ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 96.710 96.900 0.190 0.2% 97.405
High 96.890 97.100 0.210 0.2% 98.500
Low 96.610 95.735 -0.875 -0.9% 96.110
Close 96.723 95.980 -0.743 -0.8% 96.287
Range 0.280 1.365 1.085 387.5% 2.390
ATR 0.594 0.649 0.055 9.3% 0.000
Volume 41 94 53 129.3% 736
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 100.367 99.538 96.731
R3 99.002 98.173 96.355
R2 97.637 97.637 96.230
R1 96.808 96.808 96.105 96.540
PP 96.272 96.272 96.272 96.138
S1 95.443 95.443 95.855 95.175
S2 94.907 94.907 95.730
S3 93.542 94.078 95.605
S4 92.177 92.713 95.229
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 104.136 102.601 97.602
R3 101.746 100.211 96.944
R2 99.356 99.356 96.725
R1 97.821 97.821 96.506 97.394
PP 96.966 96.966 96.966 96.752
S1 95.431 95.431 96.068 95.004
S2 94.576 94.576 95.849
S3 92.186 93.041 95.630
S4 89.796 90.651 94.973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.500 95.735 2.765 2.9% 0.971 1.0% 9% False True 79
10 98.500 95.735 2.765 2.9% 0.745 0.8% 9% False True 94
20 98.745 95.735 3.010 3.1% 0.531 0.6% 8% False True 62
40 100.030 95.500 4.530 4.7% 0.504 0.5% 11% False False 42
60 100.030 95.500 4.530 4.7% 0.440 0.5% 11% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.222
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.901
2.618 100.674
1.618 99.309
1.000 98.465
0.618 97.944
HIGH 97.100
0.618 96.579
0.500 96.418
0.382 96.256
LOW 95.735
0.618 94.891
1.000 94.370
1.618 93.526
2.618 92.161
4.250 89.934
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 96.418 96.418
PP 96.272 96.272
S1 96.126 96.126

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

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