ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 93.820 96.165 2.345 2.5% 94.115
High 96.700 96.940 0.240 0.2% 96.700
Low 93.820 96.065 2.245 2.4% 93.100
Close 95.677 96.793 1.116 1.2% 95.677
Range 2.880 0.875 -2.005 -69.6% 3.600
ATR 0.788 0.822 0.034 4.3% 0.000
Volume 2,089 445 -1,644 -78.7% 3,362
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 99.224 98.884 97.274
R3 98.349 98.009 97.034
R2 97.474 97.474 96.953
R1 97.134 97.134 96.873 97.304
PP 96.599 96.599 96.599 96.685
S1 96.259 96.259 96.713 96.429
S2 95.724 95.724 96.633
S3 94.849 95.384 96.552
S4 93.974 94.509 96.312
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 96.940 93.100 3.840 4.0% 1.110 1.1% 96% True False 681
10 96.940 93.100 3.840 4.0% 0.918 0.9% 96% True False 478
20 96.940 93.100 3.840 4.0% 0.740 0.8% 96% True False 331
40 96.940 92.095 4.845 5.0% 0.560 0.6% 97% True False 213
60 96.940 92.095 4.845 5.0% 0.527 0.5% 97% True False 151
80 98.375 92.095 6.280 6.5% 0.533 0.6% 75% False False 118
Crabel Price Patterns
NR True
NR4 False
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 0.052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.659
2.618 99.231
1.618 98.356
1.000 97.815
0.618 97.481
HIGH 96.940
0.618 96.606
0.500 96.503
0.382 96.399
LOW 96.065
0.618 95.524
1.000 95.190
1.618 94.649
2.618 93.774
4.250 92.346
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 96.696 96.202
PP 96.599 95.611
S1 96.503 95.020

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

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