ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	98.015	98.060	0.045	0.0%	96.815
High	98.240	99.470	1.230	1.3%	99.470
Low	97.855	98.000	0.145	0.1%	96.710
Close	98.050	99.260	1.210	1.2%	99.260
Range	0.385	1.470	1.085	281.8%	2.760
ATR	0.693	0.748	0.056	8.0%	0.000
Volume	27,038	49,527	22,489	83.2%	142,121

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.320	102.760	100.069
R3	101.850	101.290	99.664
R2	100.380	100.380	99.530
R1	99.820	99.820	99.395	100.100
PP	98.910	98.910	98.910	99.050
S1	98.350	98.350	99.125	98.630
S2	97.440	97.440	98.991
S3	95.970	96.880	98.856
S4	94.500	95.410	98.452

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	106.760	105.770	100.778
R3	104.000	103.010	100.019
R2	101.240	101.240	99.766
R1	100.250	100.250	99.513	100.745
PP	98.480	98.480	98.480	98.728
S1	97.490	97.490	99.007	97.985
S2	95.720	95.720	98.754
S3	92.960	94.730	98.501
S4	90.200	91.970	97.742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.470	96.710	2.760	2.8%	0.752	0.8%	92%	True	False	28,424
10	99.470	96.510	2.960	3.0%	0.733	0.7%	93%	True	False	31,660
20	99.470	93.830	5.640	5.7%	0.696	0.7%	96%	True	False	29,687
40	99.470	93.830	5.640	5.7%	0.714	0.7%	96%	True	False	30,635
60	99.470	92.850	6.620	6.7%	0.766	0.8%	97%	True	False	23,673
80	99.470	92.850	6.620	6.7%	0.765	0.8%	97%	True	False	17,958
100	99.470	92.850	6.620	6.7%	0.767	0.8%	97%	True	False	14,444
120	99.470	92.850	6.620	6.7%	0.798	0.8%	97%	True	False	12,067

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	0.148
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	105.718
2.618	103.318
1.618	101.848
1.000	100.940
0.618	100.378
HIGH	99.470
0.618	98.908
0.500	98.735
0.382	98.562
LOW	98.000
0.618	97.092
1.000	96.530
1.618	95.622
2.618	94.152
4.250	91.753

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	99.085	98.968
PP	98.910	98.677
S1	98.735	98.385

Download as Excel Spreadsheet

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

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