ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	99.100	99.200	0.100	0.1%	96.815
High	99.600	99.335	-0.265	-0.3%	99.470
Low	99.050	98.880	-0.170	-0.2%	96.710
Close	99.390	99.158	-0.232	-0.2%	99.260
Range	0.550	0.455	-0.095	-17.3%	2.760
ATR	0.719	0.704	-0.015	-2.1%	0.000
Volume	23,424	27,955	4,531	19.3%	142,121

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.489	100.279	99.408
R3	100.034	99.824	99.283
R2	99.579	99.579	99.241
R1	99.369	99.369	99.200	99.247
PP	99.124	99.124	99.124	99.063
S1	98.914	98.914	99.116	98.792
S2	98.669	98.669	99.075
S3	98.214	98.459	99.033
S4	97.759	98.004	98.908

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	99.600	97.855	1.745	1.8%	0.676	0.7%	75%	False	False	30,909
10	99.600	96.650	2.950	3.0%	0.656	0.7%	85%	False	False	29,604
20	99.600	93.830	5.770	5.8%	0.689	0.7%	92%	False	False	29,944
40	99.600	93.830	5.770	5.8%	0.706	0.7%	92%	False	False	30,851
60	99.600	92.850	6.750	6.8%	0.770	0.8%	93%	False	False	24,893
80	99.600	92.850	6.750	6.8%	0.759	0.8%	93%	False	False	18,913
100	99.600	92.850	6.750	6.8%	0.759	0.8%	93%	False	False	15,212
120	99.600	92.850	6.750	6.8%	0.785	0.8%	93%	False	False	12,715

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.099
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.269
2.618	100.526
1.618	100.071
1.000	99.790
0.618	99.616
HIGH	99.335
0.618	99.161
0.500	99.108
0.382	99.054
LOW	98.880
0.618	98.599
1.000	98.425
1.618	98.144
2.618	97.689
4.250	96.946

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	99.141	99.240
PP	99.124	99.213
S1	99.108	99.185

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