ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 99.150 98.805 -0.345 -0.3% 97.915
High 99.375 98.865 -0.510 -0.5% 99.405
Low 98.815 98.405 -0.410 -0.4% 97.335
Close 98.826 98.459 -0.367 -0.4% 98.826
Range 0.560 0.460 -0.100 -17.9% 2.070
ATR 0.746 0.726 -0.020 -2.7% 0.000
Volume 129 80 -49 -38.0% 640
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 99.956 99.668 98.712
R3 99.496 99.208 98.586
R2 99.036 99.036 98.543
R1 98.748 98.748 98.501 98.662
PP 98.576 98.576 98.576 98.534
S1 98.288 98.288 98.417 98.202
S2 98.116 98.116 98.375
S3 97.656 97.828 98.333
S4 97.196 97.368 98.206
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 104.732 103.849 99.965
R3 102.662 101.779 99.395
R2 100.592 100.592 99.206
R1 99.709 99.709 99.016 100.151
PP 98.522 98.522 98.522 98.743
S1 97.639 97.639 98.636 98.081
S2 96.452 96.452 98.447
S3 94.382 95.569 98.257
S4 92.312 93.499 97.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.405 97.335 2.070 2.1% 0.733 0.7% 54% False False 130
10 99.405 97.335 2.070 2.1% 0.687 0.7% 54% False False 131
20 100.700 97.335 3.365 3.4% 0.685 0.7% 33% False False 110
40 100.700 97.185 3.515 3.6% 0.530 0.5% 36% False False 64
60 100.700 94.317 6.383 6.5% 0.453 0.5% 65% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.150
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 100.820
2.618 100.069
1.618 99.609
1.000 99.325
0.618 99.149
HIGH 98.865
0.618 98.689
0.500 98.635
0.382 98.581
LOW 98.405
0.618 98.121
1.000 97.945
1.618 97.661
2.618 97.201
4.250 96.450
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 98.635 98.905
PP 98.576 98.756
S1 98.518 98.608

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

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