ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 94.900 95.260 0.360 0.4% 95.700
High 95.510 95.385 -0.125 -0.1% 95.790
Low 94.760 94.860 0.100 0.1% 94.385
Close 95.253 94.998 -0.255 -0.3% 95.253
Range 0.750 0.525 -0.225 -30.0% 1.405
ATR 0.623 0.616 -0.007 -1.1% 0.000
Volume 4,592 10,400 5,808 126.5% 14,613
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 96.656 96.352 95.287
R3 96.131 95.827 95.142
R2 95.606 95.606 95.094
R1 95.302 95.302 95.046 95.192
PP 95.081 95.081 95.081 95.026
S1 94.777 94.777 94.950 94.667
S2 94.556 94.556 94.902
S3 94.031 94.252 94.854
S4 93.506 93.727 94.709
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 99.358 98.710 96.026
R3 97.953 97.305 95.639
R2 96.548 96.548 95.511
R1 95.900 95.900 95.382 95.522
PP 95.143 95.143 95.143 94.953
S1 94.495 94.495 95.124 94.117
S2 93.738 93.738 94.995
S3 92.333 93.090 94.867
S4 90.928 91.685 94.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.790 94.385 1.405 1.5% 0.674 0.7% 44% False False 5,002
10 96.210 94.385 1.825 1.9% 0.608 0.6% 34% False False 3,300
20 96.210 94.050 2.160 2.3% 0.596 0.6% 44% False False 2,214
40 97.610 94.050 3.560 3.7% 0.566 0.6% 27% False False 1,366
60 97.610 93.100 4.510 4.7% 0.620 0.7% 42% False False 1,082
80 97.610 93.100 4.510 4.7% 0.601 0.6% 42% False False 855
100 97.610 92.095 5.515 5.8% 0.563 0.6% 53% False False 698
120 97.610 92.095 5.515 5.8% 0.551 0.6% 53% False False 587
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 0.144
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.616
2.618 96.759
1.618 96.234
1.000 95.910
0.618 95.709
HIGH 95.385
0.618 95.184
0.500 95.123
0.382 95.061
LOW 94.860
0.618 94.536
1.000 94.335
1.618 94.011
2.618 93.486
4.250 92.629
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 95.123 94.981
PP 95.081 94.964
S1 95.040 94.948

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

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