ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 95.980 95.470 -0.510 -0.5% 95.590
High 95.980 95.850 -0.130 -0.1% 96.450
Low 95.345 95.455 0.110 0.1% 94.925
Close 95.573 95.798 0.225 0.2% 96.101
Range 0.635 0.395 -0.240 -37.8% 1.525
ATR 0.623 0.607 -0.016 -2.6% 0.000
Volume 471 617 146 31.0% 2,830
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 96.886 96.737 96.015
R3 96.491 96.342 95.907
R2 96.096 96.096 95.870
R1 95.947 95.947 95.834 96.022
PP 95.701 95.701 95.701 95.738
S1 95.552 95.552 95.762 95.627
S2 95.306 95.306 95.726
S3 94.911 95.157 95.689
S4 94.516 94.762 95.581
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 95.345 1.105 1.2% 0.546 0.6% 41% False False 555
10 96.525 94.925 1.600 1.7% 0.587 0.6% 55% False False 593
20 97.610 94.925 2.685 2.8% 0.536 0.6% 33% False False 511
40 97.610 93.100 4.510 4.7% 0.624 0.7% 60% False False 508
60 97.610 93.100 4.510 4.7% 0.594 0.6% 60% False False 392
80 97.610 92.095 5.515 5.8% 0.551 0.6% 67% False False 312
100 97.610 92.095 5.515 5.8% 0.535 0.6% 67% False False 255
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.088
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.529
2.618 96.884
1.618 96.489
1.000 96.245
0.618 96.094
HIGH 95.850
0.618 95.699
0.500 95.653
0.382 95.606
LOW 95.455
0.618 95.211
1.000 95.060
1.618 94.816
2.618 94.421
4.250 93.776
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 95.750 95.885
PP 95.701 95.856
S1 95.653 95.827

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

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