ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 94.060 93.620 -0.440 -0.5% 94.735
High 94.060 94.195 0.135 0.1% 95.535
Low 93.545 93.470 -0.075 -0.1% 94.165
Close 93.684 94.061 0.377 0.4% 94.340
Range 0.515 0.725 0.210 40.8% 1.370
ATR 0.660 0.664 0.005 0.7% 0.000
Volume 20,688 19,213 -1,475 -7.1% 137,479
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 96.084 95.797 94.460
R3 95.359 95.072 94.260
R2 94.634 94.634 94.194
R1 94.347 94.347 94.127 94.491
PP 93.909 93.909 93.909 93.980
S1 93.622 93.622 93.995 93.766
S2 93.184 93.184 93.928
S3 92.459 92.897 93.862
S4 91.734 92.172 93.662
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 98.790 97.935 95.094
R3 97.420 96.565 94.717
R2 96.050 96.050 94.591
R1 95.195 95.195 94.466 94.938
PP 94.680 94.680 94.680 94.551
S1 93.825 93.825 94.214 93.568
S2 93.310 93.310 94.089
S3 91.940 92.455 93.963
S4 90.570 91.085 93.587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.535 93.470 2.065 2.2% 0.765 0.8% 29% False True 25,420
10 95.535 93.385 2.150 2.3% 0.700 0.7% 31% False False 26,750
20 95.910 93.385 2.525 2.7% 0.639 0.7% 27% False False 15,382
40 95.910 92.000 3.910 4.2% 0.595 0.6% 53% False False 7,963
60 96.200 92.000 4.200 4.5% 0.603 0.6% 49% False False 5,400
80 98.745 92.000 6.745 7.2% 0.604 0.6% 31% False False 4,080
100 99.170 92.000 7.170 7.6% 0.566 0.6% 29% False False 3,269
120 100.030 92.000 8.030 8.5% 0.541 0.6% 26% False False 2,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.132
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.276
2.618 96.093
1.618 95.368
1.000 94.920
0.618 94.643
HIGH 94.195
0.618 93.918
0.500 93.833
0.382 93.747
LOW 93.470
0.618 93.022
1.000 92.745
1.618 92.297
2.618 91.572
4.250 90.389
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 93.985 94.105
PP 93.909 94.090
S1 93.833 94.076

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

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