ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	97.145	97.320	0.175	0.2%	98.345
High	97.335	97.630	0.295	0.3%	98.700
Low	96.945	96.980	0.035	0.0%	97.130
Close	97.266	97.219	-0.047	0.0%	97.438
Range	0.390	0.650	0.260	66.7%	1.570
ATR	0.699	0.696	-0.004	-0.5%	0.000
Volume	6,446	19,885	13,439	208.5%	9,814

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.226	98.873	97.577
R3	98.576	98.223	97.398
R2	97.926	97.926	97.338
R1	97.573	97.573	97.279	97.425
PP	97.276	97.276	97.276	97.202
S1	96.923	96.923	97.159	96.775
S2	96.626	96.626	97.100
S3	95.976	96.273	97.040
S4	95.326	95.623	96.862

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	98.440	96.945	1.495	1.5%	0.721	0.7%	18%	False	False	7,399
10	98.700	96.945	1.755	1.8%	0.666	0.7%	16%	False	False	4,399
20	98.700	95.405	3.295	3.4%	0.636	0.7%	55%	False	False	2,545
40	99.985	95.405	4.580	4.7%	0.701	0.7%	40%	False	False	1,526
60	99.985	95.405	4.580	4.7%	0.680	0.7%	40%	False	False	1,069
80	100.700	95.405	5.295	5.4%	0.661	0.7%	34%	False	False	824
100	100.700	95.050	5.650	5.8%	0.603	0.6%	38%	False	False	661
120	100.700	94.317	6.383	6.6%	0.545	0.6%	45%	False	False	551

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	0.214
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.393
2.618	99.332
1.618	98.682
1.000	98.280
0.618	98.032
HIGH	97.630
0.618	97.382
0.500	97.305
0.382	97.228
LOW	96.980
0.618	96.578
1.000	96.330
1.618	95.928
2.618	95.278
4.250	94.218

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	97.305	97.365
PP	97.276	97.316
S1	97.248	97.268

Download as Excel Spreadsheet

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

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