ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 97.740 98.300 0.560 0.6% 98.580
High 98.390 98.800 0.410 0.4% 99.065
Low 97.335 97.865 0.530 0.5% 97.450
Close 98.386 97.979 -0.407 -0.4% 97.701
Range 1.055 0.935 -0.120 -11.4% 1.615
ATR 0.689 0.707 0.018 2.5% 0.000
Volume 116 179 63 54.3% 621
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 101.020 100.434 98.493
R3 100.085 99.499 98.236
R2 99.150 99.150 98.150
R1 98.564 98.564 98.065 98.390
PP 98.215 98.215 98.215 98.127
S1 97.629 97.629 97.893 97.455
S2 97.280 97.280 97.808
S3 96.345 96.694 97.722
S4 95.410 95.759 97.465
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 102.917 101.924 98.589
R3 101.302 100.309 98.145
R2 99.687 99.687 97.997
R1 98.694 98.694 97.849 98.383
PP 98.072 98.072 98.072 97.917
S1 97.079 97.079 97.553 96.768
S2 96.457 96.457 97.405
S3 94.842 95.464 97.257
S4 93.227 93.849 96.813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.800 97.335 1.465 1.5% 0.751 0.8% 44% True False 158
10 100.700 97.335 3.365 3.4% 0.912 0.9% 19% False False 146
20 100.700 97.335 3.365 3.4% 0.670 0.7% 19% False False 101
40 100.700 95.985 4.715 4.8% 0.531 0.5% 42% False False 55
60 100.700 94.317 6.383 6.5% 0.442 0.5% 57% False False 39
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 0.173
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.774
2.618 101.248
1.618 100.313
1.000 99.735
0.618 99.378
HIGH 98.800
0.618 98.443
0.500 98.333
0.382 98.222
LOW 97.865
0.618 97.287
1.000 96.930
1.618 96.352
2.618 95.417
4.250 93.891
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 98.333 98.068
PP 98.215 98.038
S1 98.097 98.009

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

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