ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 95.700 95.075 -0.625 -0.7% 97.455
High 95.810 95.545 -0.265 -0.3% 97.620
Low 94.940 95.075 0.135 0.1% 95.335
Close 94.988 95.525 0.537 0.6% 95.491
Range 0.870 0.470 -0.400 -46.0% 2.285
ATR 0.703 0.693 -0.010 -1.5% 0.000
Volume 21,501 12,676 -8,825 -41.0% 98,887
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 96.792 96.628 95.784
R3 96.322 96.158 95.654
R2 95.852 95.852 95.611
R1 95.688 95.688 95.568 95.770
PP 95.382 95.382 95.382 95.423
S1 95.218 95.218 95.482 95.300
S2 94.912 94.912 95.439
S3 94.442 94.748 95.396
S4 93.972 94.278 95.267
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 103.004 101.532 96.748
R3 100.719 99.247 96.119
R2 98.434 98.434 95.910
R1 96.962 96.962 95.700 96.556
PP 96.149 96.149 96.149 95.945
S1 94.677 94.677 95.282 94.271
S2 93.864 93.864 95.072
S3 91.579 92.392 94.863
S4 89.294 90.107 94.234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.760 94.940 1.820 1.9% 0.707 0.7% 32% False False 20,862
10 97.620 94.940 2.680 2.8% 0.642 0.7% 22% False False 18,827
20 97.620 94.940 2.680 2.8% 0.603 0.6% 22% False False 18,558
40 97.620 93.025 4.595 4.8% 0.719 0.8% 54% False False 23,318
60 97.620 93.025 4.595 4.8% 0.645 0.7% 54% False False 16,289
80 97.620 92.000 5.620 5.9% 0.646 0.7% 63% False False 12,336
100 97.620 92.000 5.620 5.9% 0.637 0.7% 63% False False 9,907
120 98.745 92.000 6.745 7.1% 0.608 0.6% 52% False False 8,265
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.110
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.543
2.618 96.775
1.618 96.305
1.000 96.015
0.618 95.835
HIGH 95.545
0.618 95.365
0.500 95.310
0.382 95.255
LOW 95.075
0.618 94.785
1.000 94.605
1.618 94.315
2.618 93.845
4.250 93.078
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 95.453 95.475
PP 95.382 95.425
S1 95.310 95.375

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

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