ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 95.665 96.080 0.415 0.4% 95.390
High 96.390 96.310 -0.080 -0.1% 95.895
Low 95.660 95.940 0.280 0.3% 95.020
Close 96.125 96.114 -0.011 0.0% 95.385
Range 0.730 0.370 -0.360 -49.3% 0.875
ATR 0.566 0.552 -0.014 -2.5% 0.000
Volume 42,193 23,774 -18,419 -43.7% 88,974
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 97.231 97.043 96.318
R3 96.861 96.673 96.216
R2 96.491 96.491 96.182
R1 96.303 96.303 96.148 96.397
PP 96.121 96.121 96.121 96.169
S1 95.933 95.933 96.080 96.027
S2 95.751 95.751 96.046
S3 95.381 95.563 96.012
S4 95.011 95.193 95.911
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% 0.494 0.5% 76% False False 26,215
10 96.390 94.950 1.440 1.5% 0.457 0.5% 81% False False 21,109
20 96.390 94.385 2.005 2.1% 0.544 0.6% 86% False False 18,935
40 96.390 94.050 2.340 2.4% 0.566 0.6% 88% False False 10,134
60 97.610 94.050 3.560 3.7% 0.556 0.6% 58% False False 6,919
80 97.610 93.100 4.510 4.7% 0.606 0.6% 67% False False 5,313
100 97.610 93.100 4.510 4.7% 0.581 0.6% 67% False False 4,285
120 97.610 92.095 5.515 5.7% 0.557 0.6% 73% False False 3,577
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.081
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.883
2.618 97.279
1.618 96.909
1.000 96.680
0.618 96.539
HIGH 96.310
0.618 96.169
0.500 96.125
0.382 96.081
LOW 95.940
0.618 95.711
1.000 95.570
1.618 95.341
2.618 94.971
4.250 94.368
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 96.125 96.039
PP 96.121 95.965
S1 96.118 95.890

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

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