ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 95.470 95.845 0.375 0.4% 96.235
High 95.850 95.920 0.070 0.1% 96.425
Low 95.455 95.145 -0.310 -0.3% 95.145
Close 95.798 95.642 -0.156 -0.2% 95.642
Range 0.395 0.775 0.380 96.2% 1.280
ATR 0.607 0.619 0.012 2.0% 0.000
Volume 617 628 11 1.8% 2,411
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 97.894 97.543 96.068
R3 97.119 96.768 95.855
R2 96.344 96.344 95.784
R1 95.993 95.993 95.713 95.781
PP 95.569 95.569 95.569 95.463
S1 95.218 95.218 95.571 95.006
S2 94.794 94.794 95.500
S3 94.019 94.443 95.429
S4 93.244 93.668 95.216
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 99.577 98.890 96.346
R3 98.297 97.610 95.994
R2 97.017 97.017 95.877
R1 96.330 96.330 95.759 96.034
PP 95.737 95.737 95.737 95.589
S1 95.050 95.050 95.525 94.754
S2 94.457 94.457 95.407
S3 93.177 93.770 95.290
S4 91.897 92.490 94.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.425 95.145 1.280 1.3% 0.508 0.5% 39% False True 482
10 96.450 94.925 1.525 1.6% 0.543 0.6% 47% False False 524
20 97.610 94.925 2.685 2.8% 0.536 0.6% 27% False False 518
40 97.610 93.100 4.510 4.7% 0.632 0.7% 56% False False 516
60 97.610 93.100 4.510 4.7% 0.603 0.6% 56% False False 402
80 97.610 92.095 5.515 5.8% 0.555 0.6% 64% False False 319
100 97.610 92.095 5.515 5.8% 0.542 0.6% 64% False False 261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.088
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.214
2.618 97.949
1.618 97.174
1.000 96.695
0.618 96.399
HIGH 95.920
0.618 95.624
0.500 95.533
0.382 95.441
LOW 95.145
0.618 94.666
1.000 94.370
1.618 93.891
2.618 93.116
4.250 91.851
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 95.606 95.616
PP 95.569 95.589
S1 95.533 95.563

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

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