ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 97.350 96.240 -1.110 -1.1% 97.415
High 98.500 96.760 -1.740 -1.8% 98.500
Low 95.985 95.975 -0.010 0.0% 95.975
Close 96.120 96.227 0.107 0.1% 96.227
Range 2.515 0.785 -1.730 -68.8% 2.525
ATR 0.826 0.823 -0.003 -0.4% 0.000
Volume 71,168 34,800 -36,368 -51.1% 137,457
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 98.676 98.236 96.659
R3 97.891 97.451 96.443
R2 97.106 97.106 96.371
R1 96.666 96.666 96.299 96.494
PP 96.321 96.321 96.321 96.234
S1 95.881 95.881 96.155 95.709
S2 95.536 95.536 96.083
S3 94.751 95.096 96.011
S4 93.966 94.311 95.795
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 104.476 102.876 97.616
R3 101.951 100.351 96.921
R2 99.426 99.426 96.690
R1 97.826 97.826 96.458 97.364
PP 96.901 96.901 96.901 96.669
S1 95.301 95.301 95.996 94.839
S2 94.376 94.376 95.764
S3 91.851 92.776 95.533
S4 89.326 90.251 94.838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.500 95.975 2.525 2.6% 1.003 1.0% 10% False True 27,491
10 98.700 95.975 2.725 2.8% 0.836 0.9% 9% False True 14,727
20 98.700 95.975 2.725 2.8% 0.738 0.8% 9% False True 7,787
40 99.985 95.405 4.580 4.8% 0.748 0.8% 18% False False 4,150
60 99.985 95.405 4.580 4.8% 0.702 0.7% 18% False False 2,830
80 100.700 95.405 5.295 5.5% 0.694 0.7% 16% False False 2,148
100 100.700 95.405 5.295 5.5% 0.634 0.7% 16% False False 1,720
120 100.700 94.317 6.383 6.6% 0.572 0.6% 30% False False 1,434
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 0.316
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.096
2.618 98.815
1.618 98.030
1.000 97.545
0.618 97.245
HIGH 96.760
0.618 96.460
0.500 96.368
0.382 96.275
LOW 95.975
0.618 95.490
1.000 95.190
1.618 94.705
2.618 93.920
4.250 92.639
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 96.368 97.238
PP 96.321 96.901
S1 96.274 96.564

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

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