ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	94.510	94.500	-0.010	0.0%	95.645
High	94.510	94.830	0.320	0.3%	95.710
Low	94.160	94.450	0.290	0.3%	94.050
Close	94.459	94.712	0.253	0.3%	94.453
Range	0.350	0.380	0.030	8.6%	1.660
ATR	0.593	0.578	-0.015	-2.6%	0.000
Volume	888	676	-212	-23.9%	6,690

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	95.804	95.638	94.921
R3	95.424	95.258	94.817
R2	95.044	95.044	94.782
R1	94.878	94.878	94.747	94.961
PP	94.664	94.664	94.664	94.706
S1	94.498	94.498	94.677	94.581
S2	94.284	94.284	94.642
S3	93.904	94.118	94.608
S4	93.524	93.738	94.503

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.718	98.745	95.366
R3	98.058	97.085	94.910
R2	96.398	96.398	94.757
R1	95.425	95.425	94.605	95.082
PP	94.738	94.738	94.738	94.566
S1	93.765	93.765	94.301	93.422
S2	93.078	93.078	94.149
S3	91.418	92.105	93.997
S4	89.758	90.445	93.540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.895	94.050	0.845	0.9%	0.428	0.5%	78%	False	False	1,111
10	95.920	94.050	1.870	2.0%	0.540	0.6%	35%	False	False	1,038
20	96.705	94.050	2.655	2.8%	0.567	0.6%	25%	False	False	826
40	97.610	94.050	3.560	3.8%	0.554	0.6%	19%	False	False	604
60	97.610	93.100	4.510	4.8%	0.623	0.7%	36%	False	False	541
80	97.610	93.100	4.510	4.8%	0.555	0.6%	36%	False	False	430
100	97.610	92.095	5.515	5.8%	0.542	0.6%	47%	False	False	350
120	98.375	92.095	6.280	6.6%	0.545	0.6%	42%	False	False	295

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.071
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.445
2.618	95.825
1.618	95.445
1.000	95.210
0.618	95.065
HIGH	94.830
0.618	94.685
0.500	94.640
0.382	94.595
LOW	94.450
0.618	94.215
1.000	94.070
1.618	93.835
2.618	93.455
4.250	92.835

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	94.688	94.651
PP	94.664	94.589
S1	94.640	94.528

Download as Excel Spreadsheet

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

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