ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 95.955 95.625 -0.330 -0.3% 96.115
High 96.170 96.340 0.170 0.2% 96.865
Low 95.480 95.375 -0.105 -0.1% 95.480
Close 95.714 96.259 0.545 0.6% 95.714
Range 0.690 0.965 0.275 39.9% 1.385
ATR 0.858 0.866 0.008 0.9% 0.000
Volume 21,140 21,408 268 1.3% 130,670
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 98.886 98.538 96.790
R3 97.921 97.573 96.524
R2 96.956 96.956 96.436
R1 96.608 96.608 96.347 96.782
PP 95.991 95.991 95.991 96.079
S1 95.643 95.643 96.171 95.817
S2 95.026 95.026 96.082
S3 94.061 94.678 95.994
S4 93.096 93.713 95.728
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 100.175 99.329 96.476
R3 98.790 97.944 96.095
R2 97.405 97.405 95.968
R1 96.559 96.559 95.841 96.290
PP 96.020 96.020 96.020 95.885
S1 95.174 95.174 95.587 94.905
S2 94.635 94.635 95.460
S3 93.250 93.789 95.333
S4 91.865 92.404 94.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.570 95.375 1.195 1.2% 0.782 0.8% 74% False True 24,700
10 96.865 93.025 3.840 4.0% 0.987 1.0% 84% False False 28,206
20 96.865 93.025 3.840 4.0% 0.823 0.9% 84% False False 27,050
40 96.865 93.025 3.840 4.0% 0.661 0.7% 84% False False 14,389
60 96.865 92.000 4.865 5.1% 0.659 0.7% 88% False False 9,746
80 97.100 92.000 5.100 5.3% 0.643 0.7% 84% False False 7,355
100 98.745 92.000 6.745 7.0% 0.608 0.6% 63% False False 5,895
120 100.030 92.000 8.030 8.3% 0.582 0.6% 53% False False 4,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.125
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.441
2.618 98.866
1.618 97.901
1.000 97.305
0.618 96.936
HIGH 96.340
0.618 95.971
0.500 95.858
0.382 95.744
LOW 95.375
0.618 94.779
1.000 94.410
1.618 93.814
2.618 92.849
4.250 91.274
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 96.125 96.149
PP 95.991 96.038
S1 95.858 95.928

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

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