ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	100.090	98.015	-2.075	-2.1%	100.115
High	100.600	98.615	-1.985	-2.0%	100.600
Low	97.590	97.750	0.160	0.2%	97.590
Close	97.634	98.343	0.709	0.7%	98.343
Range	3.010	0.865	-2.145	-71.3%	3.010
ATR	0.802	0.815	0.013	1.6%	0.000
Volume	125,217	55,178	-70,039	-55.9%	267,100

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.831	100.452	98.819
R3	99.966	99.587	98.581
R2	99.101	99.101	98.502
R1	98.722	98.722	98.422	98.912
PP	98.236	98.236	98.236	98.331
S1	97.857	97.857	98.264	98.047
S2	97.371	97.371	98.184
S3	96.506	96.992	98.105
S4	95.641	96.127	97.867

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	107.874	106.119	99.999
R3	104.864	103.109	99.171
R2	101.854	101.854	98.895
R1	100.099	100.099	98.619	99.472
PP	98.844	98.844	98.844	98.531
S1	97.089	97.089	98.067	96.462
S2	95.834	95.834	97.791
S3	92.824	94.079	97.515
S4	89.814	91.069	96.688

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.600	97.590	3.010	3.1%	1.085	1.1%	25%	False	False	53,420
10	100.600	97.590	3.010	3.1%	0.829	0.8%	25%	False	False	39,336
20	100.600	97.590	3.010	3.1%	0.755	0.8%	25%	False	False	36,591
40	100.600	93.830	6.770	6.9%	0.706	0.7%	67%	False	False	32,695
60	100.600	93.830	6.770	6.9%	0.713	0.7%	67%	False	False	32,617
80	100.600	92.850	7.750	7.9%	0.753	0.8%	71%	False	False	26,316
100	100.600	92.850	7.750	7.9%	0.753	0.8%	71%	False	False	21,193
120	100.600	92.850	7.750	7.9%	0.759	0.8%	71%	False	False	17,726

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	0.165
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.291
2.618	100.880
1.618	100.015
1.000	99.480
0.618	99.150
HIGH	98.615
0.618	98.285
0.500	98.183
0.382	98.080
LOW	97.750
0.618	97.215
1.000	96.885
1.618	96.350
2.618	95.485
4.250	94.074

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	98.290	99.095
PP	98.236	98.844
S1	98.183	98.594

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