ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 94.300 93.920 -0.380 -0.4% 93.000
High 94.305 94.213 -0.092 -0.1% 94.005
Low 93.750 93.890 0.140 0.1% 92.000
Close 93.880 94.213 0.333 0.4% 93.973
Range 0.555 0.323 -0.232 -41.8% 2.005
ATR 0.620 0.599 -0.020 -3.3% 0.000
Volume 317 370 53 16.7% 3,472
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 95.074 94.967 94.391
R3 94.751 94.644 94.302
R2 94.428 94.428 94.272
R1 94.321 94.321 94.243 94.375
PP 94.105 94.105 94.105 94.132
S1 93.998 93.998 94.183 94.052
S2 93.782 93.782 94.154
S3 93.459 93.675 94.124
S4 93.136 93.352 94.035
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% 0.466 0.5% 85% False False 434
10 94.385 92.000 2.385 2.5% 0.584 0.6% 93% False False 584
20 95.250 92.000 3.250 3.4% 0.605 0.6% 68% False False 469
40 96.445 92.000 4.445 4.7% 0.602 0.6% 50% False False 355
60 98.745 92.000 6.745 7.2% 0.578 0.6% 33% False False 257
80 100.030 92.000 8.030 8.5% 0.553 0.6% 28% False False 199
100 100.030 92.000 8.030 8.5% 0.505 0.5% 28% False False 162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.108
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.586
2.618 95.059
1.618 94.736
1.000 94.536
0.618 94.413
HIGH 94.213
0.618 94.090
0.500 94.052
0.382 94.013
LOW 93.890
0.618 93.690
1.000 93.567
1.618 93.367
2.618 93.044
4.250 92.517
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 94.159 94.165
PP 94.105 94.116
S1 94.052 94.068

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

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