ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 96.339 96.480 0.141 0.1% 95.720
High 96.339 96.840 0.501 0.5% 97.000
Low 96.339 96.480 0.141 0.1% 95.720
Close 96.339 96.840 0.501 0.5% 96.772
Range 0.000 0.360 0.360 1.280
ATR 0.454 0.457 0.003 0.7% 0.000
Volume 0 5 5 27
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 97.800 97.680 97.038
R3 97.440 97.320 96.939
R2 97.080 97.080 96.906
R1 96.960 96.960 96.873 97.020
PP 96.720 96.720 96.720 96.750
S1 96.600 96.600 96.807 96.660
S2 96.360 96.360 96.774
S3 96.000 96.240 96.741
S4 95.640 95.880 96.642
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 100.337 99.835 97.476
R3 99.057 98.555 97.124
R2 97.777 97.777 97.007
R1 97.275 97.275 96.889 97.526
PP 96.497 96.497 96.497 96.623
S1 95.995 95.995 96.655 96.246
S2 95.217 95.217 96.537
S3 93.937 94.715 96.420
S4 92.657 93.435 96.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.000 95.780 1.220 1.3% 0.283 0.3% 87% False False 5
10 97.000 94.570 2.430 2.5% 0.355 0.4% 93% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.370
2.618 97.782
1.618 97.422
1.000 97.200
0.618 97.062
HIGH 96.840
0.618 96.702
0.500 96.660
0.382 96.618
LOW 96.480
0.618 96.258
1.000 96.120
1.618 95.898
2.618 95.538
4.250 94.950
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 96.780 96.757
PP 96.720 96.673
S1 96.660 96.590

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

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