228
1.000 96.820
0.618 96.568
HIGH 96.160
0.618 95.908
0.500 95.830
0.382 95.752
LOW 95.500
0.618 95.092
1.000 94.840
1.618 94.432
2.618 93.772
4.250 92.695
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 95.830 96.068
PP 95.796 95.955
S1 95.763 95.842

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

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