ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 15-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 15-Feb-2016 Change Change % Previous Week
Open 95.815 96.400 0.585 0.6% 97.500
High 96.270 96.400 0.130 0.1% 97.500
Low 95.815 96.152 0.337 0.4% 95.500
Close 96.152 96.152 0.000 0.0% 96.152
Range 0.455 0.248 -0.207 -45.5% 2.000
ATR 0.605 0.579 -0.025 -4.2% 0.000
Volume 27 1 -26 -96.3% 56
Daily Pivots for day following 15-Feb-2016
Classic Woodie Camarilla DeMark
R4 96.979 96.813 96.288
R3 96.731 96.565 96.220
R2 96.483 96.483 96.197
R1 96.317 96.317 96.175 96.276
PP 96.235 96.235 96.235 96.214
S1 96.069 96.069 96.129 96.028
S2 95.987 95.987 96.107
S3 95.739 95.821 96.084
S4 95.491 95.573 96.016
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 102.384 101.268 97.252
R3 100.384 99.268 96.702
R2 98.384 98.384 96.519
R1 97.268 97.268 96.335 96.826
PP 96.384 96.384 96.384 96.163
S1 95.268 95.268 95.969 94.826
S2 94.384 94.384 95.785
S3 92.384 93.268 95.602
S4 90.384 91.268 95.052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.665 95.500 1.165 1.2% 0.342 0.4% 56% False False 11
10 99.140 95.500 3.640 3.8% 0.569 0.6% 18% False False 30
20 100.030 95.500 4.530 4.7% 0.472 0.5% 14% False False 20
40 100.030 95.500 4.530 4.7% 0.401 0.4% 14% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.454
2.618 97.049
1.618 96.801
1.000 96.648
0.618 96.553
HIGH 96.400
0.618 96.305
0.500 96.276
0.382 96.247
LOW 96.152
0.618 95.999
1.000 95.904
1.618 95.751
2.618 95.503
4.250 95.098
Fisher Pivots for day following 15-Feb-2016
Pivot 1 day 3 day
R1 96.276 96.085
PP 96.235 96.017
S1 96.193 95.950

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

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