ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	98.885	98.645	-0.240	-0.2%	99.375
High	99.395	99.300	-0.095	-0.1%	99.600
Low	98.500	98.620	0.120	0.1%	98.500
Close	98.712	99.097	0.385	0.4%	99.097
Range	0.895	0.680	-0.215	-24.0%	1.100
ATR	0.718	0.715	-0.003	-0.4%	0.000
Volume	44,538	35,039	-9,499	-21.3%	157,561

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.046	100.751	99.471
R3	100.366	100.071	99.284
R2	99.686	99.686	99.222
R1	99.391	99.391	99.159	99.539
PP	99.006	99.006	99.006	99.079
S1	98.711	98.711	99.035	98.859
S2	98.326	98.326	98.972
S3	97.646	98.031	98.910
S4	96.966	97.351	98.723

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.366	101.831	99.702
R3	101.266	100.731	99.400
R2	100.166	100.166	99.299
R1	99.631	99.631	99.198	99.349
PP	99.066	99.066	99.066	98.924
S1	98.531	98.531	98.996	98.249
S2	97.966	97.966	98.895
S3	96.866	97.431	98.795
S4	95.766	96.331	98.492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.600	98.500	1.100	1.1%	0.620	0.6%	54%	False	False	31,512
10	99.600	96.710	2.890	2.9%	0.686	0.7%	83%	False	False	29,968
20	99.600	94.595	5.005	5.1%	0.708	0.7%	90%	False	False	31,229
40	99.600	93.830	5.770	5.8%	0.686	0.7%	91%	False	False	30,730
60	99.600	92.850	6.750	6.8%	0.769	0.8%	93%	False	False	26,195
80	99.600	92.850	6.750	6.8%	0.760	0.8%	93%	False	False	19,894
100	99.600	92.850	6.750	6.8%	0.765	0.8%	93%	False	False	16,002
120	99.600	92.850	6.750	6.8%	0.787	0.8%	93%	False	False	13,374

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	0.117
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.190
2.618	101.080
1.618	100.400
1.000	99.980
0.618	99.720
HIGH	99.300
0.618	99.040
0.500	98.960
0.382	98.880
LOW	98.620
0.618	98.200
1.000	97.940
1.618	97.520
2.618	96.840
4.250	95.730

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	99.051	99.047
PP	99.006	98.997
S1	98.960	98.948

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