ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 97.885 98.300 0.415 0.4% 98.120
High 98.400 98.795 0.395 0.4% 98.795
Low 97.655 98.300 0.645 0.7% 97.600
Close 98.314 98.686 0.372 0.4% 98.686
Range 0.745 0.495 -0.250 -33.6% 1.195
ATR 0.555 0.551 -0.004 -0.8% 0.000
Volume 32,380 20,054 -12,326 -38.1% 102,506
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 100.079 99.877 98.958
R3 99.584 99.382 98.822
R2 99.089 99.089 98.777
R1 98.887 98.887 98.731 98.988
PP 98.594 98.594 98.594 98.644
S1 98.392 98.392 98.641 98.493
S2 98.099 98.099 98.595
S3 97.604 97.897 98.550
S4 97.109 97.402 98.414
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 101.945 101.511 99.343
R3 100.750 100.316 99.015
R2 99.555 99.555 98.905
R1 99.121 99.121 98.796 99.338
PP 98.360 98.360 98.360 98.469
S1 97.926 97.926 98.576 98.143
S2 97.165 97.165 98.467
S3 95.970 96.731 98.357
S4 94.775 95.536 98.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.795 97.600 1.195 1.2% 0.455 0.5% 91% True False 20,501
10 98.795 96.485 2.310 2.3% 0.534 0.5% 95% True False 23,463
20 98.795 95.020 3.775 3.8% 0.526 0.5% 97% True False 24,042
40 98.795 94.155 4.640 4.7% 0.580 0.6% 98% True False 17,609
60 98.795 94.050 4.745 4.8% 0.572 0.6% 98% True False 12,008
80 98.795 94.050 4.745 4.8% 0.558 0.6% 98% True False 9,105
100 98.795 93.100 5.695 5.8% 0.604 0.6% 98% True False 7,370
120 98.795 93.100 5.695 5.8% 0.562 0.6% 98% True False 6,159
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.082
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.899
2.618 100.091
1.618 99.596
1.000 99.290
0.618 99.101
HIGH 98.795
0.618 98.606
0.500 98.548
0.382 98.489
LOW 98.300
0.618 97.994
1.000 97.805
1.618 97.499
2.618 97.004
4.250 96.196
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 98.640 98.532
PP 98.594 98.379
S1 98.548 98.225

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

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