ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 95.435 95.665 0.230 0.2% 95.390
High 95.735 96.390 0.655 0.7% 95.895
Low 95.390 95.660 0.270 0.3% 95.020
Close 95.587 96.125 0.538 0.6% 95.385
Range 0.345 0.730 0.385 111.6% 0.875
ATR 0.548 0.566 0.018 3.3% 0.000
Volume 15,625 42,193 26,568 170.0% 88,974
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 98.248 97.917 96.527
R3 97.518 97.187 96.326
R2 96.788 96.788 96.259
R1 96.457 96.457 96.192 96.623
PP 96.058 96.058 96.058 96.141
S1 95.727 95.727 96.058 95.893
S2 95.328 95.328 95.991
S3 94.598 94.997 95.924
S4 93.868 94.267 95.723
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 98.058 97.597 95.866
R3 97.183 96.722 95.626
R2 96.308 96.308 95.545
R1 95.847 95.847 95.465 95.640
PP 95.433 95.433 95.433 95.330
S1 94.972 94.972 95.305 94.765
S2 94.558 94.558 95.225
S3 93.683 94.097 95.144
S4 92.808 93.222 94.904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.390 95.245 1.145 1.2% 0.495 0.5% 77% True False 24,426
10 96.390 94.950 1.440 1.5% 0.519 0.5% 82% True False 21,668
20 96.390 94.385 2.005 2.1% 0.543 0.6% 87% True False 17,849
40 96.425 94.050 2.375 2.5% 0.568 0.6% 87% False False 9,552
60 97.610 94.050 3.560 3.7% 0.559 0.6% 58% False False 6,527
80 97.610 93.100 4.510 4.7% 0.611 0.6% 67% False False 5,019
100 97.610 93.100 4.510 4.7% 0.581 0.6% 67% False False 4,048
120 97.610 92.095 5.515 5.7% 0.559 0.6% 73% False False 3,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.103
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.493
2.618 98.301
1.618 97.571
1.000 97.120
0.618 96.841
HIGH 96.390
0.618 96.111
0.500 96.025
0.382 95.939
LOW 95.660
0.618 95.209
1.000 94.930
1.618 94.479
2.618 93.749
4.250 92.557
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 96.092 96.023
PP 96.058 95.922
S1 96.025 95.820

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

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