ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 96.590 97.100 0.510 0.5% 96.350
High 97.185 97.370 0.185 0.2% 96.805
Low 96.530 97.010 0.480 0.5% 95.840
Close 97.108 97.263 0.155 0.2% 96.563
Range 0.655 0.360 -0.295 -45.0% 0.965
ATR 0.718 0.692 -0.026 -3.6% 0.000
Volume 24,232 22,246 -1,986 -8.2% 79,606
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 98.294 98.139 97.461
R3 97.934 97.779 97.362
R2 97.574 97.574 97.329
R1 97.419 97.419 97.296 97.497
PP 97.214 97.214 97.214 97.253
S1 97.059 97.059 97.230 97.137
S2 96.854 96.854 97.197
S3 96.494 96.699 97.164
S4 96.134 96.339 97.065
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 97.370 95.840 1.530 1.6% 0.536 0.6% 93% True False 18,907
10 97.370 95.780 1.590 1.6% 0.564 0.6% 93% True False 18,290
20 97.370 93.025 4.345 4.5% 0.768 0.8% 98% True False 23,849
40 97.370 93.025 4.345 4.5% 0.704 0.7% 98% True False 19,615
60 97.370 92.000 5.370 5.5% 0.653 0.7% 98% True False 13,258
80 97.370 92.000 5.370 5.5% 0.644 0.7% 98% True False 10,013
100 98.745 92.000 6.745 6.9% 0.637 0.7% 78% False False 8,034
120 99.170 92.000 7.170 7.4% 0.600 0.6% 73% False False 6,699
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 98.900
2.618 98.312
1.618 97.952
1.000 97.730
0.618 97.592
HIGH 97.370
0.618 97.232
0.500 97.190
0.382 97.148
LOW 97.010
0.618 96.788
1.000 96.650
1.618 96.428
2.618 96.068
4.250 95.480
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 97.239 97.146
PP 97.214 97.029
S1 97.190 96.913

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

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