ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	98.745	98.485	-0.260	-0.3%	100.115
High	98.765	98.510	-0.255	-0.3%	100.600
Low	98.355	97.210	-1.145	-1.2%	97.590
Close	98.468	97.334	-1.134	-1.2%	98.343
Range	0.410	1.300	0.890	217.1%	3.010
ATR	0.774	0.811	0.038	4.9%	0.000
Volume	23,938	49,354	25,416	106.2%	267,100

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.585	100.759	98.049
R3	100.285	99.459	97.692
R2	98.985	98.985	97.572
R1	98.159	98.159	97.453	97.922
PP	97.685	97.685	97.685	97.566
S1	96.859	96.859	97.215	96.622
S2	96.385	96.385	97.096
S3	95.085	95.559	96.977
S4	93.785	94.259	96.619

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	97.210	3.390	3.5%	1.244	1.3%	4%	False	True	56,538
10	100.600	97.210	3.390	3.5%	0.919	0.9%	4%	False	True	41,379
20	100.600	97.210	3.390	3.5%	0.746	0.8%	4%	False	True	36,728
40	100.600	93.830	6.770	7.0%	0.729	0.7%	52%	False	False	33,538
60	100.600	93.830	6.770	7.0%	0.724	0.7%	52%	False	False	32,790
80	100.600	92.850	7.750	8.0%	0.762	0.8%	58%	False	False	27,511
100	100.600	92.850	7.750	8.0%	0.762	0.8%	58%	False	False	22,201
120	100.600	92.850	7.750	8.0%	0.764	0.8%	58%	False	False	18,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.149
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	104.035
2.618	101.913
1.618	100.613
1.000	99.810
0.618	99.313
HIGH	98.510
0.618	98.013
0.500	97.860
0.382	97.707
LOW	97.210
0.618	96.407
1.000	95.910
1.618	95.107
2.618	93.807
4.250	91.685

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	97.860	98.058
PP	97.685	97.816
S1	97.509	97.575

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