ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 96.320 96.350 0.030 0.0% 95.625
High 96.725 96.805 0.080 0.1% 96.725
Low 95.780 96.285 0.505 0.5% 95.375
Close 96.327 96.590 0.263 0.3% 96.327
Range 0.945 0.520 -0.425 -45.0% 1.350
ATR 0.823 0.802 -0.022 -2.6% 0.000
Volume 29,463 11,606 -17,857 -60.6% 98,163
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 98.120 97.875 96.876
R3 97.600 97.355 96.733
R2 97.080 97.080 96.685
R1 96.835 96.835 96.638 96.958
PP 96.560 96.560 96.560 96.621
S1 96.315 96.315 96.542 96.438
S2 96.040 96.040 96.495
S3 95.520 95.795 96.447
S4 95.000 95.275 96.304
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 100.192 99.610 97.070
R3 98.842 98.260 96.698
R2 97.492 97.492 96.575
R1 96.910 96.910 96.451 97.201
PP 96.142 96.142 96.142 96.288
S1 95.560 95.560 96.203 95.851
S2 94.792 94.792 96.080
S3 93.442 94.210 95.956
S4 92.092 92.860 95.585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.805 95.375 1.430 1.5% 0.683 0.7% 85% True False 21,953
10 96.865 95.375 1.490 1.5% 0.729 0.8% 82% False False 24,043
20 96.865 93.025 3.840 4.0% 0.835 0.9% 93% False False 26,429
40 96.865 93.025 3.840 4.0% 0.684 0.7% 93% False False 16,558
60 96.865 92.000 4.865 5.0% 0.658 0.7% 94% False False 11,195
80 96.865 92.000 4.865 5.0% 0.643 0.7% 94% False False 8,457
100 98.745 92.000 6.745 7.0% 0.621 0.6% 68% False False 6,778
120 100.030 92.000 8.030 8.3% 0.597 0.6% 57% False False 5,652
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 0.186
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.015
2.618 98.166
1.618 97.646
1.000 97.325
0.618 97.126
HIGH 96.805
0.618 96.606
0.500 96.545
0.382 96.484
LOW 96.285
0.618 95.964
1.000 95.765
1.618 95.444
2.618 94.924
4.250 94.075
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 96.575 96.491
PP 96.560 96.392
S1 96.545 96.293

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

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