ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 94.130 94.215 0.085 0.1% 92.995
High 94.335 94.215 -0.120 -0.1% 93.955
Low 94.015 93.650 -0.365 -0.4% 91.880
Close 94.267 93.790 -0.477 -0.5% 93.883
Range 0.320 0.565 0.245 76.6% 2.075
ATR 0.666 0.663 -0.004 -0.5% 0.000
Volume 13,362 18,917 5,555 41.6% 123,915
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 95.580 95.250 94.101
R3 95.015 94.685 93.945
R2 94.450 94.450 93.894
R1 94.120 94.120 93.842 94.003
PP 93.885 93.885 93.885 93.826
S1 93.555 93.555 93.738 93.438
S2 93.320 93.320 93.686
S3 92.755 92.990 93.635
S4 92.190 92.425 93.479
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 99.464 98.749 95.024
R3 97.389 96.674 94.454
R2 95.314 95.314 94.263
R1 94.599 94.599 94.073 94.957
PP 93.239 93.239 93.239 93.418
S1 92.524 92.524 93.693 92.882
S2 91.164 91.164 93.503
S3 89.089 90.449 93.312
S4 87.014 88.374 92.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.335 93.085 1.250 1.3% 0.568 0.6% 56% False False 17,189
10 94.570 91.880 2.690 2.9% 0.673 0.7% 71% False False 23,287
20 95.210 91.880 3.330 3.6% 0.647 0.7% 57% False False 22,405
40 97.090 91.880 5.210 5.6% 0.679 0.7% 37% False False 22,201
60 98.700 91.880 6.820 7.3% 0.691 0.7% 28% False False 17,844
80 99.985 91.880 8.105 8.6% 0.717 0.8% 24% False False 13,518
100 99.985 91.880 8.105 8.6% 0.691 0.7% 24% False False 10,852
120 100.700 91.880 8.820 9.4% 0.689 0.7% 22% False False 9,061
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.128
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.616
2.618 95.694
1.618 95.129
1.000 94.780
0.618 94.564
HIGH 94.215
0.618 93.999
0.500 93.933
0.382 93.866
LOW 93.650
0.618 93.301
1.000 93.085
1.618 92.736
2.618 92.171
4.250 91.249
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 93.933 93.993
PP 93.885 93.925
S1 93.838 93.858

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

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