ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 93.945 93.835 -0.110 -0.1% 95.605
High 94.050 93.840 -0.210 -0.2% 95.910
Low 93.735 93.385 -0.350 -0.4% 93.830
Close 93.797 93.596 -0.201 -0.2% 93.988
Range 0.315 0.455 0.140 44.4% 2.080
ATR 0.570 0.562 -0.008 -1.4% 0.000
Volume 10,665 27,621 16,956 159.0% 12,960
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 94.972 94.739 93.846
R3 94.517 94.284 93.721
R2 94.062 94.062 93.679
R1 93.829 93.829 93.638 93.718
PP 93.607 93.607 93.607 93.552
S1 93.374 93.374 93.554 93.263
S2 93.152 93.152 93.513
S3 92.697 92.919 93.471
S4 92.242 92.464 93.346
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 95.640 93.385 2.255 2.4% 0.703 0.8% 9% False True 12,005
10 95.910 93.385 2.525 2.7% 0.583 0.6% 8% False True 6,683
20 95.910 93.385 2.525 2.7% 0.506 0.5% 8% False True 3,596
40 95.910 92.000 3.910 4.2% 0.565 0.6% 41% False False 2,036
60 97.100 92.000 5.100 5.4% 0.583 0.6% 31% False False 1,426
80 98.745 92.000 6.745 7.2% 0.555 0.6% 24% False False 1,084
100 100.030 92.000 8.030 8.6% 0.538 0.6% 20% False False 871
120 100.030 92.000 8.030 8.6% 0.503 0.5% 20% False False 728
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.083
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.774
2.618 95.031
1.618 94.576
1.000 94.295
0.618 94.121
HIGH 93.840
0.618 93.666
0.500 93.613
0.382 93.559
LOW 93.385
0.618 93.104
1.000 92.930
1.618 92.649
2.618 92.194
4.250 91.451
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 93.613 93.828
PP 93.607 93.750
S1 93.602 93.673

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

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