ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 26-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	26-Nov-2015	Change	Change %	Previous Week
Open	99.760	99.925	0.165	0.2%	99.290
High	100.360	100.080	-0.280	-0.3%	100.100
Low	99.500	99.905	0.405	0.4%	98.980
Close	99.960	99.960	0.000	0.0%	99.772
Range	0.860	0.175	-0.685	-79.7%	1.120
ATR	0.639	0.606	-0.033	-5.2%	0.000
Volume	3,344	1,012	-2,332	-69.7%	9,339

Daily Pivots for day following 26-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.507	100.408	100.056
R3	100.332	100.233	100.008
R2	100.157	100.157	99.992
R1	100.058	100.058	99.976	100.108
PP	99.982	99.982	99.982	100.006
S1	99.883	99.883	99.944	99.933
S2	99.807	99.807	99.928
S3	99.632	99.708	99.912
S4	99.457	99.533	99.864

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.977	102.495	100.388
R3	101.857	101.375	100.080
R2	100.737	100.737	99.977
R1	100.255	100.255	99.875	100.496
PP	99.617	99.617	99.617	99.738
S1	99.135	99.135	99.669	99.376
S2	98.497	98.497	99.567
S3	97.377	98.015	99.464
S4	96.257	96.895	99.156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.360	99.220	1.140	1.1%	0.487	0.5%	65%	False	False	2,279
10	100.360	98.815	1.545	1.5%	0.523	0.5%	74%	False	False	1,981
20	100.360	96.875	3.485	3.5%	0.597	0.6%	89%	False	False	1,436
40	100.360	94.050	6.310	6.3%	0.623	0.6%	94%	False	False	884
60	100.360	94.050	6.310	6.3%	0.599	0.6%	94%	False	False	618
80	100.360	93.125	7.235	7.2%	0.631	0.6%	94%	False	False	472
100	100.360	93.125	7.235	7.2%	0.606	0.6%	94%	False	False	381
120	100.360	93.125	7.235	7.2%	0.569	0.6%	94%	False	False	319

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	0.088
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	100.824
2.618	100.538
1.618	100.363
1.000	100.255
0.618	100.188
HIGH	100.080
0.618	100.013
0.500	99.993
0.382	99.972
LOW	99.905
0.618	99.797
1.000	99.730
1.618	99.622
2.618	99.447
4.250	99.161

Fisher Pivots for day following 26-Nov-2015
Pivot	1 day	3 day
R1	99.993	99.950
PP	99.982	99.940
S1	99.971	99.930

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