ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 99.810 99.460 -0.350 -0.4% 99.600
High 99.810 99.915 0.105 0.1% 100.210
Low 99.175 99.450 0.275 0.3% 99.175
Close 99.362 99.912 0.550 0.6% 99.912
Range 0.635 0.465 -0.170 -26.8% 1.035
ATR 0.514 0.517 0.003 0.5% 0.000
Volume 27 108 81 300.0% 222
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 101.154 100.998 100.168
R3 100.689 100.533 100.040
R2 100.224 100.224 99.997
R1 100.068 100.068 99.955 100.146
PP 99.759 99.759 99.759 99.798
S1 99.603 99.603 99.869 99.681
S2 99.294 99.294 99.827
S3 98.829 99.138 99.784
S4 98.364 98.673 99.656
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 102.871 102.426 100.481
R3 101.836 101.391 100.197
R2 100.801 100.801 100.102
R1 100.356 100.356 100.007 100.579
PP 99.766 99.766 99.766 99.877
S1 99.321 99.321 99.817 99.544
S2 98.731 98.731 99.722
S3 97.696 98.286 99.627
S4 96.661 97.251 99.343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.210 99.175 1.035 1.0% 0.456 0.5% 71% False False 44
10 100.210 99.058 1.152 1.2% 0.387 0.4% 74% False False 26
20 100.210 97.185 3.025 3.0% 0.360 0.4% 90% False False 15
40 100.210 94.317 5.893 5.9% 0.330 0.3% 95% False False 10
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.891
2.618 101.132
1.618 100.667
1.000 100.380
0.618 100.202
HIGH 99.915
0.618 99.737
0.500 99.683
0.382 99.628
LOW 99.450
0.618 99.163
1.000 98.985
1.618 98.698
2.618 98.233
4.250 97.474
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 99.836 99.839
PP 99.759 99.766
S1 99.683 99.693

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

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