ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	99.725	99.415	-0.310	-0.3%	99.080
High	99.725	99.575	-0.150	-0.2%	99.985
Low	99.395	99.180	-0.215	-0.2%	98.800
Close	99.506	99.230	-0.276	-0.3%	99.746
Range	0.330	0.395	0.065	19.7%	1.185
ATR	0.624	0.608	-0.016	-2.6%	0.000
Volume	299	224	-75	-25.1%	1,670

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.513	100.267	99.447
R3	100.118	99.872	99.339
R2	99.723	99.723	99.302
R1	99.477	99.477	99.266	99.403
PP	99.328	99.328	99.328	99.291
S1	99.082	99.082	99.194	99.008
S2	98.933	98.933	99.158
S3	98.538	98.687	99.121
S4	98.143	98.292	99.013

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.065	102.591	100.398
R3	101.880	101.406	100.072
R2	100.695	100.695	99.963
R1	100.221	100.221	99.855	100.458
PP	99.510	99.510	99.510	99.629
S1	99.036	99.036	99.637	99.273
S2	98.325	98.325	99.529
S3	97.140	97.851	99.420
S4	95.955	96.666	99.094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.985	98.800	1.185	1.2%	0.521	0.5%	36%	False	False	389
10	99.985	98.545	1.440	1.5%	0.521	0.5%	48%	False	False	338
20	99.985	97.950	2.035	2.1%	0.622	0.6%	63%	False	False	266
40	100.700	97.335	3.365	3.4%	0.648	0.7%	56%	False	False	191
60	100.700	97.205	3.495	3.5%	0.568	0.6%	58%	False	False	136
80	100.700	94.317	6.383	6.4%	0.493	0.5%	77%	False	False	103

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	101.254
2.618	100.609
1.618	100.214
1.000	99.970
0.618	99.819
HIGH	99.575
0.618	99.424
0.500	99.378
0.382	99.331
LOW	99.180
0.618	98.936
1.000	98.785
1.618	98.541
2.618	98.146
4.250	97.501

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	99.378	99.465
PP	99.328	99.387
S1	99.279	99.308

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols