ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 95.435 95.690 0.255 0.3% 95.590
High 95.825 96.450 0.625 0.7% 96.450
Low 95.390 95.485 0.095 0.1% 94.925
Close 95.687 96.101 0.414 0.4% 96.101
Range 0.435 0.965 0.530 121.8% 1.525
ATR 0.628 0.652 0.024 3.8% 0.000
Volume 466 994 528 113.3% 2,830
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 98.907 98.469 96.632
R3 97.942 97.504 96.366
R2 96.977 96.977 96.278
R1 96.539 96.539 96.189 96.758
PP 96.012 96.012 96.012 96.122
S1 95.574 95.574 96.013 95.793
S2 95.047 95.047 95.924
S3 94.082 94.609 95.836
S4 93.117 93.644 95.570
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 100.400 99.776 96.940
R3 98.875 98.251 96.520
R2 97.350 97.350 96.381
R1 96.726 96.726 96.241 97.038
PP 95.825 95.825 95.825 95.982
S1 95.201 95.201 95.961 95.513
S2 94.300 94.300 95.821
S3 92.775 93.676 95.682
S4 91.250 92.151 95.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.450 94.925 1.525 1.6% 0.579 0.6% 77% True False 566
10 97.610 94.925 2.685 2.8% 0.596 0.6% 44% False False 594
20 97.610 94.925 2.685 2.8% 0.551 0.6% 44% False False 479
40 97.610 93.100 4.510 4.7% 0.658 0.7% 67% False False 485
60 97.610 93.100 4.510 4.7% 0.588 0.6% 67% False False 376
80 97.610 92.095 5.515 5.7% 0.555 0.6% 73% False False 292
100 97.610 92.095 5.515 5.7% 0.531 0.6% 73% False False 237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.122
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.551
2.618 98.976
1.618 98.011
1.000 97.415
0.618 97.046
HIGH 96.450
0.618 96.081
0.500 95.968
0.382 95.854
LOW 95.485
0.618 94.889
1.000 94.520
1.618 93.924
2.618 92.959
4.250 91.384
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 96.057 95.987
PP 96.012 95.874
S1 95.968 95.760

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

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