ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 96.100 95.275 -0.825 -0.9% 95.130
High 96.200 95.285 -0.915 -1.0% 96.410
Low 95.165 94.680 -0.485 -0.5% 95.080
Close 95.216 94.904 -0.312 -0.3% 96.226
Range 1.035 0.605 -0.430 -41.5% 1.330
ATR 0.629 0.627 -0.002 -0.3% 0.000
Volume 309 238 -71 -23.0% 558
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 96.771 96.443 95.237
R3 96.166 95.838 95.070
R2 95.561 95.561 95.015
R1 95.233 95.233 94.959 95.095
PP 94.956 94.956 94.956 94.887
S1 94.628 94.628 94.849 94.490
S2 94.351 94.351 94.793
S3 93.746 94.023 94.738
S4 93.141 93.418 94.571
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 94.680 1.765 1.9% 0.581 0.6% 13% False True 217
10 97.100 94.655 2.445 2.6% 0.671 0.7% 10% False False 193
20 98.745 94.655 4.090 4.3% 0.660 0.7% 6% False False 143
40 98.915 94.655 4.260 4.5% 0.549 0.6% 6% False False 86
60 100.030 94.655 5.375 5.7% 0.486 0.5% 5% False False 61
80 100.030 94.655 5.375 5.7% 0.473 0.5% 5% False False 49
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 0.063
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.856
2.618 96.869
1.618 96.264
1.000 95.890
0.618 95.659
HIGH 95.285
0.618 95.054
0.500 94.983
0.382 94.911
LOW 94.680
0.618 94.306
1.000 94.075
1.618 93.701
2.618 93.096
4.250 92.109
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 94.983 95.563
PP 94.956 95.343
S1 94.930 95.124

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

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