ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 95.315 95.095 -0.220 -0.2% 95.775
High 95.450 95.675 0.225 0.2% 95.855
Low 94.925 95.080 0.155 0.2% 94.440
Close 95.088 95.645 0.557 0.6% 95.328
Range 0.525 0.595 0.070 13.3% 1.415
ATR 0.638 0.635 -0.003 -0.5% 0.000
Volume 31,107 25,795 -5,312 -17.1% 107,254
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 97.252 97.043 95.972
R3 96.657 96.448 95.809
R2 96.062 96.062 95.754
R1 95.853 95.853 95.700 95.958
PP 95.467 95.467 95.467 95.519
S1 95.258 95.258 95.590 95.363
S2 94.872 94.872 95.536
S3 94.277 94.663 95.481
S4 93.682 94.068 95.318
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 99.453 98.805 96.106
R3 98.038 97.390 95.717
R2 96.623 96.623 95.587
R1 95.975 95.975 95.458 95.592
PP 95.208 95.208 95.208 95.016
S1 94.560 94.560 95.198 94.177
S2 93.793 93.793 95.069
S3 92.378 93.145 94.939
S4 90.963 91.730 94.550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.675 94.440 1.235 1.3% 0.590 0.6% 98% True False 27,479
10 96.250 94.440 1.810 1.9% 0.647 0.7% 67% False False 26,282
20 96.250 94.050 2.200 2.3% 0.628 0.7% 73% False False 23,579
40 97.620 94.050 3.570 3.7% 0.614 0.6% 45% False False 20,360
60 97.620 93.025 4.595 4.8% 0.669 0.7% 57% False False 21,413
80 97.620 93.025 4.595 4.8% 0.654 0.7% 57% False False 19,415
100 97.620 92.000 5.620 5.9% 0.638 0.7% 65% False False 15,640
120 97.620 92.000 5.620 5.9% 0.632 0.7% 65% False False 13,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.133
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.204
2.618 97.233
1.618 96.638
1.000 96.270
0.618 96.043
HIGH 95.675
0.618 95.448
0.500 95.378
0.382 95.307
LOW 95.080
0.618 94.712
1.000 94.485
1.618 94.117
2.618 93.522
4.250 92.551
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 95.556 95.513
PP 95.467 95.380
S1 95.378 95.248

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

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