ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 96.445 96.100 -0.345 -0.4% 95.130
High 96.445 96.200 -0.245 -0.3% 96.410
Low 95.955 95.165 -0.790 -0.8% 95.080
Close 96.010 95.216 -0.794 -0.8% 96.226
Range 0.490 1.035 0.545 111.2% 1.330
ATR 0.597 0.629 0.031 5.2% 0.000
Volume 250 309 59 23.6% 558
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 98.632 97.959 95.785
R3 97.597 96.924 95.501
R2 96.562 96.562 95.406
R1 95.889 95.889 95.311 95.708
PP 95.527 95.527 95.527 95.437
S1 94.854 94.854 95.121 94.673
S2 94.492 94.492 95.026
S3 93.457 93.819 94.931
S4 92.422 92.784 94.647
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 99.895 99.391 96.958
R3 98.565 98.061 96.592
R2 97.235 97.235 96.470
R1 96.731 96.731 96.348 96.983
PP 95.905 95.905 95.905 96.032
S1 95.401 95.401 96.104 95.653
S2 94.575 94.575 95.982
S3 93.245 94.071 95.860
S4 91.915 92.741 95.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.445 95.165 1.280 1.3% 0.544 0.6% 4% False True 197
10 97.100 94.655 2.445 2.6% 0.639 0.7% 23% False False 174
20 98.745 94.655 4.090 4.3% 0.636 0.7% 14% False False 131
40 99.140 94.655 4.485 4.7% 0.537 0.6% 13% False False 80
60 100.030 94.655 5.375 5.6% 0.487 0.5% 10% False False 57
80 100.030 94.655 5.375 5.6% 0.471 0.5% 10% False False 46
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 0.072
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.599
2.618 98.910
1.618 97.875
1.000 97.235
0.618 96.840
HIGH 96.200
0.618 95.805
0.500 95.683
0.382 95.560
LOW 95.165
0.618 94.525
1.000 94.130
1.618 93.490
2.618 92.455
4.250 90.766
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 95.683 95.805
PP 95.527 95.609
S1 95.372 95.412

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

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