ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 94.215 93.820 -0.395 -0.4% 92.995
High 94.215 94.160 -0.055 -0.1% 93.955
Low 93.650 93.780 0.130 0.1% 91.880
Close 93.790 94.128 0.338 0.4% 93.883
Range 0.565 0.380 -0.185 -32.7% 2.075
ATR 0.663 0.643 -0.020 -3.0% 0.000
Volume 18,917 18,759 -158 -0.8% 123,915
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 95.163 95.025 94.337
R3 94.783 94.645 94.233
R2 94.403 94.403 94.198
R1 94.265 94.265 94.163 94.334
PP 94.023 94.023 94.023 94.057
S1 93.885 93.885 94.093 93.954
S2 93.643 93.643 94.058
S3 93.263 93.505 94.024
S4 92.883 93.125 93.919
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 99.464 98.749 95.024
R3 97.389 96.674 94.454
R2 95.314 95.314 94.263
R1 94.599 94.599 94.073 94.957
PP 93.239 93.239 93.239 93.418
S1 92.524 92.524 93.693 92.882
S2 91.164 91.164 93.503
S3 89.089 90.449 93.312
S4 87.014 88.374 92.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.335 93.085 1.250 1.3% 0.506 0.5% 83% False False 17,296
10 94.335 91.880 2.455 2.6% 0.621 0.7% 92% False False 22,184
20 95.180 91.880 3.300 3.5% 0.640 0.7% 68% False False 22,182
40 96.420 91.880 4.540 4.8% 0.650 0.7% 50% False False 21,896
60 98.700 91.880 6.820 7.2% 0.690 0.7% 33% False False 18,152
80 99.985 91.880 8.105 8.6% 0.715 0.8% 28% False False 13,751
100 99.985 91.880 8.105 8.6% 0.690 0.7% 28% False False 11,039
120 100.700 91.880 8.820 9.4% 0.689 0.7% 25% False False 9,217
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.110
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.775
2.618 95.155
1.618 94.775
1.000 94.540
0.618 94.395
HIGH 94.160
0.618 94.015
0.500 93.970
0.382 93.925
LOW 93.780
0.618 93.545
1.000 93.400
1.618 93.165
2.618 92.785
4.250 92.165
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 94.075 94.083
PP 94.023 94.038
S1 93.970 93.993

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

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