ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 96.565 96.140 -0.425 -0.4% 94.060
High 96.570 96.270 -0.300 -0.3% 96.700
Low 95.920 95.625 -0.295 -0.3% 93.025
Close 96.331 95.807 -0.524 -0.5% 95.574
Range 0.650 0.645 -0.005 -0.8% 3.675
ATR 0.874 0.862 -0.012 -1.4% 0.000
Volume 20,694 20,235 -459 -2.2% 150,675
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 97.836 97.466 96.162
R3 97.191 96.821 95.984
R2 96.546 96.546 95.925
R1 96.176 96.176 95.866 96.039
PP 95.901 95.901 95.901 95.832
S1 95.531 95.531 95.748 95.394
S2 95.256 95.256 95.689
S3 94.611 94.886 95.630
S4 93.966 94.241 95.452
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% 1.169 1.2% 72% False False 32,960
10 96.865 93.025 3.840 4.0% 0.962 1.0% 72% False False 28,376
20 96.865 93.025 3.840 4.0% 0.829 0.9% 72% False False 24,009
40 96.865 92.960 3.905 4.1% 0.645 0.7% 73% False False 12,372
60 96.865 92.000 4.865 5.1% 0.647 0.7% 78% False False 8,385
80 98.500 92.000 6.500 6.8% 0.650 0.7% 59% False False 6,327
100 98.745 92.000 6.745 7.0% 0.591 0.6% 56% False False 5,069
120 100.030 92.000 8.030 8.4% 0.567 0.6% 47% False False 4,228
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.125
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.011
2.618 97.959
1.618 97.314
1.000 96.915
0.618 96.669
HIGH 96.270
0.618 96.024
0.500 95.948
0.382 95.871
LOW 95.625
0.618 95.226
1.000 94.980
1.618 94.581
2.618 93.936
4.250 92.884
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 95.948 96.245
PP 95.901 96.099
S1 95.854 95.953

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

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