ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	98.815	98.490	-0.325	-0.3%	98.870
High	98.995	98.925	-0.070	-0.1%	99.790
Low	98.729	98.490	-0.239	-0.2%	98.403
Close	98.729	98.925	0.196	0.2%	98.729
Range	0.266	0.435	0.169	63.5%	1.387
ATR	0.626	0.612	-0.014	-2.2%	0.000
Volume	4	4	0	0.0%	101

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.085	99.940	99.164
R3	99.650	99.505	99.045
R2	99.215	99.215	99.005
R1	99.070	99.070	98.965	99.142
PP	98.780	98.780	98.780	98.816
S1	98.635	98.635	98.885	98.708
S2	98.345	98.345	98.845
S3	97.910	98.200	98.805
S4	97.475	97.765	98.686

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.135	102.319	99.492
R3	101.748	100.932	99.110
R2	100.361	100.361	98.983
R1	99.545	99.545	98.856	99.260
PP	98.974	98.974	98.974	98.831
S1	98.158	98.158	98.602	97.873
S2	97.587	97.587	98.475
S3	96.200	96.771	98.348
S4	94.813	95.384	97.966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.790	98.403	1.387	1.4%	0.570	0.6%	38%	False	False	18
10	99.790	97.890	1.900	1.9%	0.454	0.5%	54%	False	False	22
20	99.790	97.395	2.395	2.4%	0.428	0.4%	64%	False	False	14

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	0.058
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.774
2.618	100.064
1.618	99.629
1.000	99.360
0.618	99.194
HIGH	98.925
0.618	98.759
0.500	98.708
0.382	98.656
LOW	98.490
0.618	98.221
1.000	98.055
1.618	97.786
2.618	97.351
4.250	96.641

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	98.853	98.969
PP	98.780	98.954
S1	98.708	98.940

Download as Excel Spreadsheet

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

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