ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 98.060 99.375 1.315 1.3% 96.815
High 99.470 99.430 -0.040 0.0% 99.470
Low 98.000 98.910 0.910 0.9% 96.710
Close 99.260 99.076 -0.184 -0.2% 99.260
Range 1.470 0.520 -0.950 -64.6% 2.760
ATR 0.748 0.732 -0.016 -2.2% 0.000
Volume 49,527 26,605 -22,922 -46.3% 142,121
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 100.699 100.407 99.362
R3 100.179 99.887 99.219
R2 99.659 99.659 99.171
R1 99.367 99.367 99.124 99.253
PP 99.139 99.139 99.139 99.082
S1 98.847 98.847 99.028 98.733
S2 98.619 98.619 98.981
S3 98.099 98.327 98.933
S4 97.579 97.807 98.790
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 106.760 105.770 100.778
R3 104.000 103.010 100.019
R2 101.240 101.240 99.766
R1 100.250 100.250 99.513 100.745
PP 98.480 98.480 98.480 98.728
S1 97.490 97.490 99.007 97.985
S2 95.720 95.720 98.754
S3 92.960 94.730 98.501
S4 90.200 91.970 97.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.470 96.845 2.625 2.6% 0.790 0.8% 85% False False 30,427
10 99.470 96.510 2.960 3.0% 0.738 0.7% 87% False False 31,910
20 99.470 93.830 5.640 5.7% 0.708 0.7% 93% False False 30,238
40 99.470 93.830 5.640 5.7% 0.713 0.7% 93% False False 30,794
60 99.470 92.850 6.620 6.7% 0.766 0.8% 94% False False 24,102
80 99.470 92.850 6.620 6.7% 0.764 0.8% 94% False False 18,281
100 99.470 92.850 6.620 6.7% 0.768 0.8% 94% False False 14,703
120 99.470 92.850 6.620 6.7% 0.798 0.8% 94% False False 12,288
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 0.152
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.640
2.618 100.791
1.618 100.271
1.000 99.950
0.618 99.751
HIGH 99.430
0.618 99.231
0.500 99.170
0.382 99.109
LOW 98.910
0.618 98.589
1.000 98.390
1.618 98.069
2.618 97.549
4.250 96.700
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 99.170 98.938
PP 99.139 98.800
S1 99.107 98.663

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

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