ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	98.455	98.860	0.405	0.4%	100.275
High	99.020	98.885	-0.135	-0.1%	100.700
Low	98.380	98.470	0.090	0.1%	97.660
Close	98.784	98.583	-0.201	-0.2%	98.453
Range	0.640	0.415	-0.225	-35.2%	3.040
ATR	0.767	0.741	-0.025	-3.3%	0.000
Volume	12,700	12,649	-51	-0.4%	46,502

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.891	99.652	98.811
R3	99.476	99.237	98.697
R2	99.061	99.061	98.659
R1	98.822	98.822	98.621	98.734
PP	98.646	98.646	98.646	98.602
S1	98.407	98.407	98.545	98.319
S2	98.231	98.231	98.507
S3	97.816	97.992	98.469
S4	97.401	97.577	98.355

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%	1.164	1.2%	30%	False	False	13,108
10	100.700	97.660	3.040	3.1%	0.814	0.8%	30%	False	False	7,875
20	100.700	97.660	3.040	3.1%	0.683	0.7%	30%	False	False	4,825
40	100.700	94.050	6.650	6.7%	0.680	0.7%	68%	False	False	2,686
60	100.700	94.050	6.650	6.7%	0.669	0.7%	68%	False	False	1,851
80	100.700	93.125	7.575	7.7%	0.667	0.7%	72%	False	False	1,399
100	100.700	93.125	7.575	7.7%	0.632	0.6%	72%	False	False	1,124
120	100.700	93.125	7.575	7.7%	0.604	0.6%	72%	False	False	939

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.165
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.649
2.618	99.971
1.618	99.556
1.000	99.300
0.618	99.141
HIGH	98.885
0.618	98.726
0.500	98.678
0.382	98.629
LOW	98.470
0.618	98.214
1.000	98.055
1.618	97.799
2.618	97.384
4.250	96.706

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	98.678	98.502
PP	98.646	98.421
S1	98.615	98.340

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