ICE US Dollar Index Future March 2017


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 103.140 102.820 -0.320 -0.3% 101.580
High 103.210 103.155 -0.055 -0.1% 103.535
Low 102.545 102.500 -0.045 0.0% 100.635
Close 102.924 103.100 0.176 0.2% 102.924
Range 0.665 0.655 -0.010 -1.5% 2.900
ATR 0.926 0.906 -0.019 -2.1% 0.000
Volume 49,177 24,735 -24,442 -49.7% 194,459
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 104.883 104.647 103.460
R3 104.228 103.992 103.280
R2 103.573 103.573 103.220
R1 103.337 103.337 103.160 103.455
PP 102.918 102.918 102.918 102.978
S1 102.682 102.682 103.040 102.800
S2 102.263 102.263 102.980
S3 101.608 102.027 102.920
S4 100.953 101.372 102.740
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 111.065 109.894 104.519
R3 108.165 106.994 103.722
R2 105.265 105.265 103.456
R1 104.094 104.094 103.190 104.680
PP 102.365 102.365 102.365 102.657
S1 101.194 101.194 102.658 101.780
S2 99.465 99.465 102.392
S3 96.565 98.294 102.127
S4 93.665 95.394 101.329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.535 100.635 2.900 2.8% 0.967 0.9% 85% False False 41,369
10 103.535 99.250 4.285 4.2% 0.943 0.9% 90% False False 24,776
20 103.535 99.250 4.285 4.2% 0.901 0.9% 90% False False 14,527
40 103.535 95.820 7.715 7.5% 0.818 0.8% 94% False False 7,849
60 103.535 95.065 8.470 8.2% 0.707 0.7% 95% False False 5,339
80 103.535 94.365 9.170 8.9% 0.658 0.6% 95% False False 4,044
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 0.256
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.939
2.618 104.870
1.618 104.215
1.000 103.810
0.618 103.560
HIGH 103.155
0.618 102.905
0.500 102.828
0.382 102.750
LOW 102.500
0.618 102.095
1.000 101.845
1.618 101.440
2.618 100.785
4.250 99.716
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 103.009 103.006
PP 102.918 102.912
S1 102.828 102.818

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

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