ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 93.630 93.820 0.190 0.2% 94.115
High 93.630 96.700 3.070 3.3% 96.700
Low 93.100 93.820 0.720 0.8% 93.100
Close 93.577 95.677 2.100 2.2% 95.677
Range 0.530 2.880 2.350 443.4% 3.600
ATR 0.609 0.788 0.180 29.5% 0.000
Volume 473 2,089 1,616 341.6% 3,362
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 104.039 102.738 97.261
R3 101.159 99.858 96.469
R2 98.279 98.279 96.205
R1 96.978 96.978 95.941 97.629
PP 95.399 95.399 95.399 95.724
S1 94.098 94.098 95.413 94.749
S2 92.519 92.519 95.149
S3 89.639 91.218 94.885
S4 86.759 88.338 94.093
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 105.959 104.418 97.657
R3 102.359 100.818 96.667
R2 98.759 98.759 96.337
R1 97.218 97.218 96.007 97.989
PP 95.159 95.159 95.159 95.544
S1 93.618 93.618 95.347 94.389
S2 91.559 91.559 95.017
S3 87.959 90.018 94.687
S4 84.359 86.418 93.697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.700 93.100 3.600 3.8% 1.038 1.1% 72% True False 672
10 96.700 93.100 3.600 3.8% 0.877 0.9% 72% True False 452
20 96.700 93.100 3.600 3.8% 0.718 0.8% 72% True False 313
40 96.700 92.095 4.605 4.8% 0.545 0.6% 78% True False 202
60 96.700 92.095 4.605 4.8% 0.518 0.5% 78% True False 144
80 98.375 92.095 6.280 6.6% 0.529 0.6% 57% False False 113
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 0.054
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 108.940
2.618 104.240
1.618 101.360
1.000 99.580
0.618 98.480
HIGH 96.700
0.618 95.600
0.500 95.260
0.382 94.920
LOW 93.820
0.618 92.040
1.000 90.940
1.618 89.160
2.618 86.280
4.250 81.580
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 95.538 95.418
PP 95.399 95.159
S1 95.260 94.900

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

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