ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	98.335	97.735	-0.600	-0.6%	98.345
High	98.440	98.140	-0.300	-0.3%	98.700
Low	97.560	97.130	-0.430	-0.4%	97.130
Close	97.686	97.438	-0.248	-0.3%	97.438
Range	0.880	1.010	0.130	14.8%	1.570
ATR	0.705	0.727	0.022	3.1%	0.000
Volume	1,895	3,613	1,718	90.7%	9,814

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.599	100.029	97.994
R3	99.589	99.019	97.716
R2	98.579	98.579	97.623
R1	98.009	98.009	97.531	97.789
PP	97.569	97.569	97.569	97.460
S1	96.999	96.999	97.345	96.779
S2	96.559	96.559	97.253
S3	95.549	95.989	97.160
S4	94.539	94.979	96.883

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.466	101.522	98.302
R3	100.896	99.952	97.870
R2	99.326	99.326	97.726
R1	98.382	98.382	97.582	98.069
PP	97.756	97.756	97.756	97.600
S1	96.812	96.812	97.294	96.499
S2	96.186	96.186	97.150
S3	94.616	95.242	97.006
S4	93.046	93.672	96.575

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.700	97.130	1.570	1.6%	0.669	0.7%	20%	False	True	1,962
10	98.700	96.800	1.900	1.9%	0.687	0.7%	34%	False	False	1,564
20	98.700	95.405	3.295	3.4%	0.697	0.7%	62%	False	False	1,056
40	99.985	95.405	4.580	4.7%	0.706	0.7%	44%	False	False	750
60	99.985	95.405	4.580	4.7%	0.681	0.7%	44%	False	False	553
80	100.700	95.405	5.295	5.4%	0.655	0.7%	38%	False	False	431
100	100.700	94.500	6.200	6.4%	0.591	0.6%	47%	False	False	346
120	100.700	94.317	6.383	6.6%	0.548	0.6%	49%	False	False	289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.165
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	102.433
2.618	100.784
1.618	99.774
1.000	99.150
0.618	98.764
HIGH	98.140
0.618	97.754
0.500	97.635
0.382	97.516
LOW	97.130
0.618	96.506
1.000	96.120
1.618	95.496
2.618	94.486
4.250	92.838

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	97.635	97.915
PP	97.569	97.756
S1	97.504	97.597

Download as Excel Spreadsheet

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

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