ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 94.215 94.680 0.465 0.5% 93.960
High 94.910 94.735 -0.175 -0.2% 94.910
Low 94.185 94.490 0.305 0.3% 93.750
Close 94.673 94.625 -0.048 -0.1% 94.673
Range 0.725 0.245 -0.480 -66.2% 1.160
ATR 0.608 0.582 -0.026 -4.3% 0.000
Volume 533 337 -196 -36.8% 2,139
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 95.352 95.233 94.760
R3 95.107 94.988 94.692
R2 94.862 94.862 94.670
R1 94.743 94.743 94.647 94.680
PP 94.617 94.617 94.617 94.585
S1 94.498 94.498 94.603 94.435
S2 94.372 94.372 94.580
S3 94.127 94.253 94.558
S4 93.882 94.008 94.490
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 97.924 97.459 95.311
R3 96.764 96.299 94.992
R2 95.604 95.604 94.886
R1 95.139 95.139 94.779 95.372
PP 94.444 94.444 94.444 94.561
S1 93.979 93.979 94.567 94.212
S2 93.284 93.284 94.460
S3 92.124 92.819 94.354
S4 90.964 91.659 94.035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.910 93.750 1.160 1.2% 0.419 0.4% 75% False False 376
10 94.910 92.000 2.910 3.1% 0.553 0.6% 90% False False 545
20 95.250 92.000 3.250 3.4% 0.605 0.6% 81% False False 495
40 96.445 92.000 4.445 4.7% 0.584 0.6% 59% False False 365
60 98.745 92.000 6.745 7.1% 0.594 0.6% 39% False False 272
80 99.980 92.000 7.980 8.4% 0.551 0.6% 33% False False 210
100 100.030 92.000 8.030 8.5% 0.512 0.5% 33% False False 170
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.108
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.776
2.618 95.376
1.618 95.131
1.000 94.980
0.618 94.886
HIGH 94.735
0.618 94.641
0.500 94.613
0.382 94.584
LOW 94.490
0.618 94.339
1.000 94.245
1.618 94.094
2.618 93.849
4.250 93.449
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 94.621 94.550
PP 94.617 94.475
S1 94.613 94.400

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

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