ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 95.610 95.700 0.090 0.1% 95.535
High 95.905 95.790 -0.115 -0.1% 96.210
Low 95.140 94.715 -0.425 -0.4% 95.140
Close 95.794 94.763 -1.031 -1.1% 95.794
Range 0.765 1.075 0.310 40.5% 1.070
ATR 0.594 0.629 0.035 5.8% 0.000
Volume 2,974 3,612 638 21.5% 7,988
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 98.314 97.614 95.354
R3 97.239 96.539 95.059
R2 96.164 96.164 94.960
R1 95.464 95.464 94.862 95.277
PP 95.089 95.089 95.089 94.996
S1 94.389 94.389 94.664 94.202
S2 94.014 94.014 94.566
S3 92.939 93.314 94.467
S4 91.864 92.239 94.172
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 98.925 98.429 96.382
R3 97.855 97.359 96.088
R2 96.785 96.785 95.990
R1 96.289 96.289 95.892 96.537
PP 95.715 95.715 95.715 95.839
S1 95.219 95.219 95.696 95.467
S2 94.645 94.645 95.598
S3 93.575 94.149 95.500
S4 92.505 93.079 95.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.210 94.715 1.495 1.6% 0.684 0.7% 3% False True 2,072
10 96.210 94.155 2.055 2.2% 0.613 0.6% 30% False False 1,532
20 96.425 94.050 2.375 2.5% 0.593 0.6% 30% False False 1,254
40 97.610 94.050 3.560 3.8% 0.567 0.6% 20% False False 866
60 97.610 93.100 4.510 4.8% 0.633 0.7% 37% False False 742
80 97.610 93.100 4.510 4.8% 0.590 0.6% 37% False False 598
100 97.610 92.095 5.515 5.8% 0.563 0.6% 48% False False 486
120 97.610 92.095 5.515 5.8% 0.540 0.6% 48% False False 409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.135
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.359
2.618 98.604
1.618 97.529
1.000 96.865
0.618 96.454
HIGH 95.790
0.618 95.379
0.500 95.253
0.382 95.126
LOW 94.715
0.618 94.051
1.000 93.640
1.618 92.976
2.618 91.901
4.250 90.146
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 95.253 95.445
PP 95.089 95.218
S1 94.926 94.990

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

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