ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 96.130 96.445 0.315 0.3% 95.130
High 96.410 96.445 0.035 0.0% 96.410
Low 96.130 95.955 -0.175 -0.2% 95.080
Close 96.226 96.010 -0.216 -0.2% 96.226
Range 0.280 0.490 0.210 75.0% 1.330
ATR 0.606 0.597 -0.008 -1.4% 0.000
Volume 183 250 67 36.6% 558
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 97.607 97.298 96.280
R3 97.117 96.808 96.145
R2 96.627 96.627 96.100
R1 96.318 96.318 96.055 96.228
PP 96.137 96.137 96.137 96.091
S1 95.828 95.828 95.965 95.738
S2 95.647 95.647 95.920
S3 95.157 95.338 95.875
S4 94.667 94.848 95.741
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 99.895 99.391 96.958
R3 98.565 98.061 96.592
R2 97.235 97.235 96.470
R1 96.731 96.731 96.348 96.983
PP 95.905 95.905 95.905 96.032
S1 95.401 95.401 96.104 95.653
S2 94.575 94.575 95.982
S3 93.245 94.071 95.860
S4 91.915 92.741 95.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.445 95.080 1.365 1.4% 0.407 0.4% 68% True False 161
10 97.100 94.655 2.445 2.5% 0.576 0.6% 55% False False 145
20 98.745 94.655 4.090 4.3% 0.609 0.6% 33% False False 119
40 99.170 94.655 4.515 4.7% 0.511 0.5% 30% False False 72
60 100.030 94.655 5.375 5.6% 0.479 0.5% 25% False False 52
80 100.890 94.655 6.235 6.5% 0.494 0.5% 22% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.528
2.618 97.728
1.618 97.238
1.000 96.935
0.618 96.748
HIGH 96.445
0.618 96.258
0.500 96.200
0.382 96.142
LOW 95.955
0.618 95.652
1.000 95.465
1.618 95.162
2.618 94.672
4.250 93.873
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 96.200 96.075
PP 96.137 96.053
S1 96.073 96.032

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

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