ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	96.595	97.235	0.640	0.7%	94.720
High	97.300	97.250	-0.050	-0.1%	97.300
Low	96.225	96.785	0.560	0.6%	94.595
Close	97.243	96.955	-0.288	-0.3%	97.243
Range	1.075	0.465	-0.610	-56.7%	2.705
ATR	0.724	0.706	-0.019	-2.6%	0.000
Volume	46,038	24,106	-21,932	-47.6%	150,429

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.392	98.138	97.211
R3	97.927	97.673	97.083
R2	97.462	97.462	97.040
R1	97.208	97.208	96.998	97.103
PP	96.997	96.997	96.997	96.944
S1	96.743	96.743	96.912	96.638
S2	96.532	96.532	96.870
S3	96.067	96.278	96.827
S4	95.602	95.813	96.699

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	104.494	103.574	98.731
R3	101.789	100.869	97.987
R2	99.084	99.084	97.739
R1	98.164	98.164	97.491	98.624
PP	96.379	96.379	96.379	96.610
S1	95.459	95.459	96.995	95.919
S2	93.674	93.674	96.747
S3	90.969	92.754	96.499
S4	88.264	90.049	95.755

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.300	94.630	2.670	2.8%	0.751	0.8%	87%	False	False	31,084
10	97.300	93.830	3.470	3.6%	0.678	0.7%	90%	False	False	28,567
20	97.300	93.830	3.470	3.6%	0.660	0.7%	90%	False	False	27,483
40	97.300	93.830	3.470	3.6%	0.697	0.7%	90%	False	False	27,558
60	98.740	92.850	5.890	6.1%	0.769	0.8%	70%	False	False	18,965
80	98.740	92.850	5.890	6.1%	0.771	0.8%	70%	False	False	14,354
100	98.740	92.850	5.890	6.1%	0.778	0.8%	70%	False	False	11,542
120	98.740	92.850	5.890	6.1%	0.802	0.8%	70%	False	False	9,636

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	0.109
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.226
2.618	98.467
1.618	98.002
1.000	97.715
0.618	97.537
HIGH	97.250
0.618	97.072
0.500	97.018
0.382	96.963
LOW	96.785
0.618	96.498
1.000	96.320
1.618	96.033
2.618	95.568
4.250	94.809

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	97.018	96.684
PP	96.997	96.413
S1	96.976	96.143

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