ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 94.120 93.620 -0.500 -0.5% 94.735
High 94.180 93.675 -0.505 -0.5% 95.535
Low 93.500 93.025 -0.475 -0.5% 94.165
Close 93.758 93.527 -0.231 -0.2% 94.340
Range 0.680 0.650 -0.030 -4.4% 1.370
ATR 0.666 0.670 0.005 0.7% 0.000
Volume 15,474 29,250 13,776 89.0% 137,479
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 95.359 95.093 93.885
R3 94.709 94.443 93.706
R2 94.059 94.059 93.646
R1 93.793 93.793 93.587 93.601
PP 93.409 93.409 93.409 93.313
S1 93.143 93.143 93.467 92.951
S2 92.759 92.759 93.408
S3 92.109 92.493 93.348
S4 91.459 91.843 93.170
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 98.790 97.935 95.094
R3 97.420 96.565 94.717
R2 96.050 96.050 94.591
R1 95.195 95.195 94.466 94.938
PP 94.680 94.680 94.680 94.551
S1 93.825 93.825 94.214 93.568
S2 93.310 93.310 94.089
S3 91.940 92.455 93.963
S4 90.570 91.085 93.587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.740 93.025 1.715 1.8% 0.629 0.7% 29% False True 21,538
10 95.535 93.025 2.510 2.7% 0.715 0.8% 20% False True 25,840
20 95.910 93.025 2.885 3.1% 0.670 0.7% 17% False True 17,519
40 95.910 92.000 3.910 4.2% 0.595 0.6% 39% False False 9,055
60 95.910 92.000 3.910 4.2% 0.597 0.6% 39% False False 6,137
80 98.745 92.000 6.745 7.2% 0.613 0.7% 23% False False 4,638
100 98.915 92.000 6.915 7.4% 0.578 0.6% 22% False False 3,716
120 100.030 92.000 8.030 8.6% 0.541 0.6% 19% False False 3,099
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 0.132
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.438
2.618 95.377
1.618 94.727
1.000 94.325
0.618 94.077
HIGH 93.675
0.618 93.427
0.500 93.350
0.382 93.273
LOW 93.025
0.618 92.623
1.000 92.375
1.618 91.973
2.618 91.323
4.250 90.263
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 93.468 93.610
PP 93.409 93.582
S1 93.350 93.555

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

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