ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 96.520 96.930 0.410 0.4% 95.435
High 96.965 97.745 0.780 0.8% 97.215
Low 96.485 96.930 0.445 0.5% 95.390
Close 96.933 97.692 0.759 0.8% 96.654
Range 0.480 0.815 0.335 69.8% 1.825
ATR 0.572 0.589 0.017 3.0% 0.000
Volume 16,361 29,645 13,284 81.2% 157,243
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 99.901 99.611 98.140
R3 99.086 98.796 97.916
R2 98.271 98.271 97.841
R1 97.981 97.981 97.767 98.126
PP 97.456 97.456 97.456 97.528
S1 97.166 97.166 97.617 97.311
S2 96.641 96.641 97.543
S3 95.826 96.351 97.468
S4 95.011 95.536 97.244
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 101.895 101.099 97.658
R3 100.070 99.274 97.156
R2 98.245 98.245 96.989
R1 97.449 97.449 96.821 97.847
PP 96.420 96.420 96.420 96.619
S1 95.624 95.624 96.487 96.022
S2 94.595 94.595 96.319
S3 92.770 93.799 96.152
S4 90.945 91.974 95.650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.745 95.940 1.805 1.8% 0.629 0.6% 97% True False 29,086
10 97.745 95.245 2.500 2.6% 0.562 0.6% 98% True False 26,756
20 97.745 94.950 2.795 2.9% 0.556 0.6% 98% True False 23,609
40 97.745 94.050 3.695 3.8% 0.582 0.6% 99% True False 13,119
60 97.745 94.050 3.695 3.8% 0.570 0.6% 99% True False 8,925
80 97.745 93.100 4.645 4.8% 0.605 0.6% 99% True False 6,819
100 97.745 93.100 4.645 4.8% 0.596 0.6% 99% True False 5,494
120 97.745 92.095 5.650 5.8% 0.563 0.6% 99% True False 4,590
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 0.100
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 101.209
2.618 99.879
1.618 99.064
1.000 98.560
0.618 98.249
HIGH 97.745
0.618 97.434
0.500 97.338
0.382 97.241
LOW 96.930
0.618 96.426
1.000 96.115
1.618 95.611
2.618 94.796
4.250 93.466
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 97.574 97.486
PP 97.456 97.281
S1 97.338 97.075

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

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