ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 96.240 96.310 0.070 0.1% 97.415
High 96.760 96.740 -0.020 0.0% 98.500
Low 95.975 96.135 0.160 0.2% 95.975
Close 96.227 96.665 0.438 0.5% 96.227
Range 0.785 0.605 -0.180 -22.9% 2.525
ATR 0.823 0.807 -0.016 -1.9% 0.000
Volume 34,800 15,152 -19,648 -56.5% 137,457
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 98.328 98.102 96.998
R3 97.723 97.497 96.831
R2 97.118 97.118 96.776
R1 96.892 96.892 96.720 97.005
PP 96.513 96.513 96.513 96.570
S1 96.287 96.287 96.610 96.400
S2 95.908 95.908 96.554
S3 95.303 95.682 96.499
S4 94.698 95.077 96.332
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% 0.989 1.0% 27% False False 29,490
10 98.700 95.975 2.725 2.8% 0.841 0.9% 25% False False 16,026
20 98.700 95.975 2.725 2.8% 0.723 0.7% 25% False False 8,526
40 99.985 95.405 4.580 4.7% 0.756 0.8% 28% False False 4,526
60 99.985 95.405 4.580 4.7% 0.701 0.7% 28% False False 3,080
80 100.700 95.405 5.295 5.5% 0.694 0.7% 24% False False 2,337
100 100.700 95.405 5.295 5.5% 0.631 0.7% 24% False False 1,872
120 100.700 94.317 6.383 6.6% 0.571 0.6% 37% False False 1,561
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.318
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.311
2.618 98.324
1.618 97.719
1.000 97.345
0.618 97.114
HIGH 96.740
0.618 96.509
0.500 96.438
0.382 96.366
LOW 96.135
0.618 95.761
1.000 95.530
1.618 95.156
2.618 94.551
4.250 93.564
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 96.589 97.238
PP 96.513 97.047
S1 96.438 96.856

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

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