ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 96.245 95.995 -0.250 -0.3% 96.360
High 96.510 96.295 -0.215 -0.2% 96.670
Low 95.300 95.550 0.250 0.3% 95.300
Close 95.967 96.240 0.273 0.3% 95.967
Range 1.210 0.745 -0.465 -38.4% 1.370
ATR 0.798 0.794 -0.004 -0.5% 0.000
Volume 50,493 23,984 -26,509 -52.5% 151,854
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 98.263 97.997 96.650
R3 97.518 97.252 96.445
R2 96.773 96.773 96.377
R1 96.507 96.507 96.308 96.640
PP 96.028 96.028 96.028 96.095
S1 95.762 95.762 96.172 95.895
S2 95.283 95.283 96.103
S3 94.538 95.017 96.035
S4 93.793 94.272 95.830
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 100.089 99.398 96.721
R3 98.719 98.028 96.344
R2 97.349 97.349 96.218
R1 96.658 96.658 96.093 96.319
PP 95.979 95.979 95.979 95.809
S1 95.288 95.288 95.841 94.949
S2 94.609 94.609 95.716
S3 93.239 93.918 95.590
S4 91.869 92.548 95.214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.635 95.300 1.335 1.4% 0.728 0.8% 70% False False 29,434
10 96.880 95.300 1.580 1.6% 0.698 0.7% 59% False False 34,015
20 96.880 94.195 2.685 2.8% 0.730 0.8% 76% False False 34,147
40 98.295 92.850 5.445 5.7% 0.830 0.9% 62% False False 18,295
60 98.740 92.850 5.890 6.1% 0.801 0.8% 58% False False 12,396
80 98.740 92.850 5.890 6.1% 0.793 0.8% 58% False False 9,383
100 98.740 92.850 5.890 6.1% 0.829 0.9% 58% False False 7,535
120 99.630 92.850 6.780 7.0% 0.831 0.9% 50% False False 6,291
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.195
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.461
2.618 98.245
1.618 97.500
1.000 97.040
0.618 96.755
HIGH 96.295
0.618 96.010
0.500 95.923
0.382 95.835
LOW 95.550
0.618 95.090
1.000 94.805
1.618 94.345
2.618 93.600
4.250 92.384
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 96.134 96.149
PP 96.028 96.058
S1 95.923 95.968

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

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