ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 95.775 94.820 -0.955 -1.0% 95.550
High 95.855 95.050 -0.805 -0.8% 96.250
Low 94.755 94.675 -0.080 -0.1% 95.175
Close 94.823 94.951 0.128 0.1% 95.844
Range 1.100 0.375 -0.725 -65.9% 1.075
ATR 0.653 0.633 -0.020 -3.0% 0.000
Volume 26,758 16,518 -10,240 -38.3% 116,463
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 96.017 95.859 95.157
R3 95.642 95.484 95.054
R2 95.267 95.267 95.020
R1 95.109 95.109 94.985 95.188
PP 94.892 94.892 94.892 94.932
S1 94.734 94.734 94.917 94.813
S2 94.517 94.517 94.882
S3 94.142 94.359 94.848
S4 93.767 93.984 94.745
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 98.981 98.488 96.435
R3 97.906 97.413 96.140
R2 96.831 96.831 96.041
R1 96.338 96.338 95.943 96.585
PP 95.756 95.756 95.756 95.880
S1 95.263 95.263 95.745 95.510
S2 94.681 94.681 95.647
S3 93.606 94.188 95.548
S4 92.531 93.113 95.253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.250 94.675 1.575 1.7% 0.654 0.7% 18% False True 24,234
10 96.250 94.200 2.050 2.2% 0.628 0.7% 37% False False 22,267
20 96.250 94.050 2.200 2.3% 0.613 0.6% 41% False False 20,122
40 97.620 94.050 3.570 3.8% 0.604 0.6% 25% False False 18,846
60 97.620 93.025 4.595 4.8% 0.681 0.7% 42% False False 21,227
80 97.620 93.025 4.595 4.8% 0.642 0.7% 42% False False 17,932
100 97.620 92.000 5.620 5.9% 0.636 0.7% 53% False False 14,443
120 97.620 92.000 5.620 5.9% 0.625 0.7% 53% False False 12,076
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 0.158
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.644
2.618 96.032
1.618 95.657
1.000 95.425
0.618 95.282
HIGH 95.050
0.618 94.907
0.500 94.863
0.382 94.818
LOW 94.675
0.618 94.443
1.000 94.300
1.618 94.068
2.618 93.693
4.250 93.081
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 94.922 95.320
PP 94.892 95.197
S1 94.863 95.074

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

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