ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 96.385 96.360 -0.025 0.0% 95.440
High 96.880 96.670 -0.210 -0.2% 96.880
Low 96.270 96.035 -0.235 -0.2% 95.180
Close 96.434 96.182 -0.252 -0.3% 96.434
Range 0.610 0.635 0.025 4.1% 1.700
ATR 0.832 0.818 -0.014 -1.7% 0.000
Volume 43,885 28,668 -15,217 -34.7% 200,822
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 98.201 97.826 96.531
R3 97.566 97.191 96.357
R2 96.931 96.931 96.298
R1 96.556 96.556 96.240 96.426
PP 96.296 96.296 96.296 96.231
S1 95.921 95.921 96.124 95.791
S2 95.661 95.661 96.066
S3 95.026 95.286 96.007
S4 94.391 94.651 95.833
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 101.265 100.549 97.369
R3 99.565 98.849 96.902
R2 97.865 97.865 96.746
R1 97.149 97.149 96.590 97.507
PP 96.165 96.165 96.165 96.344
S1 95.449 95.449 96.278 95.807
S2 94.465 94.465 96.122
S3 92.765 93.749 95.967
S4 91.065 92.049 95.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.880 95.575 1.305 1.4% 0.667 0.7% 47% False False 38,597
10 96.880 94.195 2.685 2.8% 0.795 0.8% 74% False False 36,301
20 96.920 94.195 2.725 2.8% 0.734 0.8% 73% False False 27,633
40 98.740 92.850 5.890 6.1% 0.824 0.9% 57% False False 14,707
60 98.740 92.850 5.890 6.1% 0.808 0.8% 57% False False 9,978
80 98.740 92.850 5.890 6.1% 0.808 0.8% 57% False False 7,557
100 98.740 92.850 5.890 6.1% 0.831 0.9% 57% False False 6,067
120 101.190 92.850 8.340 8.7% 0.842 0.9% 40% False False 5,067
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 0.219
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.369
2.618 98.332
1.618 97.697
1.000 97.305
0.618 97.062
HIGH 96.670
0.618 96.427
0.500 96.353
0.382 96.278
LOW 96.035
0.618 95.643
1.000 95.400
1.618 95.008
2.618 94.373
4.250 93.336
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 96.353 96.228
PP 96.296 96.212
S1 96.239 96.197

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

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