ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 95.340 95.260 -0.080 -0.1% 95.315
High 95.560 96.120 0.560 0.6% 96.120
Low 95.055 95.235 0.180 0.2% 94.925
Close 95.283 96.105 0.822 0.9% 96.105
Range 0.505 0.885 0.380 75.2% 1.195
ATR 0.614 0.633 0.019 3.2% 0.000
Volume 15,654 14,904 -750 -4.8% 117,302
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 98.475 98.175 96.592
R3 97.590 97.290 96.348
R2 96.705 96.705 96.267
R1 96.405 96.405 96.186 96.555
PP 95.820 95.820 95.820 95.895
S1 95.520 95.520 96.024 95.670
S2 94.935 94.935 95.943
S3 94.050 94.635 95.862
S4 93.165 93.750 95.618
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 99.302 98.898 96.762
R3 98.107 97.703 96.434
R2 96.912 96.912 96.324
R1 96.508 96.508 96.215 96.710
PP 95.717 95.717 95.717 95.818
S1 95.313 95.313 95.995 95.515
S2 94.522 94.522 95.886
S3 93.327 94.118 95.776
S4 92.132 92.923 95.448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.120 94.925 1.195 1.2% 0.595 0.6% 99% True False 23,460
10 96.120 94.440 1.680 1.7% 0.670 0.7% 99% True False 25,950
20 96.250 94.180 2.070 2.2% 0.601 0.6% 93% False False 22,878
40 97.620 94.050 3.570 3.7% 0.622 0.6% 58% False False 20,088
60 97.620 93.025 4.595 4.8% 0.668 0.7% 67% False False 21,497
80 97.620 93.025 4.595 4.8% 0.664 0.7% 67% False False 20,150
100 97.620 92.000 5.620 5.8% 0.640 0.7% 73% False False 16,230
120 97.620 92.000 5.620 5.8% 0.632 0.7% 73% False False 13,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.135
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 99.881
2.618 98.437
1.618 97.552
1.000 97.005
0.618 96.667
HIGH 96.120
0.618 95.782
0.500 95.678
0.382 95.573
LOW 95.235
0.618 94.688
1.000 94.350
1.618 93.803
2.618 92.918
4.250 91.474
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 95.963 95.933
PP 95.820 95.760
S1 95.678 95.588

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

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