ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	98.405	98.870	0.465	0.5%	97.890
High	98.865	99.059	0.194	0.2%	98.865
Low	98.395	98.480	0.085	0.1%	97.890
Close	98.865	99.059	0.194	0.2%	98.865
Range	0.470	0.579	0.109	23.2%	0.975
ATR	0.603	0.601	-0.002	-0.3%	0.000
Volume	40	13	-27	-67.5%	120

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.603	100.410	99.377
R3	100.024	99.831	99.218
R2	99.445	99.445	99.165
R1	99.252	99.252	99.112	99.349
PP	98.866	98.866	98.866	98.914
S1	98.673	98.673	99.006	98.770
S2	98.287	98.287	98.953
S3	97.708	98.094	98.900
S4	97.129	97.515	98.741

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.465	101.140	99.401
R3	100.490	100.165	99.133
R2	99.515	99.515	99.044
R1	99.190	99.190	98.954	99.353
PP	98.540	98.540	98.540	98.621
S1	98.215	98.215	98.776	98.378
S2	97.565	97.565	98.686
S3	96.590	97.240	98.597
S4	95.615	96.265	98.329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.059	97.890	1.169	1.2%	0.338	0.3%	100%	True	False	26
10	99.059	97.890	1.169	1.2%	0.261	0.3%	100%	True	False	14
20	99.440	97.395	2.045	2.1%	0.423	0.4%	81%	False	False	14

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	0.020
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	101.520
2.618	100.575
1.618	99.996
1.000	99.638
0.618	99.417
HIGH	99.059
0.618	98.838
0.500	98.770
0.382	98.701
LOW	98.480
0.618	98.122
1.000	97.901
1.618	97.543
2.618	96.964
4.250	96.019

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	98.963	98.933
PP	98.866	98.808
S1	98.770	98.682

Download as Excel Spreadsheet

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

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