ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 02-Mar-2016

Day Change Summary
	Previous	Current
	01-Mar-2016	02-Mar-2016	Change	Change %	Previous Week
Open	98.335	98.440	0.105	0.1%	96.800
High	98.700	98.700	0.000	0.0%	98.385
Low	98.240	98.255	0.015	0.0%	96.800
Close	98.475	98.325	-0.150	-0.2%	98.293
Range	0.460	0.445	-0.015	-3.3%	1.585
ATR	0.710	0.691	-0.019	-2.7%	0.000
Volume	1,182	970	-212	-17.9%	5,833

Daily Pivots for day following 02-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.762	99.488	98.570
R3	99.317	99.043	98.447
R2	98.872	98.872	98.407
R1	98.598	98.598	98.366	98.513
PP	98.427	98.427	98.427	98.384
S1	98.153	98.153	98.284	98.068
S2	97.982	97.982	98.243
S3	97.537	97.708	98.203
S4	97.092	97.263	98.080

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%	0.611	0.6%	74%	True	False	1,400
10	98.700	96.710	1.990	2.0%	0.594	0.6%	81%	True	False	1,175
20	98.700	95.405	3.295	3.4%	0.717	0.7%	89%	True	False	869
40	99.985	95.405	4.580	4.7%	0.709	0.7%	64%	False	False	623
60	99.985	95.405	4.580	4.7%	0.674	0.7%	64%	False	False	464
80	100.700	95.405	5.295	5.4%	0.636	0.6%	55%	False	False	362
100	100.700	94.317	6.383	6.5%	0.580	0.6%	63%	False	False	291
120	100.700	94.317	6.383	6.5%	0.533	0.5%	63%	False	False	244

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	0.142
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.591
2.618	99.865
1.618	99.420
1.000	99.145
0.618	98.975
HIGH	98.700
0.618	98.530
0.500	98.478
0.382	98.425
LOW	98.255
0.618	97.980
1.000	97.810
1.618	97.535
2.618	97.090
4.250	96.364

Fisher Pivots for day following 02-Mar-2016
Pivot	1 day	3 day
R1	98.478	98.323
PP	98.427	98.322
S1	98.376	98.320

Download as Excel Spreadsheet

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

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