ICE US Dollar Index Future March 2016

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	98.050	97.770	-0.280	-0.3%	98.455
High	98.155	97.990	-0.165	-0.2%	99.020
Low	97.375	97.310	-0.065	-0.1%	97.305
Close	97.606	97.653	0.047	0.0%	97.606
Range	0.780	0.680	-0.100	-12.8%	1.715
ATR	0.774	0.767	-0.007	-0.9%	0.000
Volume	40,128	25,958	-14,170	-35.3%	142,657

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.691	99.352	98.027
R3	99.011	98.672	97.840
R2	98.331	98.331	97.778
R1	97.992	97.992	97.715	97.822
PP	97.651	97.651	97.651	97.566
S1	97.312	97.312	97.591	97.142
S2	96.971	96.971	97.528
S3	96.291	96.632	97.466
S4	95.611	95.952	97.279

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.122	102.079	98.549
R3	101.407	100.364	98.078
R2	99.692	99.692	97.920
R1	98.649	98.649	97.763	98.313
PP	97.977	97.977	97.977	97.809
S1	96.934	96.934	97.449	96.598
S2	96.262	96.262	97.292
S3	94.547	95.219	97.134
S4	92.832	93.504	96.663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.885	97.305	1.580	1.6%	0.764	0.8%	22%	False	False	31,183
10	100.700	97.305	3.395	3.5%	0.970	1.0%	10%	False	False	21,249
20	100.700	97.305	3.395	3.5%	0.725	0.7%	10%	False	False	11,723
40	100.700	94.850	5.850	6.0%	0.705	0.7%	48%	False	False	6,237
60	100.700	94.050	6.650	6.8%	0.665	0.7%	54%	False	False	4,232
80	100.700	94.010	6.690	6.9%	0.653	0.7%	54%	False	False	3,186
100	100.700	93.125	7.575	7.8%	0.644	0.7%	60%	False	False	2,556
120	100.700	93.125	7.575	7.8%	0.614	0.6%	60%	False	False	2,132

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	0.143
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.880
2.618	99.770
1.618	99.090
1.000	98.670
0.618	98.410
HIGH	97.990
0.618	97.730
0.500	97.650
0.382	97.570
LOW	97.310
0.618	96.890
1.000	96.630
1.618	96.210
2.618	95.530
4.250	94.420

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	97.652	97.733
PP	97.651	97.706
S1	97.650	97.680

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