ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	99.140	98.915	-0.225	-0.2%	99.650
High	99.140	98.915	-0.225	-0.2%	99.980
Low	99.010	97.315	-1.695	-1.7%	98.615
Close	99.026	97.456	-1.570	-1.6%	99.775
Range	0.130	1.600	1.470	1,130.7%	1.365
ATR	0.509	0.595	0.086	16.9%	0.000
Volume	4	156	152	3,800.0%	94

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.695	101.676	98.336
R3	101.095	100.076	97.896
R2	99.495	99.495	97.749
R1	98.476	98.476	97.603	98.186
PP	97.895	97.895	97.895	97.750
S1	96.876	96.876	97.309	96.586
S2	96.295	96.295	97.163
S3	94.695	95.276	97.016
S4	93.095	93.676	96.576

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.552	103.028	100.526
R3	102.187	101.663	100.150
R2	100.822	100.822	100.025
R1	100.298	100.298	99.900	100.560
PP	99.457	99.457	99.457	99.588
S1	98.933	98.933	99.650	99.195
S2	98.092	98.092	99.525
S3	96.727	97.568	99.400
S4	95.362	96.203	99.024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.980	97.315	2.665	2.7%	0.643	0.7%	5%	False	True	43
10	100.030	97.315	2.715	2.8%	0.516	0.5%	5%	False	True	26
20	100.030	97.315	2.715	2.8%	0.423	0.4%	5%	False	True	18
40	100.030	97.315	2.715	2.8%	0.424	0.4%	5%	False	True	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	105.715
2.618	103.104
1.618	101.504
1.000	100.515
0.618	99.904
HIGH	98.915
0.618	98.304
0.500	98.115
0.382	97.926
LOW	97.315
0.618	96.326
1.000	95.715
1.618	94.726
2.618	93.126
4.250	90.515

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	98.115	98.243
PP	97.895	97.980
S1	97.676	97.718

Download as Excel Spreadsheet

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

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