ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 95.100 95.445 0.345 0.4% 96.310
High 95.410 95.750 0.340 0.4% 97.090
Low 95.020 95.275 0.255 0.3% 94.605
Close 95.304 95.644 0.340 0.4% 95.120
Range 0.390 0.475 0.085 21.8% 2.485
ATR 0.811 0.787 -0.024 -3.0% 0.000
Volume 12,491 20,351 7,860 62.9% 109,503
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 96.981 96.788 95.905
R3 96.506 96.313 95.775
R2 96.031 96.031 95.731
R1 95.838 95.838 95.688 95.935
PP 95.556 95.556 95.556 95.605
S1 95.363 95.363 95.600 95.460
S2 95.081 95.081 95.557
S3 94.606 94.888 95.513
S4 94.131 94.413 95.383
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 103.060 101.575 96.487
R3 100.575 99.090 95.803
R2 98.090 98.090 95.576
R1 96.605 96.605 95.348 96.105
PP 95.605 95.605 95.605 95.355
S1 94.120 94.120 94.892 93.620
S2 93.120 93.120 94.664
S3 90.635 91.635 94.437
S4 88.150 89.150 93.753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.090 94.605 2.485 2.6% 0.835 0.9% 42% False False 22,943
10 98.500 94.605 3.895 4.1% 0.915 1.0% 27% False False 26,819
20 98.700 94.605 4.095 4.3% 0.791 0.8% 25% False False 14,714
40 99.955 94.605 5.350 5.6% 0.795 0.8% 19% False False 7,654
60 99.985 94.605 5.380 5.6% 0.737 0.8% 19% False False 5,191
80 100.700 94.605 6.095 6.4% 0.721 0.8% 17% False False 3,922
100 100.700 94.605 6.095 6.4% 0.659 0.7% 17% False False 3,143
120 100.700 94.317 6.383 6.7% 0.594 0.6% 21% False False 2,620
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 0.303
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.769
2.618 96.994
1.618 96.519
1.000 96.225
0.618 96.044
HIGH 95.750
0.618 95.569
0.500 95.513
0.382 95.456
LOW 95.275
0.618 94.981
1.000 94.800
1.618 94.506
2.618 94.031
4.250 93.256
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 95.600 95.489
PP 95.556 95.333
S1 95.513 95.178

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

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