ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	94.740	94.575	-0.165	-0.2%	94.600
High	94.760	95.530	0.770	0.8%	95.530
Low	94.530	94.155	-0.375	-0.4%	94.155
Close	94.708	95.502	0.794	0.8%	95.502
Range	0.230	1.375	1.145	497.8%	1.375
ATR	0.553	0.612	0.059	10.6%	0.000
Volume	405	1,751	1,346	332.3%	4,602

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.187	98.720	96.258
R3	97.812	97.345	95.880
R2	96.437	96.437	95.754
R1	95.970	95.970	95.628	96.204
PP	95.062	95.062	95.062	95.179
S1	94.595	94.595	95.376	94.829
S2	93.687	93.687	95.250
S3	92.312	93.220	95.124
S4	90.937	91.845	94.746

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.187	98.720	96.258
R3	97.812	97.345	95.880
R2	96.437	96.437	95.754
R1	95.970	95.970	95.628	96.204
PP	95.062	95.062	95.062	95.179
S1	94.595	94.595	95.376	94.829
S2	93.687	93.687	95.250
S3	92.312	93.220	95.124
S4	90.937	91.845	94.746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.530	94.155	1.375	1.4%	0.568	0.6%	98%	True	True	920
10	95.710	94.050	1.660	1.7%	0.583	0.6%	87%	False	False	1,129
20	96.450	94.050	2.400	2.5%	0.563	0.6%	61%	False	False	826
40	97.610	94.050	3.560	3.7%	0.558	0.6%	41%	False	False	633
60	97.610	93.100	4.510	4.7%	0.615	0.6%	53%	False	False	570
80	97.610	93.100	4.510	4.7%	0.566	0.6%	53%	False	False	455
100	97.610	92.095	5.515	5.8%	0.549	0.6%	62%	False	False	372
120	97.610	92.095	5.515	5.8%	0.536	0.6%	62%	False	False	312

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	0.105
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	101.374
2.618	99.130
1.618	97.755
1.000	96.905
0.618	96.380
HIGH	95.530
0.618	95.005
0.500	94.843
0.382	94.680
LOW	94.155
0.618	93.305
1.000	92.780
1.618	91.930
2.618	90.555
4.250	88.311

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	95.282	95.282
PP	95.062	95.062
S1	94.843	94.843

Download as Excel Spreadsheet

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

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