ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 100.360 99.980 -0.380 -0.4% 99.840
High 100.370 100.650 0.280 0.3% 100.405
Low 99.890 99.960 0.070 0.1% 99.500
Close 99.955 100.145 0.190 0.2% 100.211
Range 0.480 0.690 0.210 43.8% 0.905
ATR 0.572 0.580 0.009 1.5% 0.000
Volume 3,688 6,065 2,377 64.5% 11,493
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 102.322 101.923 100.525
R3 101.632 101.233 100.335
R2 100.942 100.942 100.272
R1 100.543 100.543 100.208 100.743
PP 100.252 100.252 100.252 100.351
S1 99.853 99.853 100.082 100.053
S2 99.562 99.562 100.019
S3 98.872 99.163 99.955
S4 98.182 98.473 99.766
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.754 102.387 100.709
R3 101.849 101.482 100.460
R2 100.944 100.944 100.377
R1 100.577 100.577 100.294 100.761
PP 100.039 100.039 100.039 100.130
S1 99.672 99.672 100.128 99.856
S2 99.134 99.134 100.045
S3 98.229 98.767 99.962
S4 97.324 97.862 99.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.650 99.845 0.805 0.8% 0.430 0.4% 37% True False 3,186
10 100.650 98.980 1.670 1.7% 0.512 0.5% 70% True False 2,892
20 100.650 98.080 2.570 2.6% 0.569 0.6% 80% True False 2,035
40 100.650 94.050 6.600 6.6% 0.599 0.6% 92% True False 1,228
60 100.650 94.050 6.600 6.6% 0.618 0.6% 92% True False 862
80 100.650 93.125 7.525 7.5% 0.615 0.6% 93% True False 657
100 100.650 93.125 7.525 7.5% 0.598 0.6% 93% True False 530
120 100.650 93.125 7.525 7.5% 0.570 0.6% 93% True False 443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.086
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.583
2.618 102.456
1.618 101.766
1.000 101.340
0.618 101.076
HIGH 100.650
0.618 100.386
0.500 100.305
0.382 100.224
LOW 99.960
0.618 99.534
1.000 99.270
1.618 98.844
2.618 98.154
4.250 97.028
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 100.305 100.270
PP 100.252 100.228
S1 100.198 100.187

These figures are updated between 7pm and 10pm EST after a trading day.

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