ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	97.300	96.815	-0.485	-0.5%	97.235
High	97.445	97.040	-0.405	-0.4%	97.895
Low	96.650	96.710	0.060	0.1%	96.510
Close	97.019	97.003	-0.016	0.0%	97.019
Range	0.795	0.330	-0.465	-58.5%	1.385
ATR	0.728	0.700	-0.028	-3.9%	0.000
Volume	41,184	16,587	-24,597	-59.7%	174,480

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.908	97.785	97.185
R3	97.578	97.455	97.094
R2	97.248	97.248	97.064
R1	97.125	97.125	97.033	97.187
PP	96.918	96.918	96.918	96.948
S1	96.795	96.795	96.973	96.857
S2	96.588	96.588	96.943
S3	96.258	96.465	96.912
S4	95.928	96.135	96.822

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.296	100.543	97.781
R3	99.911	99.158	97.400
R2	98.526	98.526	97.273
R1	97.773	97.773	97.146	97.457
PP	97.141	97.141	97.141	96.984
S1	96.388	96.388	96.892	96.072
S2	95.756	95.756	96.765
S3	94.371	95.003	96.638
S4	92.986	93.618	96.257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.895	96.510	1.385	1.4%	0.686	0.7%	36%	False	False	33,392
10	97.895	94.630	3.265	3.4%	0.719	0.7%	73%	False	False	32,238
20	97.895	93.830	4.065	4.2%	0.649	0.7%	78%	False	False	28,472
40	97.895	93.830	4.065	4.2%	0.690	0.7%	78%	False	False	31,310
60	98.295	92.850	5.445	5.6%	0.770	0.8%	76%	False	False	21,687
80	98.740	92.850	5.890	6.1%	0.763	0.8%	71%	False	False	16,415
100	98.740	92.850	5.890	6.1%	0.764	0.8%	71%	False	False	13,201
120	98.740	92.850	5.890	6.1%	0.799	0.8%	71%	False	False	11,025

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.163
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	98.443
2.618	97.904
1.618	97.574
1.000	97.370
0.618	97.244
HIGH	97.040
0.618	96.914
0.500	96.875
0.382	96.836
LOW	96.710
0.618	96.506
1.000	96.380
1.618	96.176
2.618	95.846
4.250	95.308

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	96.960	97.223
PP	96.918	97.149
S1	96.875	97.076

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