ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 18-Oct-2016

Day Change Summary
	Previous	Current
	17-Oct-2016	18-Oct-2016	Change	Change %	Previous Week
Open	97.990	97.650	-0.340	-0.3%	96.500
High	98.060	97.830	-0.230	-0.2%	98.020
Low	97.760	97.555	-0.205	-0.2%	96.400
Close	97.798	97.812	0.014	0.0%	97.912
Range	0.300	0.275	-0.025	-8.3%	1.620
ATR	0.533	0.515	-0.018	-3.5%	0.000
Volume	269	234	-35	-13.0%	2,023

Daily Pivots for day following 18-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.557	98.460	97.963
R3	98.282	98.185	97.888
R2	98.007	98.007	97.862
R1	97.910	97.910	97.837	97.959
PP	97.732	97.732	97.732	97.757
S1	97.635	97.635	97.787	97.684
S2	97.457	97.457	97.762
S3	97.182	97.360	97.736
S4	96.907	97.085	97.661

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.304	101.728	98.803
R3	100.684	100.108	98.358
R2	99.064	99.064	98.209
R1	98.488	98.488	98.061	98.776
PP	97.444	97.444	97.444	97.588
S1	96.868	96.868	97.764	97.156
S2	95.824	95.824	97.615
S3	94.204	95.248	97.467
S4	92.584	93.628	97.021

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.060	97.400	0.660	0.7%	0.451	0.5%	62%	False	False	341
10	98.060	95.865	2.195	2.2%	0.521	0.5%	89%	False	False	377
20	98.060	94.885	3.175	3.2%	0.498	0.5%	92%	False	False	299

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.107
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	98.999
2.618	98.550
1.618	98.275
1.000	98.105
0.618	98.000
HIGH	97.830
0.618	97.725
0.500	97.693
0.382	97.660
LOW	97.555
0.618	97.385
1.000	97.280
1.618	97.110
2.618	96.835
4.250	96.386

Fisher Pivots for day following 18-Oct-2016
Pivot	1 day	3 day
R1	97.772	97.796
PP	97.732	97.779
S1	97.693	97.763

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols