ICE US Dollar Index Future March 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 100.190 98.110 -2.080 -2.1% 100.275
High 100.700 98.740 -1.960 -1.9% 100.700
Low 97.705 97.660 -0.045 0.0% 97.660
Close 97.754 98.453 0.699 0.7% 98.453
Range 2.995 1.080 -1.915 -63.9% 3.040
ATR 0.753 0.776 0.023 3.1% 0.000
Volume 24,342 9,788 -14,554 -59.8% 46,502
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 101.524 101.069 99.047
R3 100.444 99.989 98.750
R2 99.364 99.364 98.651
R1 98.909 98.909 98.552 99.137
PP 98.284 98.284 98.284 98.398
S1 97.829 97.829 98.354 98.057
S2 97.204 97.204 98.255
S3 96.124 96.749 98.156
S4 95.044 95.669 97.859
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 108.058 106.295 100.125
R3 105.018 103.255 99.289
R2 101.978 101.978 99.010
R1 100.215 100.215 98.732 99.577
PP 98.938 98.938 98.938 98.618
S1 97.175 97.175 98.174 96.537
S2 95.898 95.898 97.896
S3 92.858 94.135 97.617
S4 89.818 91.095 96.781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.700 97.660 3.040 3.1% 1.098 1.1% 26% False True 9,300
10 100.700 97.660 3.040 3.1% 0.785 0.8% 26% False True 5,799
20 100.700 97.660 3.040 3.1% 0.682 0.7% 26% False True 3,648
40 100.700 94.050 6.650 6.8% 0.671 0.7% 66% False False 2,071
60 100.700 94.050 6.650 6.8% 0.667 0.7% 66% False False 1,430
80 100.700 93.125 7.575 7.7% 0.658 0.7% 70% False False 1,082
100 100.700 93.125 7.575 7.7% 0.635 0.6% 70% False False 871
120 100.700 93.125 7.575 7.7% 0.597 0.6% 70% False False 728
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.166
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.330
2.618 101.567
1.618 100.487
1.000 99.820
0.618 99.407
HIGH 98.740
0.618 98.327
0.500 98.200
0.382 98.073
LOW 97.660
0.618 96.993
1.000 96.580
1.618 95.913
2.618 94.833
4.250 93.070
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 98.369 99.180
PP 98.284 98.938
S1 98.200 98.695

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

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