ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 95.250 95.390 0.140 0.1% 96.015
High 95.580 95.660 0.080 0.1% 96.305
Low 95.145 95.285 0.140 0.1% 94.950
Close 95.312 95.336 0.024 0.0% 95.392
Range 0.435 0.375 -0.060 -13.8% 1.355
ATR 0.586 0.571 -0.015 -2.6% 0.000
Volume 13,878 14,830 952 6.9% 99,173
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 96.552 96.319 95.542
R3 96.177 95.944 95.439
R2 95.802 95.802 95.405
R1 95.569 95.569 95.370 95.498
PP 95.427 95.427 95.427 95.392
S1 95.194 95.194 95.302 95.123
S2 95.052 95.052 95.267
S3 94.677 94.819 95.233
S4 94.302 94.444 95.130
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 99.614 98.858 96.137
R3 98.259 97.503 95.765
R2 96.904 96.904 95.640
R1 96.148 96.148 95.516 95.849
PP 95.549 95.549 95.549 95.399
S1 94.793 94.793 95.268 94.494
S2 94.194 94.194 95.144
S3 92.839 93.438 95.019
S4 91.484 92.083 94.647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.660 94.950 0.710 0.7% 0.420 0.4% 54% True False 16,004
10 96.305 94.950 1.355 1.4% 0.540 0.6% 28% False False 19,839
20 96.305 94.385 1.920 2.0% 0.578 0.6% 50% False False 12,946
40 96.450 94.050 2.400 2.5% 0.569 0.6% 54% False False 6,922
60 97.610 94.050 3.560 3.7% 0.562 0.6% 36% False False 4,765
80 97.610 93.100 4.510 4.7% 0.610 0.6% 50% False False 3,686
100 97.610 93.100 4.510 4.7% 0.574 0.6% 50% False False 2,976
120 97.610 92.095 5.515 5.8% 0.553 0.6% 59% False False 2,487
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.111
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.254
2.618 96.642
1.618 96.267
1.000 96.035
0.618 95.892
HIGH 95.660
0.618 95.517
0.500 95.473
0.382 95.428
LOW 95.285
0.618 95.053
1.000 94.910
1.618 94.678
2.618 94.303
4.250 93.691
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 95.473 95.340
PP 95.427 95.339
S1 95.382 95.337

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

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