ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 95.085 95.435 0.350 0.4% 97.460
High 95.500 95.825 0.325 0.3% 97.610
Low 95.070 95.390 0.320 0.3% 95.310
Close 95.495 95.687 0.192 0.2% 95.461
Range 0.430 0.435 0.005 1.2% 2.300
ATR 0.643 0.628 -0.015 -2.3% 0.000
Volume 444 466 22 5.0% 3,117
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 96.939 96.748 95.926
R3 96.504 96.313 95.807
R2 96.069 96.069 95.767
R1 95.878 95.878 95.727 95.973
PP 95.634 95.634 95.634 95.682
S1 95.443 95.443 95.647 95.539
S2 95.199 95.199 95.607
S3 94.764 95.008 95.567
S4 94.329 94.573 95.448
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 103.027 101.544 96.726
R3 100.727 99.244 96.094
R2 98.427 98.427 95.883
R1 96.944 96.944 95.672 96.536
PP 96.127 96.127 96.127 95.923
S1 94.644 94.644 95.250 94.236
S2 93.827 93.827 95.039
S3 91.527 92.344 94.829
S4 89.227 90.044 94.196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.525 94.925 1.600 1.7% 0.629 0.7% 48% False False 632
10 97.610 94.925 2.685 2.8% 0.568 0.6% 28% False False 530
20 97.610 94.925 2.685 2.8% 0.547 0.6% 28% False False 452
40 97.610 93.100 4.510 4.7% 0.649 0.7% 57% False False 465
60 97.610 93.100 4.510 4.7% 0.581 0.6% 57% False False 360
80 97.610 92.095 5.515 5.8% 0.546 0.6% 65% False False 279
100 97.610 92.095 5.515 5.8% 0.531 0.6% 65% False False 228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.102
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.674
2.618 96.964
1.618 96.529
1.000 96.260
0.618 96.094
HIGH 95.825
0.618 95.659
0.500 95.608
0.382 95.556
LOW 95.390
0.618 95.121
1.000 94.955
1.618 94.686
2.618 94.251
4.250 93.541
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 95.661 95.583
PP 95.634 95.479
S1 95.608 95.375

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

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