ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 98.975 99.600 0.625 0.6% 98.020
High 99.835 99.810 -0.025 0.0% 98.885
Low 98.975 99.285 0.310 0.3% 97.950
Close 99.599 99.364 -0.235 -0.2% 98.840
Range 0.860 0.525 -0.335 -39.0% 0.935
ATR 0.648 0.639 -0.009 -1.4% 0.000
Volume 311 132 -179 -57.6% 708
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 101.061 100.738 99.653
R3 100.536 100.213 99.508
R2 100.011 100.011 99.460
R1 99.688 99.688 99.412 99.587
PP 99.486 99.486 99.486 99.436
S1 99.163 99.163 99.316 99.062
S2 98.961 98.961 99.268
S3 98.436 98.638 99.220
S4 97.911 98.113 99.075
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 101.363 101.037 99.354
R3 100.428 100.102 99.097
R2 99.493 99.493 99.011
R1 99.167 99.167 98.926 99.330
PP 98.558 98.558 98.558 98.640
S1 98.232 98.232 98.754 98.395
S2 97.623 97.623 98.669
S3 96.688 97.297 98.583
S4 95.753 96.362 98.326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.835 98.240 1.595 1.6% 0.646 0.7% 70% False False 221
10 99.835 97.950 1.885 1.9% 0.520 0.5% 75% False False 159
20 99.835 97.335 2.500 2.5% 0.603 0.6% 81% False False 145
40 100.700 97.335 3.365 3.4% 0.564 0.6% 60% False False 102
60 100.700 94.317 6.383 6.4% 0.494 0.5% 79% False False 70
80 100.700 94.317 6.383 6.4% 0.445 0.4% 79% False False 54
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.095
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.041
2.618 101.184
1.618 100.659
1.000 100.335
0.618 100.134
HIGH 99.810
0.618 99.609
0.500 99.548
0.382 99.486
LOW 99.285
0.618 98.961
1.000 98.760
1.618 98.436
2.618 97.911
4.250 97.054
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 99.548 99.255
PP 99.486 99.146
S1 99.425 99.038

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

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