ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	95.290	95.460	0.170	0.2%	96.490
High	95.625	95.850	0.225	0.2%	96.640
Low	95.065	95.285	0.220	0.2%	95.290
Close	95.412	95.785	0.373	0.4%	95.379
Range	0.560	0.565	0.005	0.9%	1.350
ATR	0.822	0.804	-0.018	-2.2%	0.000
Volume	20,243	22,339	2,096	10.4%	152,528

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.335	97.125	96.096
R3	96.770	96.560	95.940
R2	96.205	96.205	95.889
R1	95.995	95.995	95.837	96.100
PP	95.640	95.640	95.640	95.693
S1	95.430	95.430	95.733	95.535
S2	95.075	95.075	95.681
S3	94.510	94.865	95.630
S4	93.945	94.300	95.474

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.820	98.949	96.122
R3	98.470	97.599	95.750
R2	97.120	97.120	95.627
R1	96.249	96.249	95.503	96.010
PP	95.770	95.770	95.770	95.650
S1	94.899	94.899	95.255	94.660
S2	94.420	94.420	95.132
S3	93.070	93.549	95.008
S4	91.720	92.199	94.637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.640	95.065	1.575	1.6%	0.616	0.6%	46%	False	False	36,867
10	96.920	95.065	1.855	1.9%	0.667	0.7%	39%	False	False	20,991
20	97.400	92.850	4.550	4.8%	0.878	0.9%	65%	False	False	11,672
40	98.740	92.850	5.890	6.1%	0.820	0.9%	50%	False	False	6,318
60	98.740	92.850	5.890	6.1%	0.804	0.8%	50%	False	False	4,344
80	98.740	92.850	5.890	6.1%	0.825	0.9%	50%	False	False	3,314
100	98.740	92.850	5.890	6.1%	0.842	0.9%	50%	False	False	2,668
120	101.190	92.850	8.340	8.7%	0.835	0.9%	35%	False	False	2,232

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	0.143
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.251
2.618	97.329
1.618	96.764
1.000	96.415
0.618	96.199
HIGH	95.850
0.618	95.634
0.500	95.568
0.382	95.501
LOW	95.285
0.618	94.936
1.000	94.720
1.618	94.371
2.618	93.806
4.250	92.884

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	95.713	95.679
PP	95.640	95.573
S1	95.568	95.468

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