ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	98.345	98.335	-0.010	0.0%	96.800
High	98.490	98.700	0.210	0.2%	98.385
Low	97.940	98.240	0.300	0.3%	96.800
Close	98.334	98.475	0.141	0.1%	98.293
Range	0.550	0.460	-0.090	-16.4%	1.585
ATR	0.729	0.710	-0.019	-2.6%	0.000
Volume	2,154	1,182	-972	-45.1%	5,833

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.852	99.623	98.728
R3	99.392	99.163	98.601
R2	98.932	98.932	98.559
R1	98.703	98.703	98.517	98.817
PP	98.472	98.472	98.472	98.529
S1	98.243	98.243	98.433	98.358
S2	98.012	98.012	98.391
S3	97.552	97.783	98.349
S4	97.092	97.323	98.222

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.581	102.022	99.165
R3	100.996	100.437	98.729
R2	99.411	99.411	98.584
R1	98.852	98.852	98.438	99.132
PP	97.826	97.826	97.826	97.966
S1	97.267	97.267	98.148	97.547
S2	96.241	96.241	98.002
S3	94.656	95.682	97.857
S4	93.071	94.097	97.421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.700	97.270	1.430	1.5%	0.654	0.7%	84%	True	False	1,601
10	98.700	96.710	1.990	2.0%	0.590	0.6%	89%	True	False	1,106
20	99.000	95.405	3.595	3.7%	0.795	0.8%	85%	False	False	876
40	99.985	95.405	4.580	4.7%	0.711	0.7%	67%	False	False	602
60	99.985	95.405	4.580	4.7%	0.674	0.7%	67%	False	False	448
80	100.700	95.405	5.295	5.4%	0.637	0.6%	58%	False	False	350
100	100.700	94.317	6.383	6.5%	0.577	0.6%	65%	False	False	282
120	100.700	94.317	6.383	6.5%	0.534	0.5%	65%	False	False	236

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.137
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.655
2.618	99.904
1.618	99.444
1.000	99.160
0.618	98.984
HIGH	98.700
0.618	98.524
0.500	98.470
0.382	98.416
LOW	98.240
0.618	97.956
1.000	97.780
1.618	97.496
2.618	97.036
4.250	96.285

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	98.473	98.312
PP	98.472	98.148
S1	98.470	97.985

Download as Excel Spreadsheet

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

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