ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 98.440 98.335 -0.105 -0.1% 96.800
High 98.700 98.440 -0.260 -0.3% 98.385
Low 98.255 97.560 -0.695 -0.7% 96.800
Close 98.325 97.686 -0.639 -0.6% 98.293
Range 0.445 0.880 0.435 97.8% 1.585
ATR 0.691 0.705 0.013 1.9% 0.000
Volume 970 1,895 925 95.4% 5,833
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 100.535 99.991 98.170
R3 99.655 99.111 97.928
R2 98.775 98.775 97.847
R1 98.231 98.231 97.767 98.063
PP 97.895 97.895 97.895 97.812
S1 97.351 97.351 97.605 97.183
S2 97.015 97.015 97.525
S3 96.135 96.471 97.444
S4 95.255 95.591 97.202
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 102.581 102.022 99.165
R3 100.996 100.437 98.729
R2 99.411 99.411 98.584
R1 98.852 98.852 98.438 99.132
PP 97.826 97.826 97.826 97.966
S1 97.267 97.267 98.148 97.547
S2 96.241 96.241 98.002
S3 94.656 95.682 97.857
S4 93.071 94.097 97.421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.700 97.270 1.430 1.5% 0.690 0.7% 29% False False 1,515
10 98.700 96.710 1.990 2.0% 0.644 0.7% 49% False False 1,327
20 98.700 95.405 3.295 3.4% 0.703 0.7% 69% False False 927
40 99.985 95.405 4.580 4.7% 0.703 0.7% 50% False False 664
60 99.985 95.405 4.580 4.7% 0.683 0.7% 50% False False 495
80 100.700 95.405 5.295 5.4% 0.645 0.7% 43% False False 386
100 100.700 94.317 6.383 6.5% 0.588 0.6% 53% False False 310
120 100.700 94.317 6.383 6.5% 0.541 0.6% 53% False False 259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 102.180
2.618 100.744
1.618 99.864
1.000 99.320
0.618 98.984
HIGH 98.440
0.618 98.104
0.500 98.000
0.382 97.896
LOW 97.560
0.618 97.016
1.000 96.680
1.618 96.136
2.618 95.256
4.250 93.820
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 98.000 98.130
PP 97.895 97.982
S1 97.791 97.834

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

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