ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	95.100	95.445	0.345	0.4%	96.310
High	95.410	95.750	0.340	0.4%	97.090
Low	95.020	95.275	0.255	0.3%	94.605
Close	95.304	95.644	0.340	0.4%	95.120
Range	0.390	0.475	0.085	21.8%	2.485
ATR	0.811	0.787	-0.024	-3.0%	0.000
Volume	12,491	20,351	7,860	62.9%	109,503

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.981	96.788	95.905
R3	96.506	96.313	95.775
R2	96.031	96.031	95.731
R1	95.838	95.838	95.688	95.935
PP	95.556	95.556	95.556	95.605
S1	95.363	95.363	95.600	95.460
S2	95.081	95.081	95.557
S3	94.606	94.888	95.513
S4	94.131	94.413	95.383

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.060	101.575	96.487
R3	100.575	99.090	95.803
R2	98.090	98.090	95.576
R1	96.605	96.605	95.348	96.105
PP	95.605	95.605	95.605	95.355
S1	94.120	94.120	94.892	93.620
S2	93.120	93.120	94.664
S3	90.635	91.635	94.437
S4	88.150	89.150	93.753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.090	94.605	2.485	2.6%	0.835	0.9%	42%	False	False	22,943
10	98.500	94.605	3.895	4.1%	0.915	1.0%	27%	False	False	26,819
20	98.700	94.605	4.095	4.3%	0.791	0.8%	25%	False	False	14,714
40	99.955	94.605	5.350	5.6%	0.795	0.8%	19%	False	False	7,654
60	99.985	94.605	5.380	5.6%	0.737	0.8%	19%	False	False	5,191
80	100.700	94.605	6.095	6.4%	0.721	0.8%	17%	False	False	3,922
100	100.700	94.605	6.095	6.4%	0.659	0.7%	17%	False	False	3,143
120	100.700	94.317	6.383	6.7%	0.594	0.6%	21%	False	False	2,620

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	0.303
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.769
2.618	96.994
1.618	96.519
1.000	96.225
0.618	96.044
HIGH	95.750
0.618	95.569
0.500	95.513
0.382	95.456
LOW	95.275
0.618	94.981
1.000	94.800
1.618	94.506
2.618	94.031
4.250	93.256

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	95.600	95.489
PP	95.556	95.333
S1	95.513	95.178

Download as Excel Spreadsheet

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

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