ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 95.210 95.370 0.160 0.2% 94.680
High 95.580 95.515 -0.065 -0.1% 95.580
Low 95.200 95.240 0.040 0.0% 94.400
Close 95.344 95.383 0.039 0.0% 95.383
Range 0.380 0.275 -0.105 -27.6% 1.180
ATR 0.567 0.546 -0.021 -3.7% 0.000
Volume 698 227 -471 -67.5% 2,518
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 96.204 96.069 95.534
R3 95.929 95.794 95.459
R2 95.654 95.654 95.433
R1 95.519 95.519 95.408 95.587
PP 95.379 95.379 95.379 95.413
S1 95.244 95.244 95.358 95.312
S2 95.104 95.104 95.333
S3 94.829 94.969 95.307
S4 94.554 94.694 95.232
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 98.661 98.202 96.032
R3 97.481 97.022 95.708
R2 96.301 96.301 95.599
R1 95.842 95.842 95.491 96.072
PP 95.121 95.121 95.121 95.236
S1 94.662 94.662 95.275 94.892
S2 93.941 93.941 95.167
S3 92.761 93.482 95.059
S4 91.581 92.302 94.734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.580 94.400 1.180 1.2% 0.387 0.4% 83% False False 503
10 95.580 93.750 1.830 1.9% 0.418 0.4% 89% False False 465
20 95.580 92.000 3.580 3.8% 0.555 0.6% 94% False False 540
40 96.445 92.000 4.445 4.7% 0.588 0.6% 76% False False 406
60 98.745 92.000 6.745 7.1% 0.600 0.6% 50% False False 306
80 99.980 92.000 7.980 8.4% 0.557 0.6% 42% False False 236
100 100.030 92.000 8.030 8.4% 0.523 0.5% 42% False False 191
120 100.890 92.000 8.890 9.3% 0.521 0.5% 38% False False 162
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 0.053
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.684
2.618 96.235
1.618 95.960
1.000 95.790
0.618 95.685
HIGH 95.515
0.618 95.410
0.500 95.378
0.382 95.345
LOW 95.240
0.618 95.070
1.000 94.965
1.618 94.795
2.618 94.520
4.250 94.071
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 95.381 95.289
PP 95.379 95.194
S1 95.378 95.100

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

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