ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	98.645	99.060	0.415	0.4%	99.375
High	99.300	99.545	0.245	0.2%	99.600
Low	98.620	98.970	0.350	0.4%	98.500
Close	99.097	99.538	0.441	0.4%	99.097
Range	0.680	0.575	-0.105	-15.4%	1.100
ATR	0.715	0.705	-0.010	-1.4%	0.000
Volume	35,039	31,575	-3,464	-9.9%	157,561

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.076	100.882	99.854
R3	100.501	100.307	99.696
R2	99.926	99.926	99.643
R1	99.732	99.732	99.591	99.829
PP	99.351	99.351	99.351	99.400
S1	99.157	99.157	99.485	99.254
S2	98.776	98.776	99.433
S3	98.201	98.582	99.380
S4	97.626	98.007	99.222

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%	0.631	0.6%	94%	False	False	32,506
10	99.600	96.845	2.755	2.8%	0.711	0.7%	98%	False	False	31,467
20	99.600	94.630	4.970	5.0%	0.715	0.7%	99%	False	False	31,852
40	99.600	93.830	5.770	5.8%	0.677	0.7%	99%	False	False	30,607
60	99.600	92.850	6.750	6.8%	0.763	0.8%	99%	False	False	26,690
80	99.600	92.850	6.750	6.8%	0.761	0.8%	99%	False	False	20,276
100	99.600	92.850	6.750	6.8%	0.765	0.8%	99%	False	False	16,316
120	99.600	92.850	6.750	6.8%	0.789	0.8%	99%	False	False	13,637

Crabel Price Patterns
NR	True
NR4	False
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	0.115
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.989
2.618	101.050
1.618	100.475
1.000	100.120
0.618	99.900
HIGH	99.545
0.618	99.325
0.500	99.258
0.382	99.190
LOW	98.970
0.618	98.615
1.000	98.395
1.618	98.040
2.618	97.465
4.250	96.526

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	99.445	99.366
PP	99.351	99.194
S1	99.258	99.023

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