ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 96.335 96.125 -0.210 -0.2% 96.115
High 96.630 96.390 -0.240 -0.2% 96.865
Low 96.045 95.990 -0.055 -0.1% 95.480
Close 96.131 96.383 0.252 0.3% 95.714
Range 0.585 0.400 -0.185 -31.6% 1.385
ATR 0.846 0.814 -0.032 -3.8% 0.000
Volume 31,233 16,059 -15,174 -48.6% 130,670
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 97.454 97.319 96.603
R3 97.054 96.919 96.493
R2 96.654 96.654 96.456
R1 96.519 96.519 96.420 96.587
PP 96.254 96.254 96.254 96.288
S1 96.119 96.119 96.346 96.187
S2 95.854 95.854 96.310
S3 95.454 95.719 96.273
S4 95.054 95.319 96.163
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 100.175 99.329 96.476
R3 98.790 97.944 96.095
R2 97.405 97.405 95.968
R1 96.559 96.559 95.841 96.290
PP 96.020 96.020 96.020 95.885
S1 95.174 95.174 95.587 94.905
S2 94.635 94.635 95.460
S3 93.250 93.789 95.333
S4 91.865 92.404 94.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.630 95.375 1.255 1.3% 0.720 0.7% 80% False False 25,973
10 96.865 93.025 3.840 4.0% 0.945 1.0% 87% False False 29,467
20 96.865 93.025 3.840 4.0% 0.833 0.9% 87% False False 27,501
40 96.865 93.025 3.840 4.0% 0.670 0.7% 87% False False 15,548
60 96.865 92.000 4.865 5.0% 0.654 0.7% 90% False False 10,524
80 97.100 92.000 5.100 5.3% 0.645 0.7% 86% False False 7,945
100 98.745 92.000 6.745 7.0% 0.610 0.6% 65% False False 6,367
120 100.030 92.000 8.030 8.3% 0.587 0.6% 55% False False 5,310
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.146
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 98.090
2.618 97.437
1.618 97.037
1.000 96.790
0.618 96.637
HIGH 96.390
0.618 96.237
0.500 96.190
0.382 96.143
LOW 95.990
0.618 95.743
1.000 95.590
1.618 95.343
2.618 94.943
4.250 94.290
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 96.319 96.256
PP 96.254 96.129
S1 96.190 96.003

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

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