ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 94.165 94.300 0.135 0.1% 93.000
High 94.385 94.305 -0.080 -0.1% 94.005
Low 94.140 93.750 -0.390 -0.4% 92.000
Close 94.352 93.880 -0.472 -0.5% 93.973
Range 0.245 0.555 0.310 126.5% 2.005
ATR 0.621 0.620 -0.001 -0.2% 0.000
Volume 324 317 -7 -2.2% 3,472
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 95.643 95.317 94.185
R3 95.088 94.762 94.033
R2 94.533 94.533 93.982
R1 94.207 94.207 93.931 94.093
PP 93.978 93.978 93.978 93.921
S1 93.652 93.652 93.829 93.538
S2 93.423 93.423 93.778
S3 92.868 93.097 93.727
S4 92.313 92.542 93.575
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 93.200 1.185 1.3% 0.533 0.6% 57% False False 498
10 94.615 92.000 2.615 2.8% 0.636 0.7% 72% False False 602
20 95.270 92.000 3.270 3.5% 0.611 0.7% 57% False False 472
40 97.100 92.000 5.100 5.4% 0.628 0.7% 37% False False 349
60 98.745 92.000 6.745 7.2% 0.575 0.6% 28% False False 252
80 100.030 92.000 8.030 8.6% 0.549 0.6% 23% False False 194
100 100.030 92.000 8.030 8.6% 0.506 0.5% 23% False False 158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.115
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.664
2.618 95.758
1.618 95.203
1.000 94.860
0.618 94.648
HIGH 94.305
0.618 94.093
0.500 94.028
0.382 93.962
LOW 93.750
0.618 93.407
1.000 93.195
1.618 92.852
2.618 92.297
4.250 91.391
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 94.028 94.068
PP 93.978 94.005
S1 93.929 93.943

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

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