ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 95.470 95.285 -0.185 -0.2% 95.700
High 95.585 95.485 -0.100 -0.1% 95.790
Low 95.120 95.000 -0.120 -0.1% 94.385
Close 95.252 95.213 -0.039 0.0% 95.253
Range 0.465 0.485 0.020 4.3% 1.405
ATR 0.604 0.595 -0.008 -1.4% 0.000
Volume 21,068 20,312 -756 -3.6% 14,613
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 96.688 96.435 95.480
R3 96.203 95.950 95.346
R2 95.718 95.718 95.302
R1 95.465 95.465 95.257 95.349
PP 95.233 95.233 95.233 95.175
S1 94.980 94.980 95.169 94.864
S2 94.748 94.748 95.124
S3 94.263 94.495 95.080
S4 93.778 94.010 94.946
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 99.358 98.710 96.026
R3 97.953 97.305 95.639
R2 96.548 96.548 95.511
R1 95.900 95.900 95.382 95.522
PP 95.143 95.143 95.143 94.953
S1 94.495 94.495 95.124 94.117
S2 93.738 93.738 94.995
S3 92.333 93.090 94.867
S4 90.928 91.685 94.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.585 94.760 0.825 0.9% 0.563 0.6% 55% False False 13,040
10 96.175 94.385 1.790 1.9% 0.629 0.7% 46% False False 7,922
20 96.210 94.050 2.160 2.3% 0.568 0.6% 54% False False 4,546
40 97.610 94.050 3.560 3.7% 0.578 0.6% 33% False False 2,591
60 97.610 93.100 4.510 4.7% 0.616 0.6% 47% False False 1,906
80 97.610 93.100 4.510 4.7% 0.611 0.6% 47% False False 1,480
100 97.610 92.095 5.515 5.8% 0.567 0.6% 57% False False 1,200
120 97.610 92.095 5.515 5.8% 0.550 0.6% 57% False False 1,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.153
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.546
2.618 96.755
1.618 96.270
1.000 95.970
0.618 95.785
HIGH 95.485
0.618 95.300
0.500 95.243
0.382 95.185
LOW 95.000
0.618 94.700
1.000 94.515
1.618 94.215
2.618 93.730
4.250 92.939
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 95.243 95.288
PP 95.233 95.263
S1 95.223 95.238

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

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