ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 100.210 99.810 -0.400 -0.4% 99.750
High 100.210 99.810 -0.400 -0.4% 99.910
Low 99.740 99.175 -0.565 -0.6% 99.058
Close 100.075 99.362 -0.713 -0.7% 99.435
Range 0.470 0.635 0.165 35.1% 0.852
ATR 0.484 0.514 0.030 6.1% 0.000
Volume 21 27 6 28.6% 47
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.354 100.993 99.711
R3 100.719 100.358 99.537
R2 100.084 100.084 99.478
R1 99.723 99.723 99.420 99.586
PP 99.449 99.449 99.449 99.381
S1 99.088 99.088 99.304 98.951
S2 98.814 98.814 99.246
S3 98.179 98.453 99.187
S4 97.544 97.818 99.013
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.024 101.581 99.904
R3 101.172 100.729 99.669
R2 100.320 100.320 99.591
R1 99.877 99.877 99.513 99.673
PP 99.468 99.468 99.468 99.365
S1 99.025 99.025 99.357 98.821
S2 98.616 98.616 99.279
S3 97.764 98.173 99.201
S4 96.912 97.321 98.966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.210 99.075 1.135 1.1% 0.435 0.4% 25% False False 25
10 100.210 98.200 2.010 2.0% 0.493 0.5% 58% False False 17
20 100.210 96.700 3.510 3.5% 0.382 0.4% 76% False False 11
40 100.210 94.317 5.893 5.9% 0.327 0.3% 86% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.509
2.618 101.472
1.618 100.837
1.000 100.445
0.618 100.202
HIGH 99.810
0.618 99.567
0.500 99.493
0.382 99.418
LOW 99.175
0.618 98.783
1.000 98.540
1.618 98.148
2.618 97.513
4.250 96.476
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 99.493 99.693
PP 99.449 99.582
S1 99.406 99.472

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

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