ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 96.660 95.775 -0.885 -0.9% 97.415
High 97.090 95.865 -1.225 -1.3% 98.500
Low 95.560 94.675 -0.885 -0.9% 95.975
Close 95.925 94.801 -1.124 -1.2% 96.227
Range 1.530 1.190 -0.340 -22.2% 2.525
ATR 0.833 0.863 0.030 3.6% 0.000
Volume 30,941 30,539 -402 -1.3% 137,457
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 98.684 97.932 95.456
R3 97.494 96.742 95.128
R2 96.304 96.304 95.019
R1 95.552 95.552 94.910 95.333
PP 95.114 95.114 95.114 95.004
S1 94.362 94.362 94.692 94.143
S2 93.924 93.924 94.583
S3 92.734 93.172 94.474
S4 91.544 91.982 94.147
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 97.090 94.675 2.415 2.5% 0.905 1.0% 5% False True 24,781
10 98.500 94.675 3.825 4.0% 0.977 1.0% 3% False True 23,017
20 98.700 94.675 4.025 4.2% 0.810 0.9% 3% False True 12,172
40 99.955 94.675 5.280 5.6% 0.788 0.8% 2% False True 6,353
60 99.985 94.675 5.310 5.6% 0.728 0.8% 2% False True 4,307
80 100.700 94.675 6.025 6.4% 0.720 0.8% 2% False True 3,259
100 100.700 94.675 6.025 6.4% 0.654 0.7% 2% False True 2,611
120 100.700 94.317 6.383 6.7% 0.595 0.6% 8% False False 2,177
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 0.348
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.923
2.618 98.980
1.618 97.790
1.000 97.055
0.618 96.600
HIGH 95.865
0.618 95.410
0.500 95.270
0.382 95.130
LOW 94.675
0.618 93.940
1.000 93.485
1.618 92.750
2.618 91.560
4.250 89.618
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 95.270 95.883
PP 95.114 95.522
S1 94.957 95.162

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

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