ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 101.070 101.400 0.330 0.3% 99.135
High 101.540 101.510 -0.030 0.0% 101.540
Low 100.890 100.810 -0.080 -0.1% 99.100
Close 101.283 101.113 -0.170 -0.2% 101.283
Range 0.650 0.700 0.050 7.7% 2.440
ATR 0.751 0.747 -0.004 -0.5% 0.000
Volume 57,293 41,840 -15,453 -27.0% 253,785
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 103.244 102.879 101.498
R3 102.544 102.179 101.306
R2 101.844 101.844 101.241
R1 101.479 101.479 101.177 101.312
PP 101.144 101.144 101.144 101.061
S1 100.779 100.779 101.049 100.612
S2 100.444 100.444 100.985
S3 99.744 100.079 100.921
S4 99.044 99.379 100.728
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 107.961 107.062 102.625
R3 105.521 104.622 101.954
R2 103.081 103.081 101.730
R1 102.182 102.182 101.507 102.632
PP 100.641 100.641 100.641 100.866
S1 99.742 99.742 101.059 100.192
S2 98.201 98.201 100.836
S3 95.761 97.302 100.612
S4 93.321 94.862 99.941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.540 99.475 2.065 2.0% 0.774 0.8% 79% False False 48,276
10 101.540 95.905 5.635 5.6% 0.958 0.9% 92% False False 47,525
20 101.540 95.905 5.635 5.6% 0.757 0.7% 92% False False 34,788
40 101.540 95.145 6.395 6.3% 0.638 0.6% 93% False False 29,528
60 101.540 94.385 7.155 7.1% 0.621 0.6% 94% False False 23,562
80 101.540 94.050 7.490 7.4% 0.607 0.6% 94% False False 17,878
100 101.540 94.050 7.490 7.4% 0.596 0.6% 94% False False 14,390
120 101.540 93.100 8.440 8.3% 0.618 0.6% 95% False False 12,066
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 0.243
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.485
2.618 103.343
1.618 102.643
1.000 102.210
0.618 101.943
HIGH 101.510
0.618 101.243
0.500 101.160
0.382 101.077
LOW 100.810
0.618 100.377
1.000 100.110
1.618 99.677
2.618 98.977
4.250 97.835
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 101.160 100.995
PP 101.144 100.878
S1 101.129 100.760

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

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