ICE US Dollar Index Future September 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 95.705 96.190 0.485 0.5% 95.490
High 96.500 96.420 -0.080 -0.1% 96.500
Low 95.485 96.090 0.605 0.6% 94.940
Close 96.136 96.340 0.204 0.2% 96.136
Range 1.015 0.330 -0.685 -67.5% 1.560
ATR 0.702 0.676 -0.027 -3.8% 0.000
Volume 24,122 6,382 -17,740 -73.5% 83,459
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 97.273 97.137 96.522
R3 96.943 96.807 96.431
R2 96.613 96.613 96.401
R1 96.477 96.477 96.370 96.545
PP 96.283 96.283 96.283 96.318
S1 96.147 96.147 96.310 96.215
S2 95.953 95.953 96.280
S3 95.623 95.817 96.249
S4 95.293 95.487 96.159
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 100.539 99.897 96.994
R3 98.979 98.337 96.565
R2 97.419 97.419 96.422
R1 96.777 96.777 96.279 97.098
PP 95.859 95.859 95.859 96.019
S1 95.217 95.217 95.993 95.538
S2 94.299 94.299 95.850
S3 92.739 93.657 95.707
S4 91.179 92.097 95.278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.500 94.940 1.560 1.6% 0.635 0.7% 90% False False 15,694
10 97.540 94.940 2.600 2.7% 0.665 0.7% 54% False False 17,740
20 97.620 94.940 2.680 2.8% 0.601 0.6% 52% False False 17,916
40 97.620 93.025 4.595 4.8% 0.718 0.7% 72% False False 22,173
60 97.620 93.025 4.595 4.8% 0.657 0.7% 72% False False 17,011
80 97.620 92.000 5.620 5.8% 0.644 0.7% 77% False False 12,875
100 97.620 92.000 5.620 5.8% 0.635 0.7% 77% False False 10,349
120 98.745 92.000 6.745 7.0% 0.617 0.6% 64% False False 8,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.120
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.823
2.618 97.284
1.618 96.954
1.000 96.750
0.618 96.624
HIGH 96.420
0.618 96.294
0.500 96.255
0.382 96.216
LOW 96.090
0.618 95.886
1.000 95.760
1.618 95.556
2.618 95.226
4.250 94.688
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 96.312 96.208
PP 96.283 96.075
S1 96.255 95.943

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

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