ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	96.815	97.000	0.185	0.2%	97.235
High	97.040	97.570	0.530	0.5%	97.895
Low	96.710	96.845	0.135	0.1%	96.510
Close	97.003	97.243	0.240	0.2%	97.019
Range	0.330	0.725	0.395	119.7%	1.385
ATR	0.700	0.702	0.002	0.3%	0.000
Volume	16,587	19,058	2,471	14.9%	174,480

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.394	99.044	97.642
R3	98.669	98.319	97.442
R2	97.944	97.944	97.376
R1	97.594	97.594	97.309	97.769
PP	97.219	97.219	97.219	97.307
S1	96.869	96.869	97.177	97.044
S2	96.494	96.494	97.110
S3	95.769	96.144	97.044
S4	95.044	95.419	96.844

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%	0.743	0.8%	53%	False	False	31,766
10	97.895	94.750	3.145	3.2%	0.756	0.8%	79%	False	False	32,473
20	97.895	93.830	4.065	4.2%	0.646	0.7%	84%	False	False	28,465
40	97.895	93.830	4.065	4.2%	0.695	0.7%	84%	False	False	31,517
60	97.925	92.850	5.075	5.2%	0.767	0.8%	87%	False	False	21,987
80	98.740	92.850	5.890	6.1%	0.756	0.8%	75%	False	False	16,645
100	98.740	92.850	5.890	6.1%	0.766	0.8%	75%	False	False	13,390
120	98.740	92.850	5.890	6.1%	0.799	0.8%	75%	False	False	11,183

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	0.177
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.651
2.618	99.468
1.618	98.743
1.000	98.295
0.618	98.018
HIGH	97.570
0.618	97.293
0.500	97.208
0.382	97.122
LOW	96.845
0.618	96.397
1.000	96.120
1.618	95.672
2.618	94.947
4.250	93.764

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	97.231	97.199
PP	97.219	97.154
S1	97.208	97.110

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