ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	99.385	99.130	-0.255	-0.3%	99.255
High	99.505	99.230	-0.275	-0.3%	99.950
Low	99.065	98.745	-0.320	-0.3%	98.680
Close	99.133	98.954	-0.179	-0.2%	99.651
Range	0.440	0.485	0.045	10.2%	1.270
ATR	0.675	0.661	-0.014	-2.0%	0.000
Volume	19,415	30,069	10,654	54.9%	152,829

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.431	100.178	99.221
R3	99.946	99.693	99.087
R2	99.461	99.461	99.043
R1	99.208	99.208	98.998	99.092
PP	98.976	98.976	98.976	98.919
S1	98.723	98.723	98.910	98.607
S2	98.491	98.491	98.865
S3	98.006	98.238	98.821
S4	97.521	97.753	98.687

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.237	102.714	100.350
R3	101.967	101.444	100.000
R2	100.697	100.697	99.884
R1	100.174	100.174	99.767	100.436
PP	99.427	99.427	99.427	99.558
S1	98.904	98.904	99.535	99.166
S2	98.157	98.157	99.418
S3	96.887	97.634	99.302
S4	95.617	96.364	98.953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.950	98.745	1.205	1.2%	0.551	0.6%	17%	False	True	32,213
10	99.950	98.415	1.535	1.6%	0.576	0.6%	35%	False	False	33,083
20	99.950	97.840	2.110	2.1%	0.676	0.7%	53%	False	False	31,120
40	100.700	97.225	3.475	3.5%	0.728	0.7%	50%	False	False	26,146
60	100.700	96.930	3.770	3.8%	0.681	0.7%	54%	False	False	17,930
80	100.700	94.050	6.650	6.7%	0.668	0.7%	74%	False	False	13,543
100	100.700	94.050	6.650	6.7%	0.654	0.7%	74%	False	False	10,855
120	100.700	93.125	7.575	7.7%	0.661	0.7%	77%	False	False	9,051

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.148
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.291
2.618	100.500
1.618	100.015
1.000	99.715
0.618	99.530
HIGH	99.230
0.618	99.045
0.500	98.988
0.382	98.930
LOW	98.745
0.618	98.445
1.000	98.260
1.618	97.960
2.618	97.475
4.250	96.684

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	98.988	99.203
PP	98.976	99.120
S1	98.965	99.037

Download as Excel Spreadsheet

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

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