ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 94.480 95.020 0.540 0.6% 93.885
High 95.140 95.150 0.010 0.0% 94.790
Low 94.395 94.415 0.020 0.0% 93.385
Close 95.040 94.680 -0.360 -0.4% 94.631
Range 0.745 0.735 -0.010 -1.3% 1.405
ATR 0.598 0.607 0.010 1.6% 0.000
Volume 22,522 23,615 1,093 4.9% 112,887
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 96.953 96.552 95.084
R3 96.218 95.817 94.882
R2 95.483 95.483 94.815
R1 95.082 95.082 94.747 94.915
PP 94.748 94.748 94.748 94.665
S1 94.347 94.347 94.613 94.180
S2 94.013 94.013 94.545
S3 93.278 93.612 94.478
S4 92.543 92.877 94.276
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 95.150 93.430 1.720 1.8% 0.690 0.7% 73% True False 27,278
10 95.640 93.385 2.255 2.4% 0.697 0.7% 57% False False 19,642
20 95.910 93.385 2.525 2.7% 0.568 0.6% 51% False False 10,320
40 95.910 92.000 3.910 4.1% 0.581 0.6% 69% False False 5,407
60 96.445 92.000 4.445 4.7% 0.579 0.6% 60% False False 3,687
80 98.745 92.000 6.745 7.1% 0.589 0.6% 40% False False 2,788
100 99.980 92.000 7.980 8.4% 0.556 0.6% 34% False False 2,235
120 100.030 92.000 8.030 8.5% 0.524 0.6% 33% False False 1,865
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 0.105
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.274
2.618 97.074
1.618 96.339
1.000 95.885
0.618 95.604
HIGH 95.150
0.618 94.869
0.500 94.783
0.382 94.696
LOW 94.415
0.618 93.961
1.000 93.680
1.618 93.226
2.618 92.491
4.250 91.291
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 94.783 94.720
PP 94.748 94.707
S1 94.714 94.693

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

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