ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 96.015 95.775 -0.240 -0.2% 95.260
High 96.015 95.985 -0.030 0.0% 96.070
Low 95.565 95.525 -0.040 0.0% 94.860
Close 95.761 95.976 0.215 0.2% 96.055
Range 0.450 0.460 0.010 2.2% 1.210
ATR 0.609 0.599 -0.011 -1.7% 0.000
Volume 13,261 16,016 2,755 20.8% 100,024
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 97.209 97.052 96.229
R3 96.749 96.592 96.103
R2 96.289 96.289 96.060
R1 96.132 96.132 96.018 96.211
PP 95.829 95.829 95.829 95.868
S1 95.672 95.672 95.934 95.751
S2 95.369 95.369 95.892
S3 94.909 95.212 95.850
S4 94.449 94.752 95.723
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 99.292 98.883 96.721
R3 98.082 97.673 96.388
R2 96.872 96.872 96.277
R1 96.463 96.463 96.166 96.668
PP 95.662 95.662 95.662 95.764
S1 95.253 95.253 95.944 95.458
S2 94.452 94.452 95.833
S3 93.242 94.043 95.722
S4 92.032 92.833 95.390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.070 95.000 1.070 1.1% 0.556 0.6% 91% False False 22,014
10 96.070 94.385 1.685 1.8% 0.566 0.6% 94% False False 14,030
20 96.210 94.155 2.055 2.1% 0.589 0.6% 89% False False 7,781
40 97.420 94.050 3.370 3.5% 0.586 0.6% 57% False False 4,283
60 97.610 94.050 3.560 3.7% 0.575 0.6% 54% False False 3,001
80 97.610 93.100 4.510 4.7% 0.616 0.6% 64% False False 2,333
100 97.610 92.095 5.515 5.7% 0.569 0.6% 70% False False 1,885
120 97.610 92.095 5.515 5.7% 0.551 0.6% 70% False False 1,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.114
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.940
2.618 97.189
1.618 96.729
1.000 96.445
0.618 96.269
HIGH 95.985
0.618 95.809
0.500 95.755
0.382 95.701
LOW 95.525
0.618 95.241
1.000 95.065
1.618 94.781
2.618 94.321
4.250 93.570
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 95.902 95.854
PP 95.829 95.732
S1 95.755 95.610

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

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