ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 95.095 95.550 0.455 0.5% 95.775
High 95.675 95.660 -0.015 0.0% 95.855
Low 95.080 95.195 0.115 0.1% 94.440
Close 95.645 95.322 -0.323 -0.3% 95.328
Range 0.595 0.465 -0.130 -21.8% 1.415
ATR 0.635 0.622 -0.012 -1.9% 0.000
Volume 25,795 29,842 4,047 15.7% 107,254
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 96.787 96.520 95.578
R3 96.322 96.055 95.450
R2 95.857 95.857 95.407
R1 95.590 95.590 95.365 95.491
PP 95.392 95.392 95.392 95.343
S1 95.125 95.125 95.279 95.026
S2 94.927 94.927 95.237
S3 94.462 94.660 95.194
S4 93.997 94.195 95.066
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% 0.608 0.6% 71% False False 30,144
10 96.250 94.440 1.810 1.9% 0.631 0.7% 49% False False 27,189
20 96.250 94.050 2.200 2.3% 0.590 0.6% 58% False False 23,614
40 97.620 94.050 3.570 3.7% 0.609 0.6% 36% False False 20,500
60 97.620 93.025 4.595 4.8% 0.668 0.7% 50% False False 21,566
80 97.620 93.025 4.595 4.8% 0.656 0.7% 50% False False 19,785
100 97.620 92.000 5.620 5.9% 0.636 0.7% 59% False False 15,936
120 97.620 92.000 5.620 5.9% 0.633 0.7% 59% False False 13,325
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.143
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.636
2.618 96.877
1.618 96.412
1.000 96.125
0.618 95.947
HIGH 95.660
0.618 95.482
0.500 95.428
0.382 95.373
LOW 95.195
0.618 94.908
1.000 94.730
1.618 94.443
2.618 93.978
4.250 93.219
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 95.428 95.315
PP 95.392 95.307
S1 95.357 95.300

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

View Archives - Comment on this page... - Back to Index of Symbols