ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	97.320	97.350	0.030	0.0%	98.345
High	97.630	98.500	0.870	0.9%	98.700
Low	96.980	95.985	-0.995	-1.0%	97.130
Close	97.219	96.120	-1.099	-1.1%	97.438
Range	0.650	2.515	1.865	286.9%	1.570
ATR	0.696	0.826	0.130	18.7%	0.000
Volume	19,885	71,168	51,283	257.9%	9,814

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.413	102.782	97.503
R3	101.898	100.267	96.812
R2	99.383	99.383	96.581
R1	97.752	97.752	96.351	97.310
PP	96.868	96.868	96.868	96.648
S1	95.237	95.237	95.889	94.795
S2	94.353	94.353	95.659
S3	91.838	92.722	95.428
S4	89.323	90.207	94.737

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	98.500	95.985	2.515	2.6%	1.048	1.1%	5%	True	True	21,254
10	98.700	95.985	2.715	2.8%	0.869	0.9%	5%	False	True	11,384
20	98.700	95.680	3.020	3.1%	0.733	0.8%	15%	False	False	6,077
40	99.985	95.405	4.580	4.8%	0.747	0.8%	16%	False	False	3,291
60	99.985	95.405	4.580	4.8%	0.705	0.7%	16%	False	False	2,253
80	100.700	95.405	5.295	5.5%	0.690	0.7%	14%	False	False	1,713
100	100.700	95.405	5.295	5.5%	0.626	0.7%	14%	False	False	1,372
120	100.700	94.317	6.383	6.6%	0.566	0.6%	28%	False	False	1,144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.309
Widest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	109.189
2.618	105.084
1.618	102.569
1.000	101.015
0.618	100.054
HIGH	98.500
0.618	97.539
0.500	97.243
0.382	96.946
LOW	95.985
0.618	94.431
1.000	93.470
1.618	91.916
2.618	89.401
4.250	85.296

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	97.243	97.243
PP	96.868	96.868
S1	96.494	96.494

Download as Excel Spreadsheet

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

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