ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 98.370 98.430 0.060 0.1% 97.915
High 98.715 98.430 -0.285 -0.3% 99.405
Low 98.370 98.020 -0.350 -0.4% 97.335
Close 98.457 98.111 -0.346 -0.4% 98.826
Range 0.345 0.410 0.065 18.8% 2.070
ATR 0.685 0.668 -0.018 -2.6% 0.000
Volume 52 64 12 23.1% 640
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 99.417 99.174 98.337
R3 99.007 98.764 98.224
R2 98.597 98.597 98.186
R1 98.354 98.354 98.149 98.271
PP 98.187 98.187 98.187 98.145
S1 97.944 97.944 98.073 97.861
S2 97.777 97.777 98.036
S3 97.367 97.534 97.998
S4 96.957 97.124 97.886
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 99.375 98.020 1.355 1.4% 0.453 0.5% 7% False True 94
10 99.405 97.335 2.070 2.1% 0.615 0.6% 37% False False 108
20 100.700 97.335 3.365 3.4% 0.683 0.7% 23% False False 114
40 100.700 97.185 3.515 3.6% 0.548 0.6% 26% False False 70
60 100.700 94.317 6.383 6.5% 0.465 0.5% 59% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.141
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.173
2.618 99.503
1.618 99.093
1.000 98.840
0.618 98.683
HIGH 98.430
0.618 98.273
0.500 98.225
0.382 98.177
LOW 98.020
0.618 97.767
1.000 97.610
1.618 97.357
2.618 96.947
4.250 96.278
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 98.225 98.368
PP 98.187 98.282
S1 98.149 98.197

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

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