ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	99.350	99.145	-0.205	-0.2%	98.405
High	99.480	99.350	-0.130	-0.1%	99.485
Low	99.055	98.800	-0.255	-0.3%	98.250
Close	99.131	99.269	0.138	0.1%	99.115
Range	0.425	0.550	0.125	29.4%	1.235
ATR	0.643	0.636	-0.007	-1.0%	0.000
Volume	118	116	-2	-1.7%	1,439

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.790	100.579	99.572
R3	100.240	100.029	99.420
R2	99.690	99.690	99.370
R1	99.479	99.479	99.319	99.585
PP	99.140	99.140	99.140	99.192
S1	98.929	98.929	99.219	99.035
S2	98.590	98.590	99.168
S3	98.040	98.379	99.118
S4	97.490	97.829	98.967

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.655	102.120	99.794
R3	101.420	100.885	99.455
R2	100.185	100.185	99.341
R1	99.650	99.650	99.228	99.918
PP	98.950	98.950	98.950	99.084
S1	98.415	98.415	99.002	98.683
S2	97.715	97.715	98.889
S3	96.480	97.180	98.775
S4	95.245	95.945	98.436

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.480	98.545	0.935	0.9%	0.533	0.5%	77%	False	False	268
10	99.485	98.250	1.235	1.2%	0.659	0.7%	83%	False	False	222
20	99.835	97.950	1.885	1.9%	0.590	0.6%	70%	False	False	190
40	100.700	97.335	3.365	3.4%	0.637	0.6%	57%	False	False	150
60	100.700	97.185	3.515	3.5%	0.550	0.6%	59%	False	False	106
80	100.700	94.317	6.383	6.4%	0.487	0.5%	78%	False	False	81

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	0.134
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.688
2.618	100.790
1.618	100.240
1.000	99.900
0.618	99.690
HIGH	99.350
0.618	99.140
0.500	99.075
0.382	99.010
LOW	98.800
0.618	98.460
1.000	98.250
1.618	97.910
2.618	97.360
4.250	96.463

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	99.204	99.226
PP	99.140	99.183
S1	99.075	99.140

Download as Excel Spreadsheet

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

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