ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 95.520 95.990 0.470 0.5% 94.570
High 96.125 96.250 0.125 0.1% 95.585
Low 95.505 95.895 0.390 0.4% 94.195
Close 96.041 96.012 -0.029 0.0% 95.542
Range 0.620 0.355 -0.265 -42.7% 1.390
ATR 0.621 0.602 -0.019 -3.1% 0.000
Volume 20,772 23,728 2,956 14.2% 92,494
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 97.117 96.920 96.207
R3 96.762 96.565 96.110
R2 96.407 96.407 96.077
R1 96.210 96.210 96.045 96.309
PP 96.052 96.052 96.052 96.102
S1 95.855 95.855 95.979 95.954
S2 95.697 95.697 95.947
S3 95.342 95.500 95.914
S4 94.987 95.145 95.817
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 99.277 98.800 96.307
R3 97.887 97.410 95.924
R2 96.497 96.497 95.797
R1 96.020 96.020 95.669 96.259
PP 95.107 95.107 95.107 95.227
S1 94.630 94.630 95.415 94.869
S2 93.717 93.717 95.287
S3 92.327 93.240 95.160
S4 90.937 91.850 94.778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.250 94.200 2.050 2.1% 0.593 0.6% 88% True False 22,266
10 96.250 94.050 2.200 2.3% 0.525 0.5% 89% True False 20,117
20 96.500 94.050 2.450 2.6% 0.581 0.6% 80% False False 18,067
40 97.620 94.050 3.570 3.7% 0.592 0.6% 55% False False 18,312
60 97.620 93.025 4.595 4.8% 0.673 0.7% 65% False False 21,568
80 97.620 93.025 4.595 4.8% 0.629 0.7% 65% False False 16,734
100 97.620 92.000 5.620 5.9% 0.633 0.7% 71% False False 13,482
120 97.620 92.000 5.620 5.9% 0.628 0.7% 71% False False 11,267
Crabel Price Patterns
NR True
NR4 True
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 0.101
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.759
2.618 97.179
1.618 96.824
1.000 96.605
0.618 96.469
HIGH 96.250
0.618 96.114
0.500 96.073
0.382 96.031
LOW 95.895
0.618 95.676
1.000 95.540
1.618 95.321
2.618 94.966
4.250 94.386
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 96.073 95.957
PP 96.052 95.902
S1 96.032 95.848

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

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