ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 94.760 95.130 0.370 0.4% 96.405
High 95.185 95.430 0.245 0.3% 97.100
Low 94.655 95.080 0.425 0.4% 94.655
Close 95.165 95.339 0.174 0.2% 95.165
Range 0.530 0.350 -0.180 -34.0% 2.445
ATR 0.679 0.656 -0.024 -3.5% 0.000
Volume 300 132 -168 -56.0% 643
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 96.333 96.186 95.532
R3 95.983 95.836 95.435
R2 95.633 95.633 95.403
R1 95.486 95.486 95.371 95.560
PP 95.283 95.283 95.283 95.320
S1 95.136 95.136 95.307 95.210
S2 94.933 94.933 95.275
S3 94.583 94.786 95.243
S4 94.233 94.436 95.147
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 102.975 101.515 96.510
R3 100.530 99.070 95.837
R2 98.085 98.085 95.613
R1 96.625 96.625 95.389 96.133
PP 95.640 95.640 95.640 95.394
S1 94.180 94.180 94.941 93.688
S2 93.195 93.195 94.717
S3 90.750 91.735 94.493
S4 88.305 89.290 93.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.100 94.655 2.445 2.6% 0.733 0.8% 28% False False 151
10 98.500 94.655 3.845 4.0% 0.761 0.8% 18% False False 121
20 98.745 94.655 4.090 4.3% 0.619 0.6% 17% False False 92
40 99.980 94.655 5.325 5.6% 0.522 0.5% 13% False False 57
60 100.030 94.655 5.375 5.6% 0.470 0.5% 13% False False 43
Crabel Price Patterns
NR True
NR4 True
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 0.200
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.918
2.618 96.346
1.618 95.996
1.000 95.780
0.618 95.646
HIGH 95.430
0.618 95.296
0.500 95.255
0.382 95.214
LOW 95.080
0.618 94.864
1.000 94.730
1.618 94.514
2.618 94.164
4.250 93.593
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 95.311 95.317
PP 95.283 95.295
S1 95.255 95.273

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

View Archives - Comment on this page... - Back to Index of Symbols