ICE US Dollar Index Future June 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 93.980 93.870 -0.110 -0.1% 95.600
High 94.075 93.870 -0.205 -0.2% 95.905
Low 93.745 93.410 -0.335 -0.4% 93.860
Close 93.832 93.580 -0.252 -0.3% 94.028
Range 0.330 0.460 0.130 39.4% 2.045
ATR 0.598 0.588 -0.010 -1.6% 0.000
Volume 20,414 35,801 15,387 75.4% 89,360
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 95.000 94.750 93.833
R3 94.540 94.290 93.707
R2 94.080 94.080 93.664
R1 93.830 93.830 93.622 93.725
PP 93.620 93.620 93.620 93.568
S1 93.370 93.370 93.538 93.265
S2 93.160 93.160 93.496
S3 92.700 92.910 93.454
S4 92.240 92.450 93.327
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 100.733 99.425 95.153
R3 98.688 97.380 94.590
R2 96.643 96.643 94.403
R1 95.335 95.335 94.215 94.967
PP 94.598 94.598 94.598 94.413
S1 93.290 93.290 93.841 92.922
S2 92.553 92.553 93.653
S3 90.508 91.245 93.466
S4 88.463 89.200 92.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.640 93.410 2.230 2.4% 0.705 0.8% 8% False True 27,737
10 95.905 93.410 2.495 2.7% 0.605 0.6% 7% False True 22,425
20 95.905 93.410 2.495 2.7% 0.534 0.6% 7% False True 19,666
40 95.905 91.880 4.025 4.3% 0.597 0.6% 42% False False 21,214
60 97.090 91.880 5.210 5.6% 0.628 0.7% 33% False False 21,249
80 98.700 91.880 6.820 7.3% 0.652 0.7% 25% False False 18,068
100 99.985 91.880 8.105 8.7% 0.679 0.7% 21% False False 14,560
120 99.985 91.880 8.105 8.7% 0.665 0.7% 21% False False 12,164
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 0.091
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.825
2.618 95.074
1.618 94.614
1.000 94.330
0.618 94.154
HIGH 93.870
0.618 93.694
0.500 93.640
0.382 93.586
LOW 93.410
0.618 93.126
1.000 92.950
1.618 92.666
2.618 92.206
4.250 91.455
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 93.640 93.838
PP 93.620 93.752
S1 93.600 93.666

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

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