ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 95.810 95.400 -0.410 -0.4% 95.385
High 95.910 95.575 -0.335 -0.3% 95.770
Low 95.360 95.180 -0.180 -0.2% 94.955
Close 95.471 95.571 0.100 0.1% 95.505
Range 0.550 0.395 -0.155 -28.2% 0.815
ATR 0.508 0.500 -0.008 -1.6% 0.000
Volume 1,955 2,247 292 14.9% 4,840
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 96.627 96.494 95.788
R3 96.232 96.099 95.680
R2 95.837 95.837 95.643
R1 95.704 95.704 95.607 95.771
PP 95.442 95.442 95.442 95.475
S1 95.309 95.309 95.535 95.376
S2 95.047 95.047 95.499
S3 94.652 94.914 95.462
S4 94.257 94.519 95.354
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 97.855 97.495 95.953
R3 97.040 96.680 95.729
R2 96.225 96.225 95.654
R1 95.865 95.865 95.580 96.045
PP 95.410 95.410 95.410 95.500
S1 95.050 95.050 95.430 95.230
S2 94.595 94.595 95.356
S3 93.780 94.235 95.281
S4 92.965 93.420 95.057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.910 94.955 0.955 1.0% 0.480 0.5% 65% False False 1,600
10 95.910 94.955 0.955 1.0% 0.412 0.4% 65% False False 1,133
20 95.910 93.200 2.710 2.8% 0.455 0.5% 87% False False 816
40 95.910 92.000 3.910 4.1% 0.548 0.6% 91% False False 621
60 98.500 92.000 6.500 6.8% 0.593 0.6% 55% False False 469
80 98.745 92.000 6.745 7.1% 0.529 0.6% 53% False False 362
100 100.030 92.000 8.030 8.4% 0.516 0.5% 44% False False 294
120 100.030 92.000 8.030 8.4% 0.499 0.5% 44% False False 247
Crabel Price Patterns
NR True
NR4 True
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 0.078
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.254
2.618 96.609
1.618 96.214
1.000 95.970
0.618 95.819
HIGH 95.575
0.618 95.424
0.500 95.378
0.382 95.331
LOW 95.180
0.618 94.936
1.000 94.785
1.618 94.541
2.618 94.146
4.250 93.501
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 95.507 95.562
PP 95.442 95.554
S1 95.378 95.545

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

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