ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 96.550 97.125 0.575 0.6% 96.410
High 97.145 97.320 0.175 0.2% 96.845
Low 96.550 97.010 0.460 0.5% 95.880
Close 97.088 97.253 0.165 0.2% 96.558
Range 0.595 0.310 -0.285 -47.9% 0.965
ATR 0.651 0.627 -0.024 -3.7% 0.000
Volume 505 546 41 8.1% 1,624
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 98.124 97.999 97.424
R3 97.814 97.689 97.338
R2 97.504 97.504 97.310
R1 97.379 97.379 97.281 97.442
PP 97.194 97.194 97.194 97.226
S1 97.069 97.069 97.225 97.132
S2 96.884 96.884 97.196
S3 96.574 96.759 97.168
S4 96.264 96.449 97.083
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 99.323 98.905 97.089
R3 98.358 97.940 96.823
R2 97.393 97.393 96.735
R1 96.975 96.975 96.646 97.184
PP 96.428 96.428 96.428 96.532
S1 96.010 96.010 96.470 96.219
S2 95.463 95.463 96.381
S3 94.498 95.045 96.293
S4 93.533 94.080 96.027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.320 95.880 1.440 1.5% 0.477 0.5% 95% True False 409
10 97.320 95.865 1.455 1.5% 0.518 0.5% 95% True False 355
20 97.320 93.100 4.220 4.3% 0.692 0.7% 98% True False 535
40 97.320 93.100 4.220 4.3% 0.644 0.7% 98% True False 369
60 97.320 92.095 5.225 5.4% 0.559 0.6% 99% True False 273
80 97.320 92.095 5.225 5.4% 0.535 0.6% 99% True False 211
100 98.790 92.095 6.695 6.9% 0.534 0.5% 77% False False 172
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 0.118
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.638
2.618 98.132
1.618 97.822
1.000 97.630
0.618 97.512
HIGH 97.320
0.618 97.202
0.500 97.165
0.382 97.128
LOW 97.010
0.618 96.818
1.000 96.700
1.618 96.508
2.618 96.198
4.250 95.693
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 97.224 97.131
PP 97.194 97.009
S1 97.165 96.888

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

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