ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 96.140 95.700 -0.440 -0.5% 94.060
High 96.270 96.480 0.210 0.2% 96.700
Low 95.625 95.520 -0.105 -0.1% 93.025
Close 95.807 96.203 0.396 0.4% 95.574
Range 0.645 0.960 0.315 48.8% 3.675
ATR 0.862 0.869 0.007 0.8% 0.000
Volume 20,235 40,027 19,792 97.8% 150,675
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 98.948 98.535 96.731
R3 97.988 97.575 96.467
R2 97.028 97.028 96.379
R1 96.615 96.615 96.291 96.822
PP 96.068 96.068 96.068 96.171
S1 95.655 95.655 96.115 95.862
S2 95.108 95.108 96.027
S3 94.148 94.695 95.939
S4 93.188 93.735 95.675
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 106.125 104.524 97.595
R3 102.450 100.849 96.585
R2 98.775 98.775 96.248
R1 97.174 97.174 95.911 97.975
PP 95.100 95.100 95.100 95.500
S1 93.499 93.499 95.237 94.300
S2 91.425 91.425 94.900
S3 87.750 89.824 94.563
S4 84.075 86.149 93.553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.865 93.730 3.135 3.3% 1.231 1.3% 79% False False 35,116
10 96.865 93.025 3.840 4.0% 0.930 1.0% 83% False False 28,327
20 96.865 93.025 3.840 4.0% 0.857 0.9% 83% False False 25,898
40 96.865 93.025 3.840 4.0% 0.656 0.7% 83% False False 13,357
60 96.865 92.000 4.865 5.1% 0.651 0.7% 86% False False 9,047
80 98.500 92.000 6.500 6.8% 0.659 0.7% 65% False False 6,826
100 98.745 92.000 6.745 7.0% 0.594 0.6% 62% False False 5,470
120 100.030 92.000 8.030 8.3% 0.573 0.6% 52% False False 4,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.103
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.560
2.618 98.993
1.618 98.033
1.000 97.440
0.618 97.073
HIGH 96.480
0.618 96.113
0.500 96.000
0.382 95.887
LOW 95.520
0.618 94.927
1.000 94.560
1.618 93.967
2.618 93.007
4.250 91.440
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 96.135 96.150
PP 96.068 96.098
S1 96.000 96.045

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

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