ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	96.075	95.530	-0.545	-0.6%	95.490
High	96.075	95.910	-0.165	-0.2%	96.500
Low	95.380	95.460	0.080	0.1%	94.940
Close	95.608	95.838	0.230	0.2%	96.136
Range	0.695	0.450	-0.245	-35.3%	1.560
ATR	0.666	0.651	-0.015	-2.3%	0.000
Volume	16,389	9,065	-7,324	-44.7%	83,459

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.086	96.912	96.086
R3	96.636	96.462	95.962
R2	96.186	96.186	95.921
R1	96.012	96.012	95.879	96.099
PP	95.736	95.736	95.736	95.780
S1	95.562	95.562	95.797	95.649
S2	95.286	95.286	95.756
S3	94.836	95.112	95.714
S4	94.386	94.662	95.591

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	95.380	1.120	1.2%	0.588	0.6%	41%	False	False	13,601
10	96.705	94.940	1.765	1.8%	0.645	0.7%	51%	False	False	16,312
20	97.620	94.940	2.680	2.8%	0.598	0.6%	34%	False	False	17,532
40	97.620	93.025	4.595	4.8%	0.708	0.7%	61%	False	False	21,263
60	97.620	93.025	4.595	4.8%	0.661	0.7%	61%	False	False	17,615
80	97.620	92.000	5.620	5.9%	0.644	0.7%	68%	False	False	13,335
100	97.620	92.000	5.620	5.9%	0.630	0.7%	68%	False	False	10,717
120	98.745	92.000	6.745	7.0%	0.629	0.7%	57%	False	False	8,946

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	0.090
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.823
2.618	97.088
1.618	96.638
1.000	96.360
0.618	96.188
HIGH	95.910
0.618	95.738
0.500	95.685
0.382	95.632
LOW	95.460
0.618	95.182
1.000	95.010
1.618	94.732
2.618	94.282
4.250	93.548

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	95.787	95.923
PP	95.736	95.894
S1	95.685	95.866

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