ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 99.810 100.070 0.260 0.3% 97.340
High 100.280 100.600 0.320 0.3% 99.130
Low 99.475 99.915 0.440 0.4% 95.905
Close 100.250 100.438 0.188 0.2% 99.050
Range 0.805 0.685 -0.120 -14.9% 3.225
ATR 0.742 0.738 -0.004 -0.6% 0.000
Volume 43,937 43,019 -918 -2.1% 199,315
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 102.373 102.090 100.815
R3 101.688 101.405 100.626
R2 101.003 101.003 100.564
R1 100.720 100.720 100.501 100.862
PP 100.318 100.318 100.318 100.388
S1 100.035 100.035 100.375 100.177
S2 99.633 99.633 100.312
S3 98.948 99.350 100.250
S4 98.263 98.665 100.061
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 107.703 106.602 100.824
R3 104.478 103.377 99.937
R2 101.253 101.253 99.641
R1 100.152 100.152 99.346 100.703
PP 98.028 98.028 98.028 98.304
S1 96.927 96.927 98.754 97.478
S2 94.803 94.803 98.459
S3 91.578 93.702 98.163
S4 88.353 90.477 97.276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.600 98.320 2.280 2.3% 0.795 0.8% 93% True False 42,888
10 100.600 95.905 4.695 4.7% 0.869 0.9% 97% True False 38,361
20 100.600 95.905 4.695 4.7% 0.715 0.7% 97% True False 30,454
40 100.600 94.950 5.650 5.6% 0.611 0.6% 97% True False 26,951
60 100.600 94.155 6.445 6.4% 0.614 0.6% 97% True False 21,035
80 100.600 94.050 6.550 6.5% 0.606 0.6% 98% True False 15,980
100 100.600 94.050 6.550 6.5% 0.593 0.6% 98% True False 12,869
120 100.600 93.100 7.500 7.5% 0.620 0.6% 98% True False 10,783
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.213
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.511
2.618 102.393
1.618 101.708
1.000 101.285
0.618 101.023
HIGH 100.600
0.618 100.338
0.500 100.258
0.382 100.177
LOW 99.915
0.618 99.492
1.000 99.230
1.618 98.807
2.618 98.122
4.250 97.004
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 100.378 100.242
PP 100.318 100.046
S1 100.258 99.850

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

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