ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	97.310	97.170	-0.140	-0.1%	96.615
High	97.345	97.540	0.195	0.2%	97.585
Low	96.895	96.710	-0.185	-0.2%	96.455
Close	97.168	97.042	-0.126	-0.1%	97.516
Range	0.450	0.830	0.380	84.4%	1.130
ATR	0.645	0.658	0.013	2.0%	0.000
Volume	10,590	18,214	7,624	72.0%	101,611

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.587	99.145	97.499
R3	98.757	98.315	97.270
R2	97.927	97.927	97.194
R1	97.485	97.485	97.118	97.291
PP	97.097	97.097	97.097	97.001
S1	96.655	96.655	96.966	96.461
S2	96.267	96.267	96.890
S3	95.437	95.825	96.814
S4	94.607	94.995	96.586

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.575	100.176	98.138
R3	99.445	99.046	97.827
R2	98.315	98.315	97.723
R1	97.916	97.916	97.620	98.116
PP	97.185	97.185	97.185	97.285
S1	96.786	96.786	97.412	96.986
S2	96.055	96.055	97.309
S3	94.925	95.656	97.205
S4	93.795	94.526	96.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.620	96.710	0.910	0.9%	0.577	0.6%	36%	False	True	16,792
10	97.620	95.840	1.780	1.8%	0.557	0.6%	68%	False	False	17,849
20	97.620	95.375	2.245	2.3%	0.618	0.6%	74%	False	False	20,045
40	97.620	93.025	4.595	4.7%	0.721	0.7%	87%	False	False	21,570
60	97.620	92.000	5.620	5.8%	0.643	0.7%	90%	False	False	14,610
80	97.620	92.000	5.620	5.8%	0.638	0.7%	90%	False	False	11,049
100	98.500	92.000	6.500	6.7%	0.643	0.7%	78%	False	False	8,871
120	98.745	92.000	6.745	7.0%	0.597	0.6%	75%	False	False	7,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.131
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	101.068
2.618	99.713
1.618	98.883
1.000	98.370
0.618	98.053
HIGH	97.540
0.618	97.223
0.500	97.125
0.382	97.027
LOW	96.710
0.618	96.197
1.000	95.880
1.618	95.367
2.618	94.537
4.250	93.183

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	97.125	97.165
PP	97.097	97.124
S1	97.070	97.083

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols