ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 93.535 94.180 0.645 0.7% 93.885
High 94.150 94.790 0.640 0.7% 94.790
Low 93.430 94.085 0.655 0.7% 93.385
Close 93.987 94.631 0.644 0.7% 94.631
Range 0.720 0.705 -0.015 -2.1% 1.405
ATR 0.573 0.590 0.016 2.9% 0.000
Volume 26,199 36,302 10,103 38.6% 112,887
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 96.617 96.329 95.019
R3 95.912 95.624 94.825
R2 95.207 95.207 94.760
R1 94.919 94.919 94.696 95.063
PP 94.502 94.502 94.502 94.574
S1 94.214 94.214 94.566 94.358
S2 93.797 93.797 94.502
S3 93.092 93.509 94.437
S4 92.387 92.804 94.243
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 98.484 97.962 95.404
R3 97.079 96.557 95.017
R2 95.674 95.674 94.889
R1 95.152 95.152 94.760 95.413
PP 94.269 94.269 94.269 94.399
S1 93.747 93.747 94.502 94.008
S2 92.864 92.864 94.373
S3 91.459 92.342 94.245
S4 90.054 90.937 93.858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.790 93.385 1.405 1.5% 0.547 0.6% 89% True False 22,577
10 95.910 93.385 2.525 2.7% 0.655 0.7% 49% False False 12,720
20 95.910 93.385 2.525 2.7% 0.533 0.6% 49% False False 6,686
40 95.910 92.000 3.910 4.1% 0.569 0.6% 67% False False 3,578
60 96.445 92.000 4.445 4.7% 0.579 0.6% 59% False False 2,466
80 98.745 92.000 6.745 7.1% 0.567 0.6% 39% False False 1,865
100 100.030 92.000 8.030 8.5% 0.549 0.6% 33% False False 1,496
120 100.030 92.000 8.030 8.5% 0.510 0.5% 33% False False 1,249
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.100
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.786
2.618 96.636
1.618 95.931
1.000 95.495
0.618 95.226
HIGH 94.790
0.618 94.521
0.500 94.438
0.382 94.354
LOW 94.085
0.618 93.649
1.000 93.380
1.618 92.944
2.618 92.239
4.250 91.089
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 94.567 94.450
PP 94.502 94.269
S1 94.438 94.088

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

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