ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 93.750 96.115 2.365 2.5% 94.060
High 96.700 96.865 0.165 0.2% 96.700
Low 93.730 95.935 2.205 2.4% 93.025
Close 95.574 96.703 1.129 1.2% 95.574
Range 2.970 0.930 -2.040 -68.7% 3.675
ATR 0.849 0.881 0.032 3.7% 0.000
Volume 66,050 28,574 -37,476 -56.7% 150,675
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 99.291 98.927 97.215
R3 98.361 97.997 96.959
R2 97.431 97.431 96.874
R1 97.067 97.067 96.788 97.249
PP 96.501 96.501 96.501 96.592
S1 96.137 96.137 96.618 96.319
S2 95.571 95.571 96.533
S3 94.641 95.207 96.447
S4 93.711 94.277 96.192
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 106.125 104.524 97.595
R3 102.450 100.849 96.585
R2 98.775 98.775 96.248
R1 97.174 97.174 95.911 97.975
PP 95.100 95.100 95.100 95.500
S1 93.499 93.499 95.237 94.300
S2 91.425 91.425 94.900
S3 87.750 89.824 94.563
S4 84.075 86.149 93.553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.865 93.025 3.840 4.0% 1.191 1.2% 96% True False 31,712
10 96.865 93.025 3.840 4.0% 0.980 1.0% 96% True False 28,897
20 96.865 93.025 3.840 4.0% 0.813 0.8% 96% True False 22,128
40 96.865 92.000 4.865 5.0% 0.653 0.7% 97% True False 11,388
60 96.865 92.000 4.865 5.0% 0.641 0.7% 97% True False 7,706
80 98.500 92.000 6.500 6.7% 0.648 0.7% 72% False False 5,820
100 98.745 92.000 6.745 7.0% 0.590 0.6% 70% False False 4,661
120 100.030 92.000 8.030 8.3% 0.562 0.6% 59% False False 3,887
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 0.133
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.818
2.618 99.300
1.618 98.370
1.000 97.795
0.618 97.440
HIGH 96.865
0.618 96.510
0.500 96.400
0.382 96.290
LOW 95.935
0.618 95.360
1.000 95.005
1.618 94.430
2.618 93.500
4.250 91.983
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 96.602 96.117
PP 96.501 95.531
S1 96.400 94.945

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

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