ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	97.980	97.725	-0.255	-0.3%	98.330
High	98.195	97.870	-0.325	-0.3%	98.905
Low	97.325	97.469	0.144	0.1%	97.210
Close	97.551	97.469	-0.082	-0.1%	97.551
Range	0.870	0.401	-0.469	-53.9%	1.695
ATR	0.805	0.776	-0.029	-3.6%	0.000
Volume	14,989	897	-14,092	-94.0%	156,474

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.806	98.538	97.690
R3	98.405	98.137	97.579
R2	98.004	98.004	97.543
R1	97.736	97.736	97.506	97.670
PP	97.603	97.603	97.603	97.569
S1	97.335	97.335	97.432	97.269
S2	97.202	97.202	97.395
S3	96.801	96.934	97.359
S4	96.400	96.533	97.248

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.974	101.957	98.483
R3	101.279	100.262	98.017
R2	99.584	99.584	97.862
R1	98.567	98.567	97.706	98.228
PP	97.889	97.889	97.889	97.719
S1	96.872	96.872	97.396	96.533
S2	96.194	96.194	97.240
S3	94.499	95.177	97.085
S4	92.804	93.482	96.619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.765	97.210	1.555	1.6%	0.719	0.7%	17%	False	False	25,673
10	100.600	97.210	3.390	3.5%	0.932	1.0%	8%	False	False	40,237
20	100.600	97.210	3.390	3.5%	0.738	0.8%	8%	False	False	34,106
40	100.600	94.595	6.005	6.2%	0.723	0.7%	48%	False	False	32,667
60	100.600	93.830	6.770	6.9%	0.704	0.7%	54%	False	False	31,855
80	100.600	92.850	7.750	8.0%	0.762	0.8%	60%	False	False	28,173
100	100.600	92.850	7.750	8.0%	0.755	0.8%	60%	False	False	22,736
120	100.600	92.850	7.750	8.0%	0.760	0.8%	60%	False	False	19,019

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.128
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	99.574
2.618	98.920
1.618	98.519
1.000	98.271
0.618	98.118
HIGH	97.870
0.618	97.717
0.500	97.670
0.382	97.622
LOW	97.469
0.618	97.221
1.000	97.068
1.618	96.820
2.618	96.419
4.250	95.765

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	97.670	97.760
PP	97.603	97.663
S1	97.536	97.566

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