ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 98.995 98.880 -0.115 -0.1% 99.650
High 98.995 99.980 0.985 1.0% 99.980
Low 98.615 98.880 0.265 0.3% 98.615
Close 98.694 99.775 1.081 1.1% 99.775
Range 0.380 1.100 0.720 189.5% 1.365
ATR 0.472 0.531 0.058 12.3% 0.000
Volume 27 29 2 7.4% 94
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 102.845 102.410 100.380
R3 101.745 101.310 100.078
R2 100.645 100.645 99.977
R1 100.210 100.210 99.876 100.428
PP 99.545 99.545 99.545 99.654
S1 99.110 99.110 99.674 99.328
S2 98.445 98.445 99.573
S3 97.345 98.010 99.473
S4 96.245 96.910 99.170
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 103.552 103.028 100.526
R3 102.187 101.663 100.150
R2 100.822 100.822 100.025
R1 100.298 100.298 99.900 100.560
PP 99.457 99.457 99.457 99.588
S1 98.933 98.933 99.650 99.195
S2 98.092 98.092 99.525
S3 96.727 97.568 99.400
S4 95.362 96.203 99.024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.980 98.615 1.365 1.4% 0.461 0.5% 85% True False 18
10 100.030 98.615 1.415 1.4% 0.375 0.4% 82% False False 10
20 100.030 98.403 1.627 1.6% 0.416 0.4% 84% False False 13
40 100.890 97.395 3.495 3.5% 0.477 0.5% 68% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 104.655
2.618 102.860
1.618 101.760
1.000 101.080
0.618 100.660
HIGH 99.980
0.618 99.560
0.500 99.430
0.382 99.300
LOW 98.880
0.618 98.200
1.000 97.780
1.618 97.100
2.618 96.000
4.250 94.205
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 99.660 99.616
PP 99.545 99.457
S1 99.430 99.298

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

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