ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 94.600 94.510 -0.090 -0.1% 95.645
High 94.895 94.510 -0.385 -0.4% 95.710
Low 94.390 94.160 -0.230 -0.2% 94.050
Close 94.459 94.459 0.000 0.0% 94.453
Range 0.505 0.350 -0.155 -30.7% 1.660
ATR 0.612 0.593 -0.019 -3.1% 0.000
Volume 882 888 6 0.7% 6,690
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 95.426 95.293 94.652
R3 95.076 94.943 94.555
R2 94.726 94.726 94.523
R1 94.593 94.593 94.491 94.485
PP 94.376 94.376 94.376 94.322
S1 94.243 94.243 94.427 94.135
S2 94.026 94.026 94.395
S3 93.676 93.893 94.363
S4 93.326 93.543 94.267
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 99.718 98.745 95.366
R3 98.058 97.085 94.910
R2 96.398 96.398 94.757
R1 95.425 95.425 94.605 95.082
PP 94.738 94.738 94.738 94.566
S1 93.765 93.765 94.301 93.422
S2 93.078 93.078 94.149
S3 91.418 92.105 93.997
S4 89.758 90.445 93.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.000 94.050 0.950 1.0% 0.462 0.5% 43% False False 1,243
10 95.980 94.050 1.930 2.0% 0.565 0.6% 21% False False 1,017
20 97.420 94.050 3.370 3.6% 0.583 0.6% 12% False False 813
40 97.610 94.050 3.560 3.8% 0.561 0.6% 11% False False 618
60 97.610 93.100 4.510 4.8% 0.625 0.7% 30% False False 532
80 97.610 92.985 4.625 4.9% 0.556 0.6% 32% False False 421
100 97.610 92.095 5.515 5.8% 0.543 0.6% 43% False False 344
120 98.375 92.095 6.280 6.6% 0.543 0.6% 38% False False 289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.066
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.998
2.618 95.426
1.618 95.076
1.000 94.860
0.618 94.726
HIGH 94.510
0.618 94.376
0.500 94.335
0.382 94.294
LOW 94.160
0.618 93.944
1.000 93.810
1.618 93.594
2.618 93.244
4.250 92.673
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 94.418 94.528
PP 94.376 94.505
S1 94.335 94.482

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

View Archives - Comment on this page... - Back to Index of Symbols