ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 93.960 94.165 0.205 0.2% 93.000
High 94.280 94.385 0.105 0.1% 94.005
Low 93.880 94.140 0.260 0.3% 92.000
Close 94.210 94.352 0.142 0.2% 93.973
Range 0.400 0.245 -0.155 -38.8% 2.005
ATR 0.650 0.621 -0.029 -4.5% 0.000
Volume 595 324 -271 -45.5% 3,472
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 95.027 94.935 94.487
R3 94.782 94.690 94.419
R2 94.537 94.537 94.397
R1 94.445 94.445 94.374 94.491
PP 94.292 94.292 94.292 94.316
S1 94.200 94.200 94.330 94.246
S2 94.047 94.047 94.307
S3 93.802 93.955 94.285
S4 93.557 93.710 94.217
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 99.341 98.662 95.076
R3 97.336 96.657 94.524
R2 95.331 95.331 94.341
R1 94.652 94.652 94.157 94.992
PP 93.326 93.326 93.326 93.496
S1 92.647 92.647 93.789 92.987
S2 91.321 91.321 93.605
S3 89.316 90.642 93.422
S4 87.311 88.637 92.870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.385 92.960 1.425 1.5% 0.520 0.6% 98% True False 564
10 94.975 92.000 2.975 3.2% 0.658 0.7% 79% False False 593
20 95.270 92.000 3.270 3.5% 0.624 0.7% 72% False False 477
40 97.100 92.000 5.100 5.4% 0.621 0.7% 46% False False 342
60 98.745 92.000 6.745 7.1% 0.571 0.6% 35% False False 247
80 100.030 92.000 8.030 8.5% 0.546 0.6% 29% False False 190
100 100.030 92.000 8.030 8.5% 0.503 0.5% 29% False False 155
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.145
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 95.426
2.618 95.026
1.618 94.781
1.000 94.630
0.618 94.536
HIGH 94.385
0.618 94.291
0.500 94.263
0.382 94.234
LOW 94.140
0.618 93.989
1.000 93.895
1.618 93.744
2.618 93.499
4.250 93.099
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 94.322 94.166
PP 94.292 93.979
S1 94.263 93.793

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

View Archives - Comment on this page... - Back to Index of Symbols