ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	96.190	96.310	0.120	0.1%	95.490
High	96.420	96.465	0.045	0.0%	96.500
Low	96.090	96.015	-0.075	-0.1%	94.940
Close	96.340	96.132	-0.208	-0.2%	96.136
Range	0.330	0.450	0.120	36.4%	1.560
ATR	0.676	0.659	-0.016	-2.4%	0.000
Volume	6,382	12,048	5,666	88.8%	83,459

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.554	97.293	96.380
R3	97.104	96.843	96.256
R2	96.654	96.654	96.215
R1	96.393	96.393	96.173	96.299
PP	96.204	96.204	96.204	96.157
S1	95.943	95.943	96.091	95.849
S2	95.754	95.754	96.050
S3	95.304	95.493	96.008
S4	94.854	95.043	95.885

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.539	99.897	96.994
R3	98.979	98.337	96.565
R2	97.419	97.419	96.422
R1	96.777	96.777	96.279	97.098
PP	95.859	95.859	95.859	96.019
S1	95.217	95.217	95.993	95.538
S2	94.299	94.299	95.850
S3	92.739	93.657	95.707
S4	91.179	92.097	95.278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.500	95.075	1.425	1.5%	0.551	0.6%	74%	False	False	13,803
10	97.540	94.940	2.600	2.7%	0.665	0.7%	46%	False	False	17,886
20	97.620	94.940	2.680	2.8%	0.595	0.6%	44%	False	False	17,570
40	97.620	93.025	4.595	4.8%	0.716	0.7%	68%	False	False	21,780
60	97.620	93.025	4.595	4.8%	0.652	0.7%	68%	False	False	17,203
80	97.620	92.000	5.620	5.8%	0.642	0.7%	74%	False	False	13,023
100	97.620	92.000	5.620	5.8%	0.628	0.7%	74%	False	False	10,467
120	98.745	92.000	6.745	7.0%	0.621	0.6%	61%	False	False	8,734

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.132
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.378
2.618	97.643
1.618	97.193
1.000	96.915
0.618	96.743
HIGH	96.465
0.618	96.293
0.500	96.240
0.382	96.187
LOW	96.015
0.618	95.737
1.000	95.565
1.618	95.287
2.618	94.837
4.250	94.103

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	96.240	96.086
PP	96.204	96.039
S1	96.168	95.993

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