ICE US Dollar Index Future December 2016


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 103.130 102.815 -0.315 -0.3% 101.645
High 103.270 103.110 -0.160 -0.2% 103.565
Low 102.620 102.545 -0.075 -0.1% 100.750
Close 102.954 102.900 -0.054 -0.1% 102.954
Range 0.650 0.565 -0.085 -13.1% 2.815
ATR 0.929 0.903 -0.026 -2.8% 0.000
Volume 13,416 1,218 -12,198 -90.9% 212,672
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 104.547 104.288 103.211
R3 103.982 103.723 103.055
R2 103.417 103.417 103.004
R1 103.158 103.158 102.952 103.288
PP 102.852 102.852 102.852 102.916
S1 102.593 102.593 102.848 102.723
S2 102.287 102.287 102.796
S3 101.722 102.028 102.745
S4 101.157 101.463 102.589
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 110.868 109.726 104.502
R3 108.053 106.911 103.728
R2 105.238 105.238 103.470
R1 104.096 104.096 103.212 104.667
PP 102.423 102.423 102.423 102.709
S1 101.281 101.281 102.696 101.852
S2 99.608 99.608 102.438
S3 96.793 98.466 102.180
S4 93.978 95.651 101.406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.565 100.750 2.815 2.7% 0.925 0.9% 76% False False 35,138
10 103.565 99.490 4.075 4.0% 0.915 0.9% 84% False False 37,879
20 103.565 99.490 4.075 4.0% 0.898 0.9% 84% False False 40,823
40 103.565 95.905 7.660 7.4% 0.818 0.8% 91% False False 37,142
60 103.565 95.020 8.545 8.3% 0.720 0.7% 92% False False 32,776
80 103.565 94.155 9.410 9.1% 0.699 0.7% 93% False False 27,376
100 103.565 94.050 9.515 9.2% 0.670 0.7% 93% False False 22,062
120 103.565 94.050 9.515 9.2% 0.645 0.6% 93% False False 18,451
Crabel Price Patterns
NR True
NR4 True
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 0.248
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.511
2.618 104.589
1.618 104.024
1.000 103.675
0.618 103.459
HIGH 103.110
0.618 102.894
0.500 102.828
0.382 102.761
LOW 102.545
0.618 102.196
1.000 101.980
1.618 101.631
2.618 101.066
4.250 100.144
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 102.876 102.888
PP 102.852 102.875
S1 102.828 102.863

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

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