ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 97.520 98.000 0.480 0.5% 95.435
High 98.050 98.120 0.070 0.1% 97.215
Low 97.475 97.510 0.035 0.0% 95.390
Close 97.962 97.518 -0.444 -0.5% 96.654
Range 0.575 0.610 0.035 6.1% 1.825
ATR 0.588 0.589 0.002 0.3% 0.000
Volume 31,655 28,204 -3,451 -10.9% 157,243
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 99.546 99.142 97.854
R3 98.936 98.532 97.686
R2 98.326 98.326 97.630
R1 97.922 97.922 97.574 97.819
PP 97.716 97.716 97.716 97.665
S1 97.312 97.312 97.462 97.209
S2 97.106 97.106 97.406
S3 96.496 96.702 97.350
S4 95.886 96.092 97.183
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 98.120 96.405 1.715 1.8% 0.658 0.7% 65% True False 31,075
10 98.120 95.250 2.870 2.9% 0.605 0.6% 79% True False 29,583
20 98.120 94.950 3.170 3.3% 0.567 0.6% 81% True False 24,533
40 98.120 94.050 4.070 4.2% 0.568 0.6% 85% True False 14,539
60 98.120 94.050 4.070 4.2% 0.574 0.6% 85% True False 9,905
80 98.120 93.100 5.020 5.1% 0.604 0.6% 88% True False 7,563
100 98.120 93.100 5.020 5.1% 0.602 0.6% 88% True False 6,091
120 98.120 92.095 6.025 6.2% 0.567 0.6% 90% True False 5,089
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.099
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.713
2.618 99.717
1.618 99.107
1.000 98.730
0.618 98.497
HIGH 98.120
0.618 97.887
0.500 97.815
0.382 97.743
LOW 97.510
0.618 97.133
1.000 96.900
1.618 96.523
2.618 95.913
4.250 94.918
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 97.815 97.525
PP 97.716 97.523
S1 97.617 97.520

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

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