ICE US Dollar Index Future December 2015


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 99.610 99.930 0.320 0.3% 99.680
High 100.230 100.255 0.025 0.0% 100.255
Low 99.365 99.700 0.335 0.3% 99.365
Close 99.830 100.073 0.243 0.2% 100.073
Range 0.865 0.555 -0.310 -35.8% 0.890
ATR 0.666 0.658 -0.008 -1.2% 0.000
Volume 30,269 14,134 -16,135 -53.3% 95,933
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.674 101.429 100.378
R3 101.119 100.874 100.226
R2 100.564 100.564 100.175
R1 100.319 100.319 100.124 100.442
PP 100.009 100.009 100.009 100.071
S1 99.764 99.764 100.022 99.887
S2 99.454 99.454 99.971
S3 98.899 99.209 99.920
S4 98.344 98.654 99.768
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.568 102.210 100.563
R3 101.678 101.320 100.318
R2 100.788 100.788 100.236
R1 100.430 100.430 100.155 100.609
PP 99.898 99.898 99.898 99.987
S1 99.540 99.540 99.991 99.719
S2 99.008 99.008 99.910
S3 98.118 98.650 99.828
S4 97.228 97.760 99.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.255 99.075 1.180 1.2% 0.573 0.6% 85% True False 25,252
10 100.255 98.620 1.635 1.6% 0.579 0.6% 89% True False 29,268
20 100.255 96.650 3.605 3.6% 0.638 0.6% 95% True False 29,925
40 100.255 93.830 6.425 6.4% 0.665 0.7% 97% True False 29,616
60 100.255 93.830 6.425 6.4% 0.686 0.7% 97% True False 30,043
80 100.255 92.850 7.405 7.4% 0.743 0.7% 98% True False 23,042
100 100.255 92.850 7.405 7.4% 0.744 0.7% 98% True False 18,549
120 100.255 92.850 7.405 7.4% 0.749 0.7% 98% True False 15,510
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 0.114
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.614
2.618 101.708
1.618 101.153
1.000 100.810
0.618 100.598
HIGH 100.255
0.618 100.043
0.500 99.978
0.382 99.912
LOW 99.700
0.618 99.357
1.000 99.145
1.618 98.802
2.618 98.247
4.250 97.341
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 100.041 99.985
PP 100.009 99.898
S1 99.978 99.810

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

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