ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	98.330	98.745	0.415	0.4%	100.115
High	98.905	98.765	-0.140	-0.1%	100.600
Low	98.270	98.355	0.085	0.1%	97.590
Close	98.669	98.468	-0.201	-0.2%	98.343
Range	0.635	0.410	-0.225	-35.4%	3.010
ATR	0.802	0.774	-0.028	-3.5%	0.000
Volume	29,004	23,938	-5,066	-17.5%	267,100

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.759	99.524	98.694
R3	99.349	99.114	98.581
R2	98.939	98.939	98.543
R1	98.704	98.704	98.506	98.617
PP	98.529	98.529	98.529	98.486
S1	98.294	98.294	98.430	98.207
S2	98.119	98.119	98.393
S3	97.709	97.884	98.355
S4	97.299	97.474	98.243

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%	1.126	1.1%	29%	False	False	54,206
10	100.600	97.590	3.010	3.1%	0.822	0.8%	29%	False	False	38,767
20	100.600	97.590	3.010	3.1%	0.708	0.7%	29%	False	False	35,432
40	100.600	93.830	6.770	6.9%	0.708	0.7%	69%	False	False	32,835
60	100.600	93.830	6.770	6.9%	0.711	0.7%	69%	False	False	32,340
80	100.600	92.850	7.750	7.9%	0.751	0.8%	72%	False	False	26,934
100	100.600	92.850	7.750	7.9%	0.753	0.8%	72%	False	False	21,711
120	100.600	92.850	7.750	7.9%	0.758	0.8%	72%	False	False	18,158

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.153
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.508
2.618	99.838
1.618	99.428
1.000	99.175
0.618	99.018
HIGH	98.765
0.618	98.608
0.500	98.560
0.382	98.512
LOW	98.355
0.618	98.102
1.000	97.945
1.618	97.692
2.618	97.282
4.250	96.613

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	98.560	98.421
PP	98.529	98.374
S1	98.499	98.328

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