ICE US Dollar Index Future June 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	97.165	96.670	-0.495	-0.5%	97.615
High	97.260	96.930	-0.330	-0.3%	97.700
Low	96.580	96.640	0.060	0.1%	96.580
Close	96.670	96.754	0.084	0.1%	96.670
Range	0.680	0.290	-0.390	-57.4%	1.120
ATR	0.570	0.550	-0.020	-3.5%	0.000
Volume	29,195	14,973	-14,222	-48.7%	100,849

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	97.645	97.489	96.913
R3	97.355	97.199	96.834
R2	97.065	97.065	96.807
R1	96.909	96.909	96.781	96.987
PP	96.775	96.775	96.775	96.814
S1	96.619	96.619	96.727	96.697
S2	96.485	96.485	96.701
S3	96.195	96.329	96.674
S4	95.905	96.039	96.595

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	100.343	99.627	97.286
R3	99.223	98.507	96.978
R2	98.103	98.103	96.875
R1	97.387	97.387	96.773	97.185
PP	96.983	96.983	96.983	96.883
S1	96.267	96.267	96.567	96.065
S2	95.863	95.863	96.465
S3	94.743	95.147	96.362
S4	93.623	94.027	96.054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.700	96.580	1.120	1.2%	0.515	0.5%	16%	False	False	23,164
10	97.700	96.580	1.120	1.2%	0.515	0.5%	16%	False	False	25,132
20	99.765	96.580	3.185	3.3%	0.559	0.6%	5%	False	False	26,397
40	101.265	96.580	4.685	4.8%	0.551	0.6%	4%	False	False	25,959
60	101.845	96.580	5.265	5.4%	0.544	0.6%	3%	False	False	26,580
80	102.190	96.580	5.610	5.8%	0.546	0.6%	3%	False	False	21,510
100	102.190	96.580	5.610	5.8%	0.577	0.6%	3%	False	False	17,309
120	103.750	96.580	7.170	7.4%	0.612	0.6%	2%	False	False	14,460

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.115
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	98.162
2.618	97.689
1.618	97.399
1.000	97.220
0.618	97.109
HIGH	96.930
0.618	96.819
0.500	96.785
0.382	96.751
LOW	96.640
0.618	96.461
1.000	96.350
1.618	96.171
2.618	95.881
4.250	95.408

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	96.785	96.925
PP	96.775	96.868
S1	96.764	96.811

Download as Excel Spreadsheet

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

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