ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 98.405 99.125 0.720 0.7% 98.920
High 99.035 99.420 0.385 0.4% 99.835
Low 98.250 98.755 0.505 0.5% 98.240
Close 98.882 99.122 0.240 0.2% 98.689
Range 0.785 0.665 -0.120 -15.3% 1.595
ATR 0.703 0.700 -0.003 -0.4% 0.000
Volume 81 167 86 106.2% 1,045
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 101.094 100.773 99.488
R3 100.429 100.108 99.305
R2 99.764 99.764 99.244
R1 99.443 99.443 99.183 99.271
PP 99.099 99.099 99.099 99.013
S1 98.778 98.778 99.061 98.606
S2 98.434 98.434 99.000
S3 97.769 98.113 98.939
S4 97.104 97.448 98.756
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 103.706 102.793 99.566
R3 102.111 101.198 99.128
R2 100.516 100.516 98.981
R1 99.603 99.603 98.835 99.262
PP 98.921 98.921 98.921 98.751
S1 98.008 98.008 98.543 97.667
S2 97.326 97.326 98.397
S3 95.731 96.413 98.250
S4 94.136 94.818 97.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.810 98.250 1.560 1.6% 0.792 0.8% 56% False False 161
10 99.835 97.950 1.885 1.9% 0.723 0.7% 62% False False 194
20 99.835 97.335 2.500 2.5% 0.645 0.7% 71% False False 149
40 100.700 97.335 3.365 3.4% 0.622 0.6% 53% False False 118
60 100.700 95.050 5.650 5.7% 0.530 0.5% 72% False False 81
80 100.700 94.317 6.383 6.4% 0.470 0.5% 75% False False 62
Crabel Price Patterns
NR True
NR4 True
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 0.133
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.246
2.618 101.161
1.618 100.496
1.000 100.085
0.618 99.831
HIGH 99.420
0.618 99.166
0.500 99.088
0.382 99.009
LOW 98.755
0.618 98.344
1.000 98.090
1.618 97.679
2.618 97.014
4.250 95.929
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 99.111 99.026
PP 99.099 98.931
S1 99.088 98.835

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

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