ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 95.400 95.545 0.145 0.2% 95.605
High 95.575 95.640 0.065 0.1% 95.910
Low 95.180 93.830 -1.350 -1.4% 93.830
Close 95.571 93.988 -1.583 -1.7% 93.988
Range 0.395 1.810 1.415 358.2% 2.080
ATR 0.500 0.593 0.094 18.7% 0.000
Volume 2,247 7,394 5,147 229.1% 12,960
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 99.916 98.762 94.984
R3 98.106 96.952 94.486
R2 96.296 96.296 94.320
R1 95.142 95.142 94.154 94.814
PP 94.486 94.486 94.486 94.322
S1 93.332 93.332 93.822 93.004
S2 92.676 92.676 93.656
S3 90.866 91.522 93.490
S4 89.056 89.712 92.993
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 100.816 99.482 95.132
R3 98.736 97.402 94.560
R2 96.656 96.656 94.369
R1 95.322 95.322 94.179 94.949
PP 94.576 94.576 94.576 94.390
S1 93.242 93.242 93.797 92.869
S2 92.496 92.496 93.607
S3 90.416 91.162 93.416
S4 88.336 89.082 92.844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.910 93.830 2.080 2.2% 0.763 0.8% 8% False True 2,863
10 95.910 93.830 2.080 2.2% 0.555 0.6% 8% False True 1,802
20 95.910 93.200 2.710 2.9% 0.513 0.5% 29% False False 1,151
40 95.910 92.000 3.910 4.2% 0.578 0.6% 51% False False 796
60 98.500 92.000 6.500 6.9% 0.614 0.7% 31% False False 591
80 98.745 92.000 6.745 7.2% 0.551 0.6% 29% False False 455
100 100.030 92.000 8.030 8.5% 0.530 0.6% 25% False False 368
120 100.030 92.000 8.030 8.5% 0.509 0.5% 25% False False 309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.087
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 103.333
2.618 100.379
1.618 98.569
1.000 97.450
0.618 96.759
HIGH 95.640
0.618 94.949
0.500 94.735
0.382 94.521
LOW 93.830
0.618 92.711
1.000 92.020
1.618 90.901
2.618 89.091
4.250 86.138
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 94.735 94.870
PP 94.486 94.576
S1 94.237 94.282

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

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