ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 96.320 96.410 0.090 0.1% 95.820
High 96.755 96.845 0.090 0.1% 96.755
Low 95.865 96.340 0.475 0.5% 95.465
Close 96.372 96.625 0.253 0.3% 96.372
Range 0.890 0.505 -0.385 -43.3% 1.290
ATR 0.745 0.728 -0.017 -2.3% 0.000
Volume 462 211 -251 -54.3% 2,057
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 98.118 97.877 96.903
R3 97.613 97.372 96.764
R2 97.108 97.108 96.718
R1 96.867 96.867 96.671 96.988
PP 96.603 96.603 96.603 96.664
S1 96.362 96.362 96.579 96.483
S2 96.098 96.098 96.532
S3 95.593 95.857 96.486
S4 95.088 95.352 96.347
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 100.067 99.510 97.082
R3 98.777 98.220 96.727
R2 97.487 97.487 96.609
R1 96.930 96.930 96.490 97.209
PP 96.197 96.197 96.197 96.337
S1 95.640 95.640 96.254 95.919
S2 94.907 94.907 96.136
S3 93.617 94.350 96.017
S4 92.327 93.060 95.663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.845 95.465 1.380 1.4% 0.635 0.7% 84% True False 413
10 96.845 95.465 1.380 1.4% 0.614 0.6% 84% True False 508
20 96.940 93.100 3.840 4.0% 0.766 0.8% 92% False False 493
40 96.940 93.100 3.840 4.0% 0.613 0.6% 92% False False 330
60 96.940 92.095 4.845 5.0% 0.560 0.6% 93% False False 233
80 96.940 92.095 4.845 5.0% 0.526 0.5% 93% False False 180
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 0.191
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.991
2.618 98.167
1.618 97.662
1.000 97.350
0.618 97.157
HIGH 96.845
0.618 96.652
0.500 96.593
0.382 96.533
LOW 96.340
0.618 96.028
1.000 95.835
1.618 95.523
2.618 95.018
4.250 94.194
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 96.614 96.535
PP 96.603 96.445
S1 96.593 96.355

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

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