ICE US Dollar Index Future June 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	99.415	99.280	-0.135	-0.1%	99.080
High	99.575	99.285	-0.290	-0.3%	99.985
Low	99.180	98.865	-0.315	-0.3%	98.800
Close	99.230	99.049	-0.181	-0.2%	99.746
Range	0.395	0.420	0.025	6.3%	1.185
ATR	0.608	0.595	-0.013	-2.2%	0.000
Volume	224	365	141	62.9%	1,670

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.326	100.108	99.280
R3	99.906	99.688	99.164
R2	99.486	99.486	99.126
R1	99.268	99.268	99.087	99.167
PP	99.066	99.066	99.066	99.016
S1	98.848	98.848	99.011	98.747
S2	98.646	98.646	98.972
S3	98.226	98.428	98.934
S4	97.806	98.008	98.818

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.065	102.591	100.398
R3	101.880	101.406	100.072
R2	100.695	100.695	99.963
R1	100.221	100.221	99.855	100.458
PP	99.510	99.510	99.510	99.629
S1	99.036	99.036	99.637	99.273
S2	98.325	98.325	99.529
S3	97.140	97.851	99.420
S4	95.955	96.666	99.094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.985	98.865	1.120	1.1%	0.495	0.5%	16%	False	True	439
10	99.985	98.545	1.440	1.5%	0.514	0.5%	35%	False	False	354
20	99.985	98.240	1.745	1.8%	0.615	0.6%	46%	False	False	276
40	100.700	97.335	3.365	3.4%	0.648	0.7%	51%	False	False	198
60	100.700	97.320	3.380	3.4%	0.572	0.6%	51%	False	False	142
80	100.700	94.317	6.383	6.4%	0.493	0.5%	74%	False	False	108

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	0.125
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.070
2.618	100.385
1.618	99.965
1.000	99.705
0.618	99.545
HIGH	99.285
0.618	99.125
0.500	99.075
0.382	99.025
LOW	98.865
0.618	98.605
1.000	98.445
1.618	98.185
2.618	97.765
4.250	97.080

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	99.075	99.295
PP	99.066	99.213
S1	99.058	99.131

Download as Excel Spreadsheet

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

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