ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 93.820 94.150 0.330 0.4% 93.870
High 94.160 94.845 0.685 0.7% 94.845
Low 93.780 94.100 0.320 0.3% 93.650
Close 94.128 94.593 0.465 0.5% 94.593
Range 0.380 0.745 0.365 96.1% 1.195
ATR 0.643 0.650 0.007 1.1% 0.000
Volume 18,759 23,155 4,396 23.4% 88,201
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 96.748 96.415 95.003
R3 96.003 95.670 94.798
R2 95.258 95.258 94.730
R1 94.925 94.925 94.661 95.092
PP 94.513 94.513 94.513 94.596
S1 94.180 94.180 94.525 94.347
S2 93.768 93.768 94.456
S3 93.023 93.435 94.388
S4 92.278 92.690 94.183
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 97.948 97.465 95.250
R3 96.753 96.270 94.922
R2 95.558 95.558 94.812
R1 95.075 95.075 94.703 95.317
PP 94.363 94.363 94.363 94.483
S1 93.880 93.880 94.483 94.122
S2 93.168 93.168 94.374
S3 91.973 92.685 94.264
S4 90.778 91.490 93.936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.845 93.650 1.195 1.3% 0.481 0.5% 79% True False 17,640
10 94.845 91.880 2.965 3.1% 0.621 0.7% 92% True False 21,211
20 95.180 91.880 3.300 3.5% 0.649 0.7% 82% False False 22,525
40 96.420 91.880 4.540 4.8% 0.639 0.7% 60% False False 21,712
60 98.700 91.880 6.820 7.2% 0.696 0.7% 40% False False 18,532
80 99.955 91.880 8.075 8.5% 0.713 0.8% 34% False False 14,032
100 99.985 91.880 8.105 8.6% 0.693 0.7% 33% False False 11,269
120 100.700 91.880 8.820 9.3% 0.693 0.7% 31% False False 9,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.115
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.011
2.618 96.795
1.618 96.050
1.000 95.590
0.618 95.305
HIGH 94.845
0.618 94.560
0.500 94.473
0.382 94.385
LOW 94.100
0.618 93.640
1.000 93.355
1.618 92.895
2.618 92.150
4.250 90.934
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 94.553 94.478
PP 94.513 94.363
S1 94.473 94.248

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

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