ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 94.970 94.855 -0.115 -0.1% 94.940
High 94.985 95.095 0.110 0.1% 95.025
Low 94.630 94.750 0.120 0.1% 93.830
Close 94.939 95.068 0.129 0.1% 94.588
Range 0.355 0.345 -0.010 -2.8% 1.195
ATR 0.657 0.635 -0.022 -3.4% 0.000
Volume 16,706 16,135 -571 -3.4% 126,724
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 96.006 95.882 95.258
R3 95.661 95.537 95.163
R2 95.316 95.316 95.131
R1 95.192 95.192 95.100 95.254
PP 94.971 94.971 94.971 95.002
S1 94.847 94.847 95.036 94.909
S2 94.626 94.626 95.005
S3 94.281 94.502 94.973
S4 93.936 94.157 94.878
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 98.066 97.522 95.245
R3 96.871 96.327 94.917
R2 95.676 95.676 94.807
R1 95.132 95.132 94.698 94.807
PP 94.481 94.481 94.481 94.318
S1 93.937 93.937 94.478 93.612
S2 93.286 93.286 94.369
S3 92.091 92.742 94.259
S4 90.896 91.547 93.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.095 93.830 1.265 1.3% 0.467 0.5% 98% True False 21,167
10 95.720 93.830 1.890 2.0% 0.535 0.6% 66% False False 23,898
20 96.880 93.830 3.050 3.2% 0.614 0.6% 41% False False 27,459
40 96.920 93.830 3.090 3.3% 0.713 0.8% 40% False False 24,695
60 98.740 92.850 5.890 6.2% 0.763 0.8% 38% False False 16,942
80 98.740 92.850 5.890 6.2% 0.754 0.8% 38% False False 12,829
100 98.740 92.850 5.890 6.2% 0.784 0.8% 38% False False 10,321
120 98.740 92.850 5.890 6.2% 0.805 0.8% 38% False False 8,616
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.077
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.561
2.618 95.998
1.618 95.653
1.000 95.440
0.618 95.308
HIGH 95.095
0.618 94.963
0.500 94.923
0.382 94.882
LOW 94.750
0.618 94.537
1.000 94.405
1.618 94.192
2.618 93.847
4.250 93.284
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 95.020 94.994
PP 94.971 94.919
S1 94.923 94.845

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

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