ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 95.845 95.645 -0.200 -0.2% 96.235
High 95.920 95.710 -0.210 -0.2% 96.425
Low 95.145 95.390 0.245 0.3% 95.145
Close 95.642 95.549 -0.093 -0.1% 95.642
Range 0.775 0.320 -0.455 -58.7% 1.280
ATR 0.619 0.597 -0.021 -3.4% 0.000
Volume 628 530 -98 -15.6% 2,411
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 96.510 96.349 95.725
R3 96.190 96.029 95.637
R2 95.870 95.870 95.608
R1 95.709 95.709 95.578 95.630
PP 95.550 95.550 95.550 95.510
S1 95.389 95.389 95.520 95.310
S2 95.230 95.230 95.490
S3 94.910 95.069 95.461
S4 94.590 94.749 95.373
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% 0.512 0.5% 32% False False 547
10 96.450 94.925 1.525 1.6% 0.555 0.6% 41% False False 561
20 97.610 94.925 2.685 2.8% 0.544 0.6% 23% False False 536
40 97.610 93.100 4.510 4.7% 0.627 0.7% 54% False False 520
60 97.610 93.100 4.510 4.7% 0.605 0.6% 54% False False 410
80 97.610 92.095 5.515 5.8% 0.553 0.6% 63% False False 326
100 97.610 92.095 5.515 5.8% 0.542 0.6% 63% False False 266
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.087
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.070
2.618 96.548
1.618 96.228
1.000 96.030
0.618 95.908
HIGH 95.710
0.618 95.588
0.500 95.550
0.382 95.512
LOW 95.390
0.618 95.192
1.000 95.070
1.618 94.872
2.618 94.552
4.250 94.030
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 95.550 95.544
PP 95.550 95.538
S1 95.549 95.533

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

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