ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 96.150 96.615 0.465 0.5% 96.350
High 96.750 96.710 -0.040 0.0% 96.805
Low 95.920 96.455 0.535 0.6% 95.840
Close 96.563 96.587 0.024 0.0% 96.563
Range 0.830 0.255 -0.575 -69.3% 0.965
ATR 0.758 0.722 -0.036 -4.7% 0.000
Volume 22,806 11,294 -11,512 -50.5% 79,606
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 97.349 97.223 96.727
R3 97.094 96.968 96.657
R2 96.839 96.839 96.634
R1 96.713 96.713 96.610 96.649
PP 96.584 96.584 96.584 96.552
S1 96.458 96.458 96.564 96.394
S2 96.329 96.329 96.540
S3 96.074 96.203 96.517
S4 95.819 95.948 96.447
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 99.298 98.895 97.094
R3 98.333 97.930 96.828
R2 97.368 97.368 96.740
R1 96.965 96.965 96.651 97.167
PP 96.403 96.403 96.403 96.503
S1 96.000 96.000 96.475 96.202
S2 95.438 95.438 96.386
S3 94.473 95.035 96.298
S4 93.508 94.070 96.032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.750 95.840 0.910 0.9% 0.551 0.6% 82% False False 15,858
10 96.805 95.375 1.430 1.5% 0.617 0.6% 85% False False 18,906
20 96.865 93.025 3.840 4.0% 0.779 0.8% 93% False False 23,520
40 96.865 93.025 3.840 4.0% 0.694 0.7% 93% False False 18,470
60 96.865 92.000 4.865 5.0% 0.654 0.7% 94% False False 12,493
80 96.865 92.000 4.865 5.0% 0.641 0.7% 94% False False 9,437
100 98.745 92.000 6.745 7.0% 0.638 0.7% 68% False False 7,569
120 99.980 92.000 7.980 8.3% 0.604 0.6% 57% False False 6,312
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.172
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 97.794
2.618 97.378
1.618 97.123
1.000 96.965
0.618 96.868
HIGH 96.710
0.618 96.613
0.500 96.583
0.382 96.552
LOW 96.455
0.618 96.297
1.000 96.200
1.618 96.042
2.618 95.787
4.250 95.371
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 96.586 96.490
PP 96.584 96.392
S1 96.583 96.295

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

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